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 2810.42 Day 16 Yes 85.91 7-30 Days N-3 3278.89 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 18687.17 Day 16 Yes 1160.82 31-90 Days N-4 15999.11 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 20045.19 Day 16 Yes 1844.55 <7 Days N-5 20428.23 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 8559.74 Day 16 No 666.98 91-180 Days N-6 9945.16 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 30006.83 Day 16 Yes 2186.83 7-30 Days N-7 36005.10 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 4197.29 Day 16 Yes 362.86 <7 Days P-1 4682.74 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 41404.09 Day 16 No 2068.27 91-180 Days P-2 41135.52 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 2183.27 Day 16 Yes 81.96 <7 Days S-8 1817.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 44101.74 Day 16 No 555.78 31-90 Days Y-1 37550.12 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 14160.28 Day 16 No 479.76 31-90 Days Y-2 13639.50 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17613.70 Day 16 Yes 585.06 <7 Days Y-3 20672.36 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 9361.90 Day 16 Yes 436.72 31-90 Days Y-4 10387.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32999.12 Day 16 No 2229.22 91-180 Days Z-1 28749.30 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 39445.88 Day 16 Yes 2356.94 <7 Days A-2 36681.34 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 30453.98 Day 16 Yes 2668.43 31-90 Days A-3 27923.68 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 34295.77 Day 16 Yes 2271.83 7-30 Days A-4 35176.70 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 29355.60 Day 16 Yes 1594.63 7-30 Days A-5 25671.65 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 23705.50 Day 16 Yes 172.87 <7 Days CB-1 21239.32 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 24023.23 Day 16 Yes 260.32 <7 Days CB-2 25870.04 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 20725.08 Day 16 No 1610.55 7-30 Days CB-3 22866.57 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 14649.94 Day 16 Yes 49.86 7-30 Days E-1 13730.79 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 22227.22 Day 16 No 2082.41 <7 Days E-2 23449.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 29658.60 Day 16 No 2963.10 31-90 Days G-1 27808.38 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 27971.93 Day 16 Yes 2402.91 31-90 Days G-2 22969.39 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 35658.94 Day 16 No 2153.72 91-180 Days G-3 36344.20 Full No Capital Markets