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 No 4748.96 Day 2 No 98.05 31-90 Days E-3 4091.08 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 13187.81 Day 2 No 201.19 7-30 Days E-4 15650.54 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 15628.99 Day 2 Yes 1334.29 7-30 Days E-5 14061.96 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 41827.27 Day 2 No 840.55 31-90 Days E-6 41563.14 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35930.50 Day 2 Yes 2309.56 <7 Days E-7 31484.50 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 39644.98 Day 2 No 3773.22 31-90 Days E-8 32491.39 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 4039.77 Day 2 Yes 257.42 91-180 Days E-9 4353.33 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 33991.51 Day 2 No 3333.10 91-180 Days G-4 31668.27 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1728.12 Day 2 No 111.51 <7 Days IG-3 1848.77 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12739.53 Day 2 No 772.66 91-180 Days IG-4 13548.51 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17128.44 Day 2 No 1083.97 7-30 Days IG-5 16582.13 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 28500.54 Day 2 Yes 1360.88 91-180 Days IG-6 28075.58 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 28418.13 Day 2 Yes 1388.42 31-90 Days IG-7 33985.38 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 2824.95 Day 2 Yes 237.01 <7 Days IG-8 2711.01 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 11059.90 Day 2 Yes 196.99 91-180 Days L-1 9001.43 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 35432.24 Day 2 Yes 2747.82 <7 Days L-10 31950.34 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 24076.23 Day 2 Yes 745.77 <7 Days L-11 20153.81 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 19922.69 Day 2 No 1035.27 <7 Days L-2 17626.08 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 13549.89 Day 2 No 639.29 91-180 Days L-3 12642.66 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 21968.85 Day 2 No 536.78 91-180 Days L-4 22963.10 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 5772.49 Day 2 No 136.10 91-180 Days L-5 6508.20 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 7606.79 Day 2 No 235.91 7-30 Days L-6 7697.66 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 29370.93 Day 2 No 2535.05 91-180 Days L-7 30513.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 41284.13 Day 2 No 3098.77 91-180 Days L-8 36486.76 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 28720.31 Day 2 Yes 2566.26 7-30 Days L-9 33719.18 Full Yes Liberty Wealth Management LLC Capital Markets