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 14339.75 61 - 67 Days Yes 149.81 <7 Days N-1 14287.17 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42144.09 61 - 67 Days No 2977.20 31-90 Days N-2 37508.78 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 414.56 61 - 67 Days No 15.83 <7 Days N-3 342.82 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21318.08 61 - 67 Days No 550.51 7-30 Days N-4 24779.00 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27188.72 61 - 67 Days No 2092.46 91-180 Days N-5 28573.27 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34373.66 61 - 67 Days No 1510.82 7-30 Days N-6 30950.44 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16007.50 61 - 67 Days No 99.71 <7 Days N-7 16980.34 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25920.21 61 - 67 Days No 2045.21 <7 Days P-1 25507.09 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10367.06 61 - 67 Days Yes 1026.44 91-180 Days P-2 10712.14 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37359.16 61 - 67 Days No 1794.20 7-30 Days S-8 35915.26 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16073.07 61 - 67 Days Yes 1216.63 <7 Days Y-1 13291.37 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28652.11 61 - 67 Days Yes 731.01 <7 Days Y-2 34260.45 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11551.49 61 - 67 Days Yes 543.89 31-90 Days Y-3 10808.29 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29703.10 61 - 67 Days Yes 2197.34 31-90 Days Y-4 26004.18 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16468.26 61 - 67 Days No 1479.15 <7 Days Z-1 14189.45 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3496.79 61 - 67 Days Yes 298.04 91-180 Days A-2 4116.72 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18150.97 61 - 67 Days No 534.10 31-90 Days A-3 18168.94 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42448.09 61 - 67 Days No 2263.16 91-180 Days A-4 34063.17 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7366.27 61 - 67 Days Yes 208.78 <7 Days A-5 7102.73 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1127.93 61 - 67 Days Yes 112.46 <7 Days CB-1 1329.33 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20193.14 61 - 67 Days Yes 963.64 31-90 Days CB-2 19076.02 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24775.64 61 - 67 Days Yes 2305.50 91-180 Days CB-3 20074.98 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34933.64 61 - 67 Days Yes 2607.09 91-180 Days E-1 37710.55 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6664.57 61 - 67 Days No 383.54 7-30 Days E-2 6367.91 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5305.90 61 - 67 Days No 355.41 91-180 Days G-1 5560.81 Partial No Investment Banking