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 14234.64 Day 7 Yes 675.30 31-90 Days N-4 16984.19 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 36329.64 Day 7 Yes 1582.54 <7 Days N-5 38984.15 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 1207.54 Day 7 Yes 36.31 91-180 Days N-6 1125.05 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 36604.58 Day 7 Yes 2188.60 7-30 Days N-7 43261.02 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 3150.62 Day 7 No 12.57 91-180 Days P-1 2856.72 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 13360.91 Day 7 No 1122.68 91-180 Days P-2 13707.08 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12715.41 Day 7 Yes 610.05 7-30 Days S-8 12490.53 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 36669.70 Day 7 No 3383.67 31-90 Days Y-1 42216.51 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 27691.56 Day 7 No 976.22 <7 Days Y-2 24326.43 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 10318.72 Day 7 No 330.26 <7 Days Y-3 9087.70 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 18563.59 Day 7 Yes 1347.98 <7 Days Y-4 18148.84 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 11085.93 Day 7 No 462.90 91-180 Days Z-1 11270.29 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17673.48 Day 7 No 1113.75 <7 Days A-2 15901.80 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 34497.06 Day 7 No 2189.50 91-180 Days A-3 37936.74 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 37929.36 Day 7 Yes 2812.94 7-30 Days A-4 38163.53 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 28181.26 Day 7 Yes 790.26 <7 Days A-5 25624.66 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 16546.61 Day 7 No 1383.70 7-30 Days CB-1 13860.02 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12158.79 Day 7 No 1113.17 7-30 Days CB-2 9825.78 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17596.33 Day 7 Yes 1284.53 <7 Days CB-3 15564.52 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 35344.16 Day 7 Yes 1996.89 <7 Days E-1 34940.25 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35566.75 Day 7 Yes 157.09 31-90 Days E-2 33333.37 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17983.77 Day 7 No 223.68 31-90 Days G-1 17175.24 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 25855.75 Day 7 Yes 1048.92 <7 Days G-2 20760.49 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 24039.42 Day 7 Yes 1342.48 91-180 Days G-3 24141.67 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 9556.58 Day 7 Yes 737.66 <7 Days IG-1 11310.14 Partial No Investment Banking