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 Sovereign No 425.60 Day 8 No 23.27 7-30 Days E-2-Q 359.01 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19354.96 Day 8 No 1507.91 91-180 Days IG-1-Q 21893.82 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7806.04 Day 8 Yes 576.41 31-90 Days IG-2-Q 9348.54 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24525.35 Day 8 No 692.11 <7 Days C-1 27550.50 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9143.99 Day 8 Yes 310.14 7-30 Days CB-4 10165.89 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40433.71 Day 8 No 3916.22 <7 Days E-10 36910.91 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24234.78 Day 8 Yes 2011.17 91-180 Days E-3 24902.83 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4458.66 Day 8 No 192.00 7-30 Days E-4 3822.19 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15856.65 Day 8 Yes 657.61 91-180 Days E-5 16281.65 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25458.77 Day 8 Yes 32.73 91-180 Days E-6 25155.27 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1914.43 Day 8 Yes 15.93 <7 Days E-7 2117.93 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40819.78 Day 8 Yes 2271.17 <7 Days E-8 39166.88 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24817.16 Day 8 Yes 2214.58 91-180 Days E-9 20999.07 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11398.07 Day 8 Yes 869.20 <7 Days G-4 9643.79 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15026.33 Day 8 No 1139.34 7-30 Days IG-3 16106.29 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43745.44 Day 8 Yes 2612.38 7-30 Days IG-4 38689.86 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37782.12 Day 8 Yes 3214.56 31-90 Days IG-5 38136.54 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24957.09 Day 8 No 10.55 7-30 Days IG-6 25452.93 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28513.84 Day 8 No 420.51 31-90 Days IG-7 29945.88 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40505.86 Day 8 Yes 3183.17 91-180 Days IG-8 38454.98 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37775.10 Day 8 No 1890.43 <7 Days L-1 34863.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 44041.76 Day 8 Yes 3935.16 91-180 Days L-10 50166.83 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18133.90 Day 8 Yes 1546.96 7-30 Days L-11 19563.23 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18841.25 Day 8 Yes 1454.27 7-30 Days L-2 19555.16 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17006.95 Day 8 No 671.54 <7 Days L-3 14168.79 Partial No Investment Banking