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 369.36 Day 42 Yes 30.04 91-180 Days IG-2-Q 338.05 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 162.11 Day 42 No 6.36 91-180 Days C-1 193.07 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 8544.38 Day 42 No 344.98 91-180 Days CB-4 9007.32 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 16829.35 Day 42 No 1393.28 31-90 Days E-10 20123.37 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 6057.06 Day 42 No 343.52 31-90 Days E-3 5279.49 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 9411.77 Day 42 No 883.59 31-90 Days E-4 7676.30 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 24428.52 Day 42 Yes 550.28 7-30 Days E-5 21616.39 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 18008.73 Day 42 No 1476.10 31-90 Days E-6 21415.78 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 31186.22 Day 42 No 1463.50 91-180 Days E-7 29647.52 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 7850.88 Day 42 No 268.18 7-30 Days E-8 8093.24 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 3363.24 Day 42 Yes 254.48 <7 Days E-9 3459.17 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 30688.55 Day 42 No 298.50 <7 Days G-4 35972.65 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 3298.17 Day 42 Yes 96.93 31-90 Days IG-3 3412.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 40684.87 Day 42 Yes 2117.80 7-30 Days IG-4 46540.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 24810.50 Day 42 Yes 1620.75 31-90 Days IG-5 19962.02 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 12227.16 Day 42 No 44.65 31-90 Days IG-6 10198.61 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 15760.96 Day 42 Yes 366.40 7-30 Days IG-7 18785.70 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 33977.43 Day 42 No 2540.20 91-180 Days IG-8 33407.50 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 30540.48 Day 42 Yes 1601.42 <7 Days L-1 31525.60 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 23610.55 Day 42 No 1294.87 91-180 Days L-10 20214.41 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 317.97 Day 42 Yes 9.10 91-180 Days L-11 371.78 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 42888.00 Day 42 No 2900.79 7-30 Days L-2 41357.18 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 5770.40 Day 42 Yes 368.24 31-90 Days L-3 5909.40 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 6408.33 Day 42 Yes 248.38 91-180 Days L-4 7081.99 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 25700.86 Day 42 No 1205.81 31-90 Days L-5 27099.96 Full No Wholesale Lending