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 No 11478.95 Day 26 No 462.02 <7 Days N-5 12602.85 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 16714.87 Day 26 No 993.49 7-30 Days N-6 17559.74 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 16198.66 Day 26 No 1156.75 7-30 Days N-7 17008.97 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 10449.26 Day 26 Yes 511.29 91-180 Days P-1 11980.28 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 4244.55 Day 26 No 82.32 7-30 Days P-2 4681.15 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 12203.97 Day 26 No 647.99 <7 Days S-8 14423.41 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 39643.26 Day 26 Yes 2986.51 <7 Days Y-1 46899.78 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 28875.02 Day 26 Yes 1743.32 <7 Days Y-2 31272.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 17435.43 Day 26 Yes 224.86 7-30 Days Y-3 17098.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 36275.45 Day 26 Yes 3274.93 7-30 Days Y-4 29089.71 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 26930.17 Day 26 Yes 2576.69 91-180 Days Z-1 26717.33 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 40074.96 Day 26 No 777.03 31-90 Days A-2 34317.24 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 27545.46 Day 26 Yes 1445.15 91-180 Days A-3 26028.15 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 14881.82 Day 26 No 398.08 7-30 Days A-4 14843.03 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 42754.32 Day 26 No 3136.64 7-30 Days A-5 50907.30 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 33783.06 Day 26 No 2211.04 91-180 Days CB-1 39999.23 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 18145.17 Day 26 Yes 350.65 7-30 Days CB-2 19006.00 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 33899.94 Day 26 No 2124.10 91-180 Days CB-3 34252.71 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 30771.96 Day 26 Yes 1915.67 31-90 Days E-1 27152.64 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 21090.56 Day 26 Yes 954.80 7-30 Days E-2 18101.12 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 26030.18 Day 26 No 2202.27 7-30 Days G-1 25001.24 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 4016.70 Day 26 Yes 175.10 7-30 Days G-2 3559.70 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 41981.43 Day 26 Yes 1443.13 31-90 Days G-3 41184.21 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 24897.40 Day 26 No 1355.40 91-180 Days IG-1 24901.53 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 41738.43 Day 26 No 3521.99 <7 Days IG-2 46259.48 Full Yes Liberty Mortgage Services Corp. Trading