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 21559.42 >3 Yr <= 4 Yr No 1197.99 <7 Days CB-3 17686.01 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18384.04 >3 Yr <= 4 Yr No 1254.70 7-30 Days E-1 21574.66 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15779.34 >3 Yr <= 4 Yr No 797.33 <7 Days E-2 16264.69 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41972.99 >3 Yr <= 4 Yr Yes 4028.72 91-180 Days G-1 41028.91 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38449.64 >3 Yr <= 4 Yr No 3625.84 7-30 Days G-2 45948.97 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3392.61 >3 Yr <= 4 Yr Yes 120.10 91-180 Days G-3 3934.08 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15213.42 >3 Yr <= 4 Yr No 1240.36 31-90 Days IG-1 14681.58 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31795.73 >3 Yr <= 4 Yr Yes 322.86 31-90 Days IG-2 36067.42 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29692.60 >3 Yr <= 4 Yr Yes 1621.30 91-180 Days S-1 28492.54 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13401.99 >3 Yr <= 4 Yr Yes 197.24 31-90 Days S-2 13993.76 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29455.31 >3 Yr <= 4 Yr Yes 1373.86 7-30 Days S-3 29119.29 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15646.62 >3 Yr <= 4 Yr No 1468.80 <7 Days S-4 18657.13 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 44006.79 >3 Yr <= 4 Yr Yes 2377.84 7-30 Days S-5 49358.32 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36840.52 >3 Yr <= 4 Yr Yes 3398.60 91-180 Days S-6 39408.48 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13221.77 >3 Yr <= 4 Yr Yes 1025.76 31-90 Days S-7 14571.16 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9833.69 >4 Yr <= 5 Yr No 499.69 31-90 Days A-0-Q 8930.84 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1005.70 >4 Yr <= 5 Yr Yes 45.10 31-90 Days A-1-Q 1016.49 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4037.46 >4 Yr <= 5 Yr No 378.03 31-90 Days A-2-Q 3390.77 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38636.82 >4 Yr <= 5 Yr Yes 2630.06 <7 Days A-3-Q 35571.94 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4373.29 >4 Yr <= 5 Yr Yes 185.48 31-90 Days A-4-Q 5069.89 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17308.78 >4 Yr <= 5 Yr No 1479.72 91-180 Days A-5-Q 18085.65 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43742.92 >4 Yr <= 5 Yr No 2361.29 91-180 Days CB-1-Q 43631.56 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15262.96 >4 Yr <= 5 Yr No 775.06 91-180 Days CB-2-Q 16243.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17283.81 >4 Yr <= 5 Yr Yes 983.41 <7 Days S-1-Q 19640.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22006.58 >4 Yr <= 5 Yr Yes 998.11 91-180 Days S-2-Q 19639.62 None Yes Liberty Wealth Management LLC Treasury