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 29401.49 Day 31 No 33.38 31-90 Days L-7 28641.52 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28961.53 Day 31 No 796.24 <7 Days L-8 27250.10 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38015.38 Day 31 Yes 3710.93 7-30 Days L-9 45561.26 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23295.26 Day 31 Yes 496.94 91-180 Days LC-1 24943.77 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24396.26 Day 31 Yes 2045.62 <7 Days LC-2 20469.07 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23496.81 Day 31 Yes 1494.45 91-180 Days N-1 22175.47 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30574.60 Day 31 Yes 898.02 7-30 Days N-2 25448.10 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37329.24 Day 31 Yes 70.17 31-90 Days N-3 34128.78 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11048.73 Day 31 Yes 689.65 7-30 Days N-4 11415.67 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19760.77 Day 31 No 274.23 31-90 Days N-5 21953.96 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31355.87 Day 31 No 1525.71 <7 Days N-6 33800.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31904.73 Day 31 No 2188.07 <7 Days N-7 35920.89 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24611.00 Day 31 Yes 583.16 7-30 Days P-1 27516.25 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33432.29 Day 31 No 638.60 31-90 Days P-2 31270.43 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15407.15 Day 31 No 1179.40 7-30 Days S-8 15579.44 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23378.17 Day 31 Yes 838.11 7-30 Days Y-1 21962.05 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12579.56 Day 31 Yes 462.69 31-90 Days Y-2 12158.69 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19917.59 Day 31 No 1809.80 <7 Days Y-3 17645.60 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31446.79 Day 31 No 2571.30 31-90 Days Y-4 31886.56 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3297.65 Day 31 Yes 95.21 91-180 Days Z-1 3491.39 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34290.99 Day 31 Yes 2838.82 31-90 Days A-2 33189.39 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9474.13 Day 31 Yes 288.65 7-30 Days A-3 10369.28 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43511.73 Day 31 Yes 1870.23 7-30 Days A-4 38318.29 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11348.52 Day 31 No 854.56 7-30 Days A-5 12550.96 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29758.80 Day 31 Yes 2453.23 <7 Days CB-1 24020.98 Partial No Wholesale Lending