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 Sovereign No 5026.40 >5 Yr Yes 298.24 <7 Days IG-1-Q 4551.30 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33558.43 >5 Yr No 239.97 91-180 Days IG-2-Q 32092.48 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28413.50 >5 Yr Yes 2073.49 <7 Days C-1 24925.57 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20636.88 >5 Yr No 1636.61 91-180 Days CB-4 21994.20 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31529.82 >5 Yr Yes 121.88 <7 Days E-10 32352.34 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2619.80 >5 Yr Yes 86.29 <7 Days E-3 2568.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2090.55 >5 Yr No 52.50 31-90 Days E-4 1707.72 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27065.65 >5 Yr Yes 291.86 <7 Days E-5 27738.29 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37864.95 >5 Yr No 1238.15 7-30 Days E-6 37443.20 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43670.36 >5 Yr Yes 1623.76 7-30 Days E-7 36082.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4646.33 >5 Yr No 84.49 <7 Days E-8 4489.60 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26425.00 >5 Yr Yes 704.80 31-90 Days E-9 24470.39 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14855.89 >5 Yr Yes 488.97 91-180 Days G-4 12999.22 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19726.65 >5 Yr No 450.17 31-90 Days IG-3 18897.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36795.65 >5 Yr Yes 2583.84 7-30 Days IG-4 34529.10 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30365.50 >5 Yr Yes 1768.39 31-90 Days IG-5 33493.15 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39812.42 >5 Yr Yes 2335.46 7-30 Days IG-6 46120.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27237.41 >5 Yr No 1510.55 31-90 Days IG-7 30024.33 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9867.56 >5 Yr Yes 108.70 91-180 Days IG-8 10212.62 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22095.72 >5 Yr No 717.79 91-180 Days L-1 26507.58 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16136.60 >5 Yr Yes 95.97 31-90 Days L-10 17527.22 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5218.16 >5 Yr Yes 511.12 7-30 Days L-11 4847.64 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13925.37 >5 Yr Yes 1345.07 7-30 Days L-2 16240.32 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3749.92 >5 Yr No 349.24 91-180 Days L-3 3127.13 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22051.12 >5 Yr Yes 1937.21 31-90 Days L-4 25766.45 Partial Yes Liberty Mortgage Services Corp. Treasury