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 33498.29 Day 14 Yes 24.66 7-30 Days G-4 26957.34 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 8392.86 Day 14 No 91.90 7-30 Days IG-3 7029.13 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 24687.03 Day 14 No 1996.74 91-180 Days IG-4 22189.03 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 42117.64 Day 14 Yes 1590.27 91-180 Days IG-5 44685.77 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 5712.36 Day 14 Yes 557.53 31-90 Days IG-6 5376.18 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1282.29 Day 14 Yes 19.52 7-30 Days IG-7 1245.91 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 29631.06 Day 14 Yes 1450.66 <7 Days IG-8 32109.13 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 24115.27 Day 14 No 1352.42 <7 Days L-1 24234.40 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 8618.16 Day 14 No 292.52 31-90 Days L-10 9005.00 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 42263.10 Day 14 No 664.44 <7 Days L-11 37965.81 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17488.36 Day 14 Yes 1583.38 31-90 Days L-2 16008.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 42344.61 Day 14 Yes 3215.46 31-90 Days L-3 36207.15 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 41153.83 Day 14 Yes 1645.40 31-90 Days L-4 45726.78 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 43484.21 Day 14 No 178.34 91-180 Days L-5 40451.26 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 23489.31 Day 14 No 1748.98 91-180 Days L-6 28130.29 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 23234.51 Day 14 Yes 1418.66 91-180 Days L-7 20968.35 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 42322.46 Day 14 Yes 824.00 7-30 Days L-8 33918.50 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 5244.59 Day 14 Yes 387.34 91-180 Days L-9 4593.36 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20055.94 Day 14 Yes 764.56 31-90 Days LC-1 17286.26 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 23805.65 Day 14 Yes 1906.23 7-30 Days LC-2 28511.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12038.78 Day 14 Yes 380.53 91-180 Days N-1 13158.01 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 29855.11 Day 14 No 2801.04 31-90 Days N-2 25565.89 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 19556.61 Day 14 No 71.84 <7 Days N-3 15878.19 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 15593.68 Day 14 No 1286.87 31-90 Days N-4 17228.65 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 43625.58 Day 14 No 1925.90 7-30 Days N-5 35075.18 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending