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 No 35906.55 Day 45 No 870.77 91-180 Days E-1-Q 37919.22 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 42821.36 Day 45 No 173.94 31-90 Days E-2-Q 38317.39 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 41107.72 Day 45 Yes 551.27 <7 Days IG-1-Q 35031.16 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 13116.59 Day 45 Yes 809.59 7-30 Days IG-2-Q 13388.13 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 11529.63 Day 45 Yes 782.47 <7 Days C-1 13136.98 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6583.57 Day 45 No 273.68 31-90 Days CB-4 5531.43 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 13204.49 Day 45 No 3.96 31-90 Days E-10 14936.60 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 4305.95 Day 45 No 379.78 <7 Days E-3 5148.60 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14208.57 Day 45 No 1241.01 <7 Days E-4 12116.23 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 21030.08 Day 45 Yes 2080.39 <7 Days E-5 20588.70 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 12386.63 Day 45 Yes 761.20 91-180 Days E-6 13319.23 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40911.73 Day 45 No 246.53 31-90 Days E-7 48781.08 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 32738.83 Day 45 No 1156.55 7-30 Days E-8 29331.89 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 16593.69 Day 45 Yes 1112.29 31-90 Days E-9 17202.06 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 43428.49 Day 45 Yes 2189.20 <7 Days G-4 52054.82 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38805.88 Day 45 Yes 1460.50 31-90 Days IG-3 36061.87 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 38683.60 Day 45 Yes 95.86 7-30 Days IG-4 35859.73 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 35195.38 Day 45 No 2487.79 91-180 Days IG-5 36967.42 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 14977.47 Day 45 Yes 735.36 7-30 Days IG-6 13141.06 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 36820.73 Day 45 Yes 2130.52 <7 Days IG-7 42892.40 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 17538.60 Day 45 No 241.05 91-180 Days IG-8 16527.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 43937.20 Day 45 Yes 4170.32 <7 Days L-1 51603.01 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 35482.03 Day 45 Yes 1030.96 <7 Days L-10 38124.64 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 5082.90 Day 45 No 159.34 7-30 Days L-11 4747.52 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 26739.25 Day 45 No 1978.95 <7 Days L-2 22297.35 Full No Investment Banking