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 Small Business Yes 11076.53 Day 32 Yes 1095.77 31-90 Days S-8 10830.65 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 16672.64 Day 32 Yes 283.83 91-180 Days Y-1 18122.56 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 43941.20 Day 32 Yes 3129.31 91-180 Days Y-2 50255.41 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 22021.15 Day 32 No 766.05 <7 Days Y-3 19607.72 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 17741.01 Day 32 No 87.00 <7 Days Y-4 16724.31 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 32233.94 Day 32 Yes 1468.13 <7 Days Z-1 27948.37 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 42862.45 Day 32 Yes 3084.48 31-90 Days A-2 38590.37 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 42722.63 Day 32 Yes 2492.83 7-30 Days A-3 38473.91 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 14476.86 Day 32 Yes 1165.71 91-180 Days A-4 13290.35 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 40080.38 Day 32 Yes 1751.23 31-90 Days A-5 34308.09 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 24743.78 Day 32 No 2038.07 7-30 Days CB-1 21388.22 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 9955.87 Day 32 No 855.73 31-90 Days CB-2 10502.55 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 22096.09 Day 32 No 603.60 7-30 Days CB-3 25835.79 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 40868.80 Day 32 No 847.15 31-90 Days E-1 39831.24 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 28434.22 Day 32 Yes 292.26 7-30 Days E-2 24765.09 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 20965.05 Day 32 Yes 1543.97 <7 Days G-1 20242.63 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 8728.62 Day 32 No 857.06 91-180 Days G-2 10213.61 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 7944.51 Day 32 No 677.27 <7 Days G-3 6696.77 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 10731.22 Day 32 No 918.75 <7 Days IG-1 12676.10 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 43403.90 Day 32 No 1214.46 91-180 Days IG-2 39571.21 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 12627.38 Day 32 No 1221.85 <7 Days S-1 12108.71 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 32326.73 Day 32 Yes 1559.72 7-30 Days S-2 30995.25 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 5382.90 Day 32 Yes 392.07 91-180 Days S-3 5346.94 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 11041.94 Day 32 No 146.39 7-30 Days S-4 9771.70 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 36594.32 Day 32 No 3547.48 91-180 Days S-5 38496.19 Full No Investment Banking