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 12931.59 Day 20 Yes 358.58 7-30 Days CB-4 14764.79 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 31330.82 Day 20 Yes 1586.78 7-30 Days E-10 28711.85 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 42066.27 Day 20 Yes 1396.33 <7 Days E-3 42942.69 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 41095.21 Day 20 No 1672.21 91-180 Days E-4 46757.22 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 9708.53 Day 20 Yes 474.00 7-30 Days E-5 7950.88 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 24606.06 Day 20 No 91.14 <7 Days E-6 21072.41 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 29285.46 Day 20 Yes 1147.33 91-180 Days E-7 23461.28 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 16749.15 Day 20 Yes 369.06 31-90 Days E-8 13811.88 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 20146.30 Day 20 Yes 600.70 7-30 Days E-9 21670.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 19435.64 Day 20 No 1642.41 <7 Days G-4 16468.60 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 16781.74 Day 20 Yes 492.85 <7 Days IG-3 17580.12 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 11920.29 Day 20 Yes 798.02 31-90 Days IG-4 13259.06 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20125.60 Day 20 Yes 1927.81 <7 Days IG-5 17412.00 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 27616.86 Day 20 No 1699.39 31-90 Days IG-6 32705.69 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 43520.92 Day 20 No 243.97 <7 Days IG-7 45015.17 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 37273.57 Day 20 No 376.07 7-30 Days IG-8 42646.94 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 5234.35 Day 20 Yes 378.76 31-90 Days L-1 5320.27 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 11194.37 Day 20 Yes 248.75 7-30 Days L-10 12831.61 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 10197.57 Day 20 Yes 923.34 31-90 Days L-11 12000.82 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 23841.50 Day 20 No 816.79 31-90 Days L-2 27229.46 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 14314.80 Day 20 No 102.50 7-30 Days L-3 14710.87 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 23674.14 Day 20 Yes 2017.08 7-30 Days L-4 21132.95 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 5043.05 Day 20 No 325.48 <7 Days L-5 4517.68 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 16528.80 Day 20 No 185.53 7-30 Days L-6 19786.80 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 33500.46 Day 20 No 2678.80 91-180 Days L-7 29620.40 None Yes Liberty International Finance Ltd. Treasury