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 21523.52 Day 6 Yes 1781.97 7-30 Days E-2-Q 17895.26 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 22624.82 Day 6 Yes 56.63 <7 Days IG-1-Q 25509.85 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 33002.51 Day 6 No 3105.40 31-90 Days IG-2-Q 38330.87 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 42303.87 Day 6 Yes 33.81 <7 Days C-1 48750.55 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 12294.84 Day 6 No 1060.99 91-180 Days CB-4 10590.78 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 28731.60 Day 6 No 749.82 31-90 Days E-10 27731.32 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 27748.39 Day 6 No 2089.92 91-180 Days E-3 32825.26 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 37102.09 Day 6 Yes 1754.61 7-30 Days E-4 36233.38 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12943.08 Day 6 Yes 1117.42 <7 Days E-5 12903.22 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20802.73 Day 6 Yes 1548.43 31-90 Days E-6 21301.90 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 26926.86 Day 6 No 2478.01 31-90 Days E-7 29918.38 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 26049.77 Day 6 Yes 1275.67 91-180 Days E-8 21667.99 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 24057.33 Day 6 Yes 637.73 7-30 Days E-9 20556.91 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 38495.61 Day 6 No 3649.49 <7 Days G-4 35762.10 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 32421.87 Day 6 Yes 2613.27 31-90 Days IG-3 27623.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 16323.55 Day 6 Yes 1060.57 91-180 Days IG-4 18452.80 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 15159.64 Day 6 Yes 948.65 91-180 Days IG-5 17844.54 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35070.33 Day 6 No 1636.42 91-180 Days IG-6 40954.64 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 7320.38 Day 6 No 366.95 31-90 Days IG-7 8364.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 16892.95 Day 6 Yes 1626.49 91-180 Days IG-8 16819.39 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12699.11 Day 6 No 618.65 7-30 Days L-1 13931.38 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 7566.92 Day 6 No 349.25 7-30 Days L-10 7592.26 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20379.24 Day 6 No 1070.56 7-30 Days L-11 22689.14 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 26092.33 Day 6 Yes 1641.56 <7 Days L-2 25652.17 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 16668.52 Day 6 Yes 1193.98 31-90 Days L-3 17100.17 Partial Yes Liberty International Finance Ltd. Treasury