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 43939.54 Day 23 No 2836.44 7-30 Days N-5 38254.14 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 4992.92 Day 23 Yes 417.01 7-30 Days N-6 4541.52 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 2230.31 Day 23 Yes 118.51 31-90 Days N-7 2583.49 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 10624.16 Day 23 Yes 501.27 91-180 Days P-1 11186.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 21137.18 Day 23 Yes 1759.65 7-30 Days P-2 19352.85 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 207.28 Day 23 No 17.23 <7 Days S-8 233.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 3724.49 Day 23 Yes 255.52 <7 Days Y-1 3437.67 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32641.19 Day 23 Yes 70.63 <7 Days Y-2 35172.34 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 40576.88 Day 23 Yes 1801.79 7-30 Days Y-3 46940.44 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 34705.23 Day 23 Yes 3417.08 <7 Days Y-4 39052.17 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1570.08 Day 23 Yes 117.07 91-180 Days Z-1 1811.57 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 14232.02 Day 23 Yes 442.43 91-180 Days A-2 13943.51 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 29359.99 Day 23 Yes 612.24 91-180 Days A-3 30057.20 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32781.68 Day 23 Yes 86.63 7-30 Days A-4 32760.67 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 38241.78 Day 23 No 2739.91 <7 Days A-5 41508.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 4358.94 Day 23 Yes 304.74 91-180 Days CB-1 3615.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 11154.06 Day 23 Yes 484.94 <7 Days CB-2 13228.34 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 13136.07 Day 23 Yes 18.32 91-180 Days CB-3 15240.69 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 16667.36 Day 23 No 1429.98 91-180 Days E-1 14369.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 8978.13 Day 23 No 72.79 7-30 Days E-2 9960.32 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 36554.44 Day 23 No 3653.77 7-30 Days G-1 41580.49 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 12683.18 Day 23 Yes 720.91 91-180 Days G-2 12208.02 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 2264.53 Day 23 Yes 151.82 7-30 Days G-3 2584.00 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 7026.31 Day 23 Yes 129.38 7-30 Days IG-1 5939.11 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 41805.00 Day 23 No 1592.87 91-180 Days IG-2 44091.52 None Yes Liberty Mortgage Services Corp. Capital Markets