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 Yes 20015.03 61 - 67 Days No 262.54 <7 Days G-2 18013.75 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12923.46 61 - 67 Days No 102.46 31-90 Days G-3 11857.41 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19330.79 61 - 67 Days Yes 108.41 31-90 Days IG-1 20596.83 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15048.73 61 - 67 Days No 615.41 31-90 Days IG-2 12561.02 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20100.21 61 - 67 Days No 2009.65 7-30 Days S-1 18320.46 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22674.37 61 - 67 Days No 1074.36 31-90 Days S-2 25923.90 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2674.82 61 - 67 Days No 200.73 <7 Days S-3 2304.33 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5586.26 61 - 67 Days No 325.22 <7 Days S-4 6695.81 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13583.76 61 - 67 Days Yes 1138.67 7-30 Days S-5 14382.11 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5620.38 61 - 67 Days Yes 303.36 7-30 Days S-6 6022.39 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 159.00 61 - 67 Days No 9.23 <7 Days S-7 176.86 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17143.17 68 - 74 Days No 789.52 91-180 Days A-0-Q 16164.99 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31512.65 68 - 74 Days No 1462.42 91-180 Days A-1-Q 32289.66 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27786.27 68 - 74 Days Yes 674.06 7-30 Days A-2-Q 23473.25 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9760.95 68 - 74 Days Yes 268.62 <7 Days A-3-Q 11120.77 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15907.41 68 - 74 Days Yes 1539.57 7-30 Days A-4-Q 13196.71 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32499.29 68 - 74 Days No 674.68 91-180 Days A-5-Q 35804.10 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19638.28 68 - 74 Days Yes 947.80 91-180 Days CB-1-Q 19063.83 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8122.03 68 - 74 Days Yes 459.33 31-90 Days CB-2-Q 7143.90 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24432.11 68 - 74 Days Yes 2364.46 7-30 Days S-1-Q 27235.88 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14652.00 68 - 74 Days No 493.93 31-90 Days S-2-Q 12547.70 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22724.69 68 - 74 Days Yes 2258.81 <7 Days S-3-Q 26745.86 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3753.14 68 - 74 Days Yes 113.98 7-30 Days S-4-Q 3172.82 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5647.53 68 - 74 Days No 492.76 <7 Days CB-3-Q 5034.20 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1802.83 68 - 74 Days No 28.18 7-30 Days G-1-Q 1797.75 Full No Wholesale Lending