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 12019.69 Day 8 Yes 577.16 7-30 Days S-6-Q 14336.59 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 23919.84 Day 8 No 2288.48 31-90 Days S-7-Q 26034.00 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 42304.65 Day 8 No 675.29 7-30 Days E-1-Q 44770.23 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35703.23 Day 8 No 1912.72 91-180 Days E-2-Q 37982.81 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 28151.87 Day 8 No 1332.53 <7 Days IG-1-Q 30979.89 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12307.13 Day 8 Yes 142.09 31-90 Days IG-2-Q 13797.31 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 23233.43 Day 8 Yes 1736.10 91-180 Days C-1 21143.58 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 3823.24 Day 8 No 379.24 31-90 Days CB-4 3487.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 21565.68 Day 8 No 1128.37 <7 Days E-10 22338.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17174.60 Day 8 Yes 615.48 31-90 Days E-3 20382.14 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 31211.00 Day 8 Yes 547.19 31-90 Days E-4 30427.01 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 6489.74 Day 8 No 521.10 <7 Days E-5 7444.02 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 21680.28 Day 8 Yes 894.35 7-30 Days E-6 25812.41 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 32746.01 Day 8 Yes 2759.54 <7 Days E-7 38467.34 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 24545.72 Day 8 No 1282.25 <7 Days E-8 25277.42 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17118.41 Day 8 Yes 1062.40 31-90 Days E-9 18860.36 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 29436.10 Day 8 Yes 1980.51 91-180 Days G-4 25111.36 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 28100.57 Day 8 Yes 2638.45 <7 Days IG-3 31156.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 40886.53 Day 8 Yes 414.85 <7 Days IG-4 34282.90 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 8339.99 Day 8 No 454.70 91-180 Days IG-5 8574.36 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17949.22 Day 8 Yes 452.78 7-30 Days IG-6 15089.42 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 26995.67 Day 8 Yes 2105.87 31-90 Days IG-7 31827.70 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 38769.15 Day 8 No 2987.33 <7 Days IG-8 40206.76 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 31482.56 Day 8 No 2848.02 <7 Days L-1 27869.75 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32800.35 Day 8 No 133.11 7-30 Days L-10 28291.23 Full Yes Liberty Capital Markets Inc. Investment Banking