Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.5: Covered Bonds

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18940.91 Day 13 Yes 458.70 31-90 Days E-10 18957.98 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10928.28 Day 13 No 592.64 <7 Days E-3 12727.97 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6939.11 Day 13 Yes 594.79 91-180 Days E-4 6216.68 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9238.35 Day 13 No 534.21 <7 Days E-5 7432.80 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1229.90 Day 13 No 110.86 <7 Days E-6 1380.36 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10600.30 Day 13 Yes 387.09 31-90 Days E-7 9957.81 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19741.60 Day 13 No 679.06 31-90 Days E-8 18357.10 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40557.01 Day 13 Yes 1657.29 7-30 Days E-9 40810.33 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1907.04 Day 13 Yes 6.22 91-180 Days G-4 1733.32 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40992.74 Day 13 Yes 796.78 31-90 Days IG-3 40499.58 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5056.42 Day 13 Yes 464.36 91-180 Days IG-4 4255.96 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16728.10 Day 13 Yes 685.96 7-30 Days IG-5 18914.21 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17243.05 Day 13 Yes 842.88 31-90 Days IG-6 18603.70 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8946.12 Day 13 Yes 486.85 7-30 Days IG-7 10649.43 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18896.12 Day 13 Yes 1410.06 91-180 Days IG-8 17968.85 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35523.75 Day 13 Yes 1575.18 7-30 Days L-1 31712.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24502.93 Day 13 Yes 1645.55 31-90 Days L-10 29098.85 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3091.05 Day 13 Yes 263.69 31-90 Days L-11 2917.17 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31914.75 Day 13 Yes 3150.79 91-180 Days L-2 27303.73 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18917.84 Day 13 No 720.89 91-180 Days L-3 15724.55 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12594.15 Day 13 No 274.68 7-30 Days L-4 11409.94 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4759.79 Day 13 Yes 152.36 <7 Days L-5 4198.42 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4766.49 Day 13 Yes 43.71 7-30 Days L-6 4074.28 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 208.32 Day 13 No 5.74 <7 Days L-7 249.44 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12476.61 Day 13 Yes 766.94 7-30 Days L-8 13764.57 Partial Yes Liberty International Finance Ltd. Investment Banking