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 Yes 26318.31 Day 14 No 137.26 31-90 Days P-2 30527.60 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16579.26 Day 14 Yes 1217.92 31-90 Days S-8 14283.91 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18848.64 Day 14 Yes 1431.59 7-30 Days Y-1 18036.10 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37643.12 Day 14 No 2903.30 <7 Days Y-2 36804.62 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33059.29 Day 14 No 2024.80 31-90 Days Y-3 35077.14 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30720.97 Day 14 Yes 4.76 7-30 Days Y-4 28370.13 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28574.93 Day 14 No 1681.49 91-180 Days Z-1 34026.97 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23776.76 Day 14 No 2032.11 91-180 Days A-2 23036.24 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20900.30 Day 14 Yes 1447.00 7-30 Days A-3 22765.62 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35230.17 Day 14 Yes 2377.63 31-90 Days A-4 38830.41 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16934.58 Day 14 No 543.54 91-180 Days A-5 13867.07 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14180.58 Day 14 Yes 1028.79 7-30 Days CB-1 12035.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 44121.90 Day 14 No 1154.14 91-180 Days CB-2 45724.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3890.19 Day 14 No 364.55 7-30 Days CB-3 3889.53 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31443.96 Day 14 Yes 1496.31 91-180 Days E-1 30380.10 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4571.47 Day 14 Yes 287.15 91-180 Days E-2 4401.42 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43825.95 Day 14 No 3570.52 91-180 Days G-1 50829.46 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13448.04 Day 14 Yes 1201.73 91-180 Days G-2 12265.14 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31749.68 Day 14 Yes 2527.19 91-180 Days G-3 35023.30 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38364.43 Day 14 Yes 3437.65 7-30 Days IG-1 35620.88 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26793.18 Day 14 No 101.68 <7 Days IG-2 26171.33 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17563.95 Day 14 Yes 407.67 7-30 Days S-1 18032.22 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1485.48 Day 14 Yes 133.98 <7 Days S-2 1635.09 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21523.57 Day 14 Yes 452.11 7-30 Days S-3 20904.44 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42219.60 Day 14 Yes 2261.03 <7 Days S-4 37658.26 Full Yes Liberty Mortgage Services Corp. Wholesale Lending