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 25832.26 Day 9 No 2169.73 7-30 Days CB-1-Q 30353.16 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 432.16 Day 9 No 8.54 7-30 Days CB-2-Q 456.13 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13986.40 Day 9 Yes 369.25 91-180 Days S-1-Q 15472.49 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11301.35 Day 9 No 931.85 7-30 Days S-2-Q 11256.17 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39885.25 Day 9 No 2713.13 91-180 Days S-3-Q 46921.23 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23747.62 Day 9 No 540.84 91-180 Days S-4-Q 24100.17 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26748.39 Day 9 No 1985.26 91-180 Days CB-3-Q 27668.61 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34517.28 Day 9 No 1627.05 7-30 Days G-1-Q 33673.91 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6180.16 Day 9 No 559.93 7-30 Days G-2-Q 7116.80 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9566.17 Day 9 No 131.15 <7 Days G-3-Q 10453.53 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5767.21 Day 9 Yes 178.74 <7 Days S-5-Q 6363.40 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29292.41 Day 9 No 1744.35 91-180 Days S-6-Q 29263.73 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42019.43 Day 9 Yes 2614.40 <7 Days S-7-Q 42392.74 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9938.60 Day 9 No 127.47 31-90 Days E-1-Q 8089.30 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36441.64 Day 9 Yes 1621.53 7-30 Days E-2-Q 41417.32 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5790.23 Day 9 Yes 243.03 <7 Days IG-1-Q 6747.45 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21861.98 Day 9 No 1332.91 91-180 Days IG-2-Q 25373.06 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16126.57 Day 9 No 618.22 91-180 Days C-1 17854.38 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43158.59 Day 9 No 3727.95 <7 Days CB-4 48812.25 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33866.94 Day 9 No 3307.86 7-30 Days E-10 37453.47 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41584.96 Day 9 Yes 388.26 91-180 Days E-3 44226.21 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12477.76 Day 9 Yes 190.98 91-180 Days E-4 12693.65 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27569.43 Day 9 No 955.86 <7 Days E-5 23236.38 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43903.45 Day 9 Yes 686.44 <7 Days E-6 42568.91 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31028.36 Day 9 Yes 1488.08 <7 Days E-7 35173.13 Partial No Capital Markets