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 11557.01 Day 50 Yes 822.16 91-180 Days E-9 9424.43 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8266.43 Day 50 No 258.29 91-180 Days G-4 9225.32 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35478.11 Day 50 Yes 1439.65 31-90 Days IG-3 32809.27 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13935.45 Day 50 No 872.14 <7 Days IG-4 15175.35 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34543.14 Day 50 Yes 806.05 31-90 Days IG-5 37683.89 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26459.97 Day 50 No 599.28 91-180 Days IG-6 21252.51 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37624.63 Day 50 Yes 3620.88 7-30 Days IG-7 41092.10 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8209.45 Day 50 Yes 630.72 31-90 Days IG-8 6653.46 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19813.92 Day 50 Yes 1645.31 31-90 Days L-1 20005.56 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5407.21 Day 50 Yes 286.78 31-90 Days L-10 5137.76 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20927.44 Day 50 Yes 165.78 31-90 Days L-11 24964.41 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11052.08 Day 50 Yes 254.20 31-90 Days L-2 10361.24 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 124.05 Day 50 No 4.92 91-180 Days L-3 109.44 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38995.47 Day 50 Yes 543.97 <7 Days L-4 37122.50 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 651.23 Day 50 Yes 60.85 <7 Days L-5 705.51 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8937.87 Day 50 Yes 194.61 7-30 Days L-6 8996.92 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40196.14 Day 50 No 2623.18 7-30 Days L-7 45884.42 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9679.11 Day 50 No 305.42 7-30 Days L-8 8798.17 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7353.29 Day 50 No 162.27 31-90 Days L-9 7297.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11852.81 Day 50 No 1021.67 91-180 Days LC-1 10176.70 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30510.02 Day 50 No 1365.65 91-180 Days LC-2 29217.15 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8441.93 Day 50 Yes 715.45 91-180 Days N-1 7796.30 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10469.81 Day 50 Yes 45.70 <7 Days N-2 9377.37 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13414.12 Day 50 No 258.06 91-180 Days N-3 14002.07 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8983.77 Day 50 Yes 315.41 91-180 Days N-4 9697.28 Full Yes Liberty Wealth Management LLC Investment Banking