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 9823.16 Day 59 No 153.92 91-180 Days C-1 10557.88 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 39548.40 Day 59 No 657.46 7-30 Days CB-4 34179.10 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 29773.44 Day 59 No 902.92 91-180 Days E-10 34875.90 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 32631.52 Day 59 No 2066.31 <7 Days E-3 38316.08 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 26314.22 Day 59 Yes 2068.28 7-30 Days E-4 23129.47 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 25397.93 Day 59 No 291.75 <7 Days E-5 22629.43 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6151.24 Day 59 No 144.44 91-180 Days E-6 6096.40 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 30291.10 Day 59 Yes 917.23 31-90 Days E-7 28833.05 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 30319.40 Day 59 No 529.41 <7 Days E-8 33255.57 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 7360.00 Day 59 No 290.99 91-180 Days E-9 8136.76 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6003.12 Day 59 Yes 260.68 91-180 Days G-4 5116.82 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 25941.37 Day 59 Yes 2483.18 91-180 Days IG-3 24125.27 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 15033.36 Day 59 Yes 355.61 <7 Days IG-4 14613.29 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6359.11 Day 59 Yes 114.99 31-90 Days IG-5 7336.19 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 10000.74 Day 59 No 470.77 91-180 Days IG-6 9739.25 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 39347.50 Day 59 Yes 136.08 7-30 Days IG-7 36195.77 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 28540.20 Day 59 Yes 1385.27 <7 Days IG-8 25587.65 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 35032.17 Day 59 No 3407.66 91-180 Days L-1 37746.07 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14202.35 Day 59 No 1044.88 31-90 Days L-10 12837.98 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 11114.40 Day 59 No 685.16 91-180 Days L-11 11316.61 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 2251.42 Day 59 No 189.10 <7 Days L-2 1867.15 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 9260.23 Day 59 Yes 488.96 7-30 Days L-3 8668.69 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 42383.53 Day 59 Yes 165.16 <7 Days L-4 50117.83 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15192.57 Day 59 Yes 1033.88 91-180 Days L-5 16208.73 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 39625.69 Day 59 Yes 2605.89 7-30 Days L-6 41677.00 Partial No Wholesale Lending