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 25416.19 Day 14 Yes 2057.24 7-30 Days N-6 24802.09 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 37935.13 Day 14 Yes 2742.63 91-180 Days N-7 40023.04 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 33118.28 Day 14 Yes 2866.92 31-90 Days P-1 38181.55 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 38154.28 Day 14 Yes 3708.00 91-180 Days P-2 43840.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 29472.84 Day 14 No 1994.36 91-180 Days S-8 34705.70 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 27884.78 Day 14 Yes 819.38 91-180 Days Y-1 25950.29 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 10106.73 Day 14 No 96.41 <7 Days Y-2 10224.77 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17727.45 Day 14 Yes 732.04 91-180 Days Y-3 15176.18 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 15434.38 Day 14 No 1278.24 <7 Days Y-4 14494.25 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 38900.25 Day 14 Yes 2467.91 7-30 Days Z-1 36071.91 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 33830.07 Day 14 No 623.38 91-180 Days A-2 37258.42 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 41412.28 Day 14 No 3614.10 <7 Days A-3 40327.91 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 27699.11 Day 14 Yes 2647.98 7-30 Days A-4 22638.05 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 31282.85 Day 14 No 1405.90 7-30 Days A-5 28673.88 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 3680.36 Day 14 No 25.49 7-30 Days CB-1 4313.07 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 15925.61 Day 14 No 577.01 <7 Days CB-2 13766.03 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 18989.51 Day 14 No 1466.38 91-180 Days CB-3 17750.90 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 791.98 Day 14 No 67.06 91-180 Days E-1 926.97 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 34854.49 Day 14 No 1364.82 7-30 Days E-2 40241.16 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 34828.21 Day 14 No 896.89 31-90 Days G-1 41658.70 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 36808.20 Day 14 No 2573.62 31-90 Days G-2 29592.31 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 22028.60 Day 14 Yes 1171.29 <7 Days G-3 18097.11 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 21454.25 Day 14 No 1875.96 7-30 Days IG-1 20727.35 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 37865.11 Day 14 No 817.10 31-90 Days IG-2 30493.49 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 34536.28 Day 14 Yes 1827.12 91-180 Days S-1 37232.52 Full Yes Liberty International Finance Ltd. Capital Markets