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 23203.09 271 - 364 Days No 1425.75 31-90 Days L-10 22808.76 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23116.44 271 - 364 Days Yes 209.37 7-30 Days L-11 20037.40 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38836.89 271 - 364 Days Yes 3658.18 <7 Days L-2 46128.13 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20869.05 271 - 364 Days Yes 1199.69 <7 Days L-3 20261.67 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22252.10 271 - 364 Days No 934.38 31-90 Days L-4 23300.08 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10652.52 271 - 364 Days Yes 721.42 <7 Days L-5 11942.72 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14426.33 271 - 364 Days No 583.56 91-180 Days L-6 16663.33 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17565.93 271 - 364 Days Yes 1713.90 91-180 Days L-7 19423.55 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34106.93 271 - 364 Days No 1481.31 31-90 Days L-8 28373.25 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13801.74 271 - 364 Days Yes 395.15 91-180 Days L-9 12102.71 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14695.39 271 - 364 Days No 997.30 7-30 Days LC-1 16343.27 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16556.31 271 - 364 Days No 1337.33 7-30 Days LC-2 16054.40 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13799.41 271 - 364 Days Yes 443.16 91-180 Days N-1 13494.98 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37257.86 271 - 364 Days No 966.23 7-30 Days N-2 41443.91 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38724.21 271 - 364 Days Yes 3824.19 31-90 Days N-3 43411.59 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18863.63 271 - 364 Days Yes 86.06 7-30 Days N-4 21482.36 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30931.10 271 - 364 Days Yes 284.75 7-30 Days N-5 25005.51 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20285.95 271 - 364 Days Yes 333.04 7-30 Days N-6 23298.66 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7807.60 271 - 364 Days Yes 30.79 <7 Days N-7 7865.00 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35792.43 271 - 364 Days Yes 2024.46 91-180 Days P-1 33981.10 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23047.13 271 - 364 Days No 1893.30 7-30 Days P-2 24801.00 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41818.95 271 - 364 Days No 2950.22 <7 Days S-8 35352.64 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40437.84 271 - 364 Days No 1916.71 <7 Days Y-1 36253.32 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34737.27 271 - 364 Days Yes 925.31 31-90 Days Y-2 29479.74 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23973.38 271 - 364 Days Yes 388.19 <7 Days Y-3 22009.78 Partial No Investment Banking