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 37929.75 Day 38 Yes 2730.38 <7 Days Y-2 40082.03 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 2159.18 Day 38 Yes 112.06 91-180 Days Y-3 2039.45 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 3245.82 Day 38 No 111.14 31-90 Days Y-4 3554.94 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 13026.42 Day 38 Yes 1259.26 <7 Days Z-1 10936.71 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 24212.62 Day 38 No 961.99 <7 Days A-2 27382.59 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 9460.51 Day 38 No 916.01 7-30 Days A-3 8855.50 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 23895.00 Day 38 Yes 1196.54 7-30 Days A-4 27382.31 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 23286.42 Day 38 No 391.79 <7 Days A-5 20538.56 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 17017.50 Day 38 Yes 1542.27 7-30 Days CB-1 17309.01 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 40840.86 Day 38 No 3616.97 <7 Days CB-2 43808.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 2728.31 Day 38 No 125.02 91-180 Days CB-3 2945.88 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 43556.36 Day 38 No 2413.45 31-90 Days E-1 37652.50 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 30549.60 Day 38 Yes 2328.59 31-90 Days E-2 26000.56 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 10830.01 Day 38 No 183.72 7-30 Days G-1 12691.28 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 12352.83 Day 38 No 750.18 <7 Days G-2 12042.97 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 34756.80 Day 38 Yes 3329.71 91-180 Days G-3 27839.87 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 12566.84 Day 38 No 515.39 7-30 Days IG-1 14779.19 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 38982.98 Day 38 Yes 3634.67 31-90 Days IG-2 38729.03 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 16729.92 Day 38 Yes 1358.96 7-30 Days S-1 18267.56 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 43097.01 Day 38 No 1130.03 <7 Days S-2 39413.83 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 10065.83 Day 38 Yes 448.20 91-180 Days S-3 9973.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 12162.72 Day 38 No 540.79 91-180 Days S-4 14402.29 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 29188.91 Day 38 No 2162.86 91-180 Days S-5 28229.43 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 13272.51 Day 38 No 793.10 <7 Days S-6 11358.41 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 6588.06 Day 38 No 482.21 91-180 Days S-7 7559.99 None Yes Liberty Mortgage Services Corp. Treasury