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 16127.18 Day 57 No 58.19 <7 Days S-2-Q 13090.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10996.66 Day 57 Yes 252.61 7-30 Days S-3-Q 9681.70 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16026.56 Day 57 No 873.97 7-30 Days S-4-Q 14895.78 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2237.12 Day 57 Yes 158.35 <7 Days CB-3-Q 2457.74 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9720.40 Day 57 Yes 245.79 7-30 Days G-1-Q 11421.46 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39365.64 Day 57 Yes 866.74 7-30 Days G-2-Q 45394.16 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1979.79 Day 57 Yes 41.57 <7 Days G-3-Q 1837.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26863.70 Day 57 Yes 1786.54 91-180 Days S-5-Q 21925.83 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39002.88 Day 57 No 2080.29 <7 Days S-6-Q 37314.03 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8432.50 Day 57 No 780.44 <7 Days S-7-Q 6851.91 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24240.13 Day 57 No 1141.00 91-180 Days E-1-Q 22673.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36400.03 Day 57 No 923.23 91-180 Days E-2-Q 41957.21 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8474.31 Day 57 No 329.88 <7 Days IG-1-Q 8531.23 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15230.29 Day 57 No 1455.70 7-30 Days IG-2-Q 16175.34 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26794.64 Day 57 No 49.60 91-180 Days C-1 23973.88 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34717.73 Day 57 No 1380.01 <7 Days CB-4 32632.41 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43516.54 Day 57 Yes 1400.25 31-90 Days E-10 37147.00 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6728.72 Day 57 No 447.86 7-30 Days E-3 5673.32 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12038.74 Day 57 Yes 51.60 91-180 Days E-4 9864.47 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14879.31 Day 57 No 731.32 7-30 Days E-5 14407.17 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39741.11 Day 57 No 3083.65 <7 Days E-6 32710.02 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42909.75 Day 57 No 3780.74 31-90 Days E-7 45341.09 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35906.96 Day 57 No 2383.23 7-30 Days E-8 36718.75 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17304.49 Day 57 No 183.37 <7 Days E-9 20559.96 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40615.50 Day 57 Yes 2866.74 91-180 Days G-4 33181.02 Partial No Capital Markets