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 25872.66 Day 13 No 1394.83 <7 Days IG-2-Q 23378.28 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 2878.28 Day 13 Yes 40.20 91-180 Days C-1 2676.37 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 29603.70 Day 13 No 867.60 31-90 Days CB-4 29249.45 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 32024.23 Day 13 No 1338.07 7-30 Days E-10 28315.40 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 34997.05 Day 13 Yes 1398.10 <7 Days E-3 41833.92 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32905.64 Day 13 No 3164.65 <7 Days E-4 32832.87 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 4972.11 Day 13 No 137.85 91-180 Days E-5 5616.29 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32564.30 Day 13 No 177.02 91-180 Days E-6 33768.59 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 39550.82 Day 13 Yes 609.68 91-180 Days E-7 40704.04 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 21805.32 Day 13 Yes 1428.85 91-180 Days E-8 23680.65 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17438.91 Day 13 Yes 1348.05 <7 Days E-9 18965.03 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 29630.83 Day 13 No 2569.73 <7 Days G-4 32317.81 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 33286.67 Day 13 Yes 1882.98 7-30 Days IG-3 35185.47 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 6057.03 Day 13 Yes 17.81 31-90 Days IG-4 5925.81 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20146.67 Day 13 Yes 881.88 7-30 Days IG-5 20112.24 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 18072.78 Day 13 Yes 121.11 91-180 Days IG-6 21119.35 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 39032.78 Day 13 Yes 3074.24 31-90 Days IG-7 40255.07 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32731.79 Day 13 Yes 1296.11 7-30 Days IG-8 37330.11 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35545.30 Day 13 No 797.05 91-180 Days L-1 34845.28 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 3524.94 Day 13 No 252.97 <7 Days L-10 3013.17 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 39634.40 Day 13 No 1424.13 7-30 Days L-11 37167.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 16164.11 Day 13 No 1210.95 91-180 Days L-2 14738.72 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 36317.75 Day 13 Yes 975.95 31-90 Days L-3 36352.27 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 38781.14 Day 13 No 1466.31 7-30 Days L-4 40755.89 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 10145.89 Day 13 No 853.74 31-90 Days L-5 10520.47 Full Yes Liberty Mortgage Services Corp. Wholesale Lending