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 Retail Yes 40685.95 Day 36 No 3747.28 91-180 Days A-4 33394.47 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6325.86 Day 36 No 26.84 7-30 Days A-5 7072.01 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 11158.00 Day 36 No 820.50 31-90 Days CB-1 12556.36 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 27115.99 Day 36 No 1866.39 31-90 Days CB-2 27745.37 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 574.77 Day 36 No 55.38 7-30 Days CB-3 587.04 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 9941.40 Day 36 No 576.83 7-30 Days E-1 8764.80 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 39190.68 Day 36 No 449.54 7-30 Days E-2 44444.76 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 26008.55 Day 36 Yes 2411.22 <7 Days G-1 23459.28 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 1329.44 Day 36 Yes 61.61 7-30 Days G-2 1212.42 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 29852.32 Day 36 No 2447.79 31-90 Days G-3 33712.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 43153.43 Day 36 Yes 1973.63 91-180 Days IG-1 43249.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40526.67 Day 36 No 2133.98 91-180 Days IG-2 41348.34 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 20932.53 Day 36 Yes 228.36 91-180 Days S-1 19680.31 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 28173.40 Day 36 Yes 1843.22 7-30 Days S-2 29463.79 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 21429.38 Day 36 No 1518.12 <7 Days S-3 18236.04 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38827.88 Day 36 Yes 3856.58 91-180 Days S-4 32672.14 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 38745.76 Day 36 No 2042.57 <7 Days S-5 41656.62 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 41400.08 Day 36 No 539.82 91-180 Days S-6 42239.68 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 33466.83 Day 36 No 1371.94 7-30 Days S-7 38339.40 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14519.92 Day 37 Yes 1085.85 7-30 Days A-0-Q 17114.45 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 23249.14 Day 37 Yes 271.80 91-180 Days A-1-Q 22121.08 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38190.58 Day 37 No 420.76 7-30 Days A-2-Q 38804.47 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 27692.42 Day 37 Yes 2670.15 7-30 Days A-3-Q 23512.43 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 24193.55 Day 37 Yes 621.64 31-90 Days A-4-Q 24018.80 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6305.64 Day 37 Yes 354.78 31-90 Days A-5-Q 5947.12 None No Treasury