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 Non-Financial Corporate Yes 26637.47 Day 11 No 657.78 91-180 Days Z-1 25585.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 36700.36 Day 11 No 1238.93 31-90 Days A-2 40016.87 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37140.88 Day 11 No 1205.75 31-90 Days A-3 40767.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 6733.29 Day 11 Yes 597.87 <7 Days A-4 7483.16 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 20258.07 Day 11 Yes 1311.89 7-30 Days A-5 21100.78 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 4723.46 Day 11 Yes 87.13 <7 Days CB-1 4276.59 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 1774.24 Day 11 No 53.37 31-90 Days CB-2 1623.92 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 34289.00 Day 11 Yes 2631.23 31-90 Days CB-3 33606.25 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 16692.90 Day 11 Yes 710.48 91-180 Days E-1 17382.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 22623.08 Day 11 Yes 343.99 7-30 Days E-2 20797.66 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 4666.92 Day 11 No 345.74 <7 Days G-1 4345.83 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 3149.59 Day 11 No 109.06 7-30 Days G-2 2526.88 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 5459.51 Day 11 Yes 485.39 91-180 Days G-3 6412.64 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 38580.30 Day 11 Yes 2801.67 31-90 Days IG-1 41336.80 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 11352.51 Day 11 No 348.50 31-90 Days IG-2 12216.51 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 41416.63 Day 11 Yes 2806.13 7-30 Days S-1 41626.75 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 39716.14 Day 11 Yes 1639.20 <7 Days S-2 43291.09 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 32457.42 Day 11 No 178.38 91-180 Days S-3 34295.42 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6102.06 Day 11 Yes 131.78 <7 Days S-4 7130.97 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 20320.52 Day 11 No 1426.20 <7 Days S-5 20437.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 32772.59 Day 11 Yes 1065.24 31-90 Days S-6 29313.29 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 3079.64 Day 11 Yes 40.32 91-180 Days S-7 2954.37 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25627.09 Day 12 Yes 2076.80 91-180 Days A-0-Q 21294.45 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 25107.03 Day 12 Yes 348.91 7-30 Days A-1-Q 23274.29 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 41272.54 Day 12 No 3023.04 <7 Days A-2-Q 43263.03 None No Investment Banking