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 7678.91 Day 2 No 464.97 91-180 Days LC-1 7835.56 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 31445.08 Day 2 Yes 3028.05 31-90 Days LC-2 36103.81 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 39106.79 Day 2 Yes 760.17 <7 Days N-1 39707.85 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17167.63 Day 2 Yes 586.85 <7 Days N-2 18457.22 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 16028.63 Day 2 No 1528.22 7-30 Days N-3 14781.17 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17263.84 Day 2 No 829.97 91-180 Days N-4 14596.82 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 10312.37 Day 2 Yes 639.46 31-90 Days N-5 9488.88 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 4285.19 Day 2 No 413.61 91-180 Days N-6 4364.34 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 8478.90 Day 2 No 163.52 <7 Days N-7 9178.15 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32403.06 Day 2 Yes 1223.65 7-30 Days P-1 30332.26 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 18695.64 Day 2 Yes 1853.07 31-90 Days P-2 20818.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 40768.66 Day 2 No 2394.30 7-30 Days S-8 40199.53 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 11092.17 Day 2 No 742.83 91-180 Days Y-1 12505.81 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20551.80 Day 2 No 1891.12 91-180 Days Y-2 20570.00 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 23394.36 Day 2 Yes 960.06 <7 Days Y-3 21130.23 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 41328.51 Day 2 No 985.60 31-90 Days Y-4 41200.26 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 41251.52 Day 2 No 1637.14 7-30 Days Z-1 38667.04 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 19902.34 Day 2 No 63.10 <7 Days A-2 17316.60 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 28387.78 Day 2 No 2342.33 <7 Days A-3 33067.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 12091.37 Day 2 No 429.26 31-90 Days A-4 13880.18 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32528.67 Day 2 Yes 2193.87 31-90 Days A-5 27402.61 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 38725.03 Day 2 No 1767.51 <7 Days CB-1 35243.46 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 22076.53 Day 2 No 566.42 <7 Days CB-2 22263.52 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 36983.13 Day 2 No 1571.94 91-180 Days CB-3 31107.93 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 27039.60 Day 2 No 2236.26 31-90 Days E-1 28672.49 Full Yes Liberty Capital Markets Inc. Wholesale Lending