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 GSE Yes 42640.59 Day 1 No 2187.86 7-30 Days G-3-Q 45355.99 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 32077.88 Day 1 Yes 2424.09 7-30 Days S-5-Q 34239.27 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 11325.51 Day 1 Yes 693.49 <7 Days S-6-Q 12924.43 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 18467.70 Day 1 No 404.73 7-30 Days S-7-Q 17937.36 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 16706.58 Day 1 Yes 922.41 91-180 Days E-1-Q 14462.46 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 16826.90 Day 1 No 394.69 31-90 Days E-2-Q 15995.15 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 25089.47 Day 1 Yes 863.17 91-180 Days IG-1-Q 25808.13 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 13350.08 Day 1 Yes 875.14 31-90 Days IG-2-Q 13105.71 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 42523.50 Day 1 No 441.64 31-90 Days C-1 37959.56 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 11085.94 Day 1 No 707.89 <7 Days CB-4 12769.55 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 31526.01 Day 1 No 1347.02 <7 Days E-10 25927.78 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1123.62 Day 1 Yes 93.22 91-180 Days E-3 980.33 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 23692.74 Day 1 Yes 1692.77 31-90 Days E-4 25276.74 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 41870.53 Day 1 Yes 636.11 <7 Days E-5 44629.92 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 7689.37 Day 1 Yes 88.16 91-180 Days E-6 8762.09 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 6369.51 Day 1 Yes 583.62 7-30 Days E-7 5193.40 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35762.07 Day 1 No 3531.95 7-30 Days E-8 33614.16 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1127.16 Day 1 No 58.42 91-180 Days E-9 986.58 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 25597.99 Day 1 Yes 357.86 31-90 Days G-4 27316.31 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 9668.62 Day 1 No 188.85 <7 Days IG-3 9532.62 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 27608.10 Day 1 Yes 163.00 <7 Days IG-4 29381.38 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 36046.03 Day 1 Yes 1342.45 31-90 Days IG-5 36655.11 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 348.18 Day 1 No 25.92 7-30 Days IG-6 340.20 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 30603.86 Day 1 No 2237.58 91-180 Days IG-7 28850.37 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 24033.34 Day 1 Yes 339.09 7-30 Days IG-8 19605.02 None Yes Liberty Mortgage Services Corp. Wholesale Lending