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 33732.29 Day 27 No 1569.59 <7 Days E-3 38888.92 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 33365.37 Day 27 Yes 1240.99 31-90 Days E-4 28870.10 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 11676.48 Day 27 No 300.38 91-180 Days E-5 9840.45 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17996.01 Day 27 No 615.48 31-90 Days E-6 15705.02 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1716.95 Day 27 No 6.47 91-180 Days E-7 1802.42 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 33379.46 Day 27 Yes 318.37 7-30 Days E-8 32941.56 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 30432.37 Day 27 Yes 1282.84 <7 Days E-9 27767.96 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 38927.75 Day 27 No 2228.90 91-180 Days G-4 35315.60 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 19513.30 Day 27 No 329.05 7-30 Days IG-3 21504.03 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 39009.92 Day 27 No 2416.43 <7 Days IG-4 34774.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 24390.45 Day 27 Yes 264.21 91-180 Days IG-5 26363.03 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 3679.76 Day 27 Yes 105.36 31-90 Days IG-6 3286.04 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 8639.49 Day 27 Yes 260.26 <7 Days IG-7 9122.89 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 17383.22 Day 27 No 1483.71 <7 Days IG-8 14169.81 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 17293.59 Day 27 Yes 1101.04 <7 Days L-1 16531.68 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 38680.06 Day 27 Yes 1420.80 91-180 Days L-10 46309.70 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 4120.30 Day 27 Yes 374.04 91-180 Days L-11 3382.56 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 15722.07 Day 27 No 432.81 <7 Days L-2 18808.06 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 1866.44 Day 27 Yes 171.34 31-90 Days L-3 2144.66 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 43038.49 Day 27 No 2515.69 31-90 Days L-4 43430.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 6920.06 Day 27 No 101.87 91-180 Days L-5 6287.63 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 24554.87 Day 27 Yes 1705.93 <7 Days L-6 24606.05 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 33857.72 Day 27 No 1899.10 <7 Days L-7 35302.26 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 2774.82 Day 27 Yes 233.62 7-30 Days L-8 2289.70 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 33267.31 Day 27 Yes 1814.57 91-180 Days L-9 31309.61 Partial Yes Liberty Mortgage Services Corp. Trading