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 25486.10 Day 54 Yes 1579.24 <7 Days E-2 30198.49 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2973.44 Day 54 Yes 99.64 <7 Days G-1 3081.59 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23987.03 Day 54 No 1093.30 91-180 Days G-2 24197.21 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34469.99 Day 54 No 3126.76 31-90 Days G-3 34484.13 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27430.73 Day 54 Yes 1595.91 <7 Days IG-1 22577.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6511.88 Day 54 Yes 263.20 7-30 Days IG-2 7472.35 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33430.71 Day 54 Yes 1672.94 91-180 Days S-1 33121.84 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24843.63 Day 54 Yes 863.73 91-180 Days S-2 28816.52 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23921.44 Day 54 No 143.00 91-180 Days S-3 22254.25 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23242.68 Day 54 No 693.47 <7 Days S-4 25598.15 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18527.73 Day 54 No 975.29 <7 Days S-5 18816.78 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 865.71 Day 54 No 66.03 7-30 Days S-6 770.75 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38662.08 Day 54 Yes 1430.69 31-90 Days S-7 37665.52 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20213.06 Day 55 Yes 1733.87 <7 Days A-0-Q 17973.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29169.24 Day 55 No 1722.79 31-90 Days A-1-Q 31420.61 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9033.29 Day 55 No 283.81 31-90 Days A-2-Q 9480.89 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38467.77 Day 55 No 1893.84 <7 Days A-3-Q 39651.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33452.60 Day 55 Yes 1176.35 7-30 Days A-4-Q 32310.98 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12962.18 Day 55 Yes 643.41 7-30 Days A-5-Q 15548.15 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36546.12 Day 55 Yes 3483.26 <7 Days CB-1-Q 36683.44 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35743.44 Day 55 Yes 975.95 <7 Days CB-2-Q 32921.60 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5773.00 Day 55 No 484.48 <7 Days S-1-Q 6846.56 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26810.94 Day 55 No 2662.29 91-180 Days S-2-Q 30085.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9580.10 Day 55 No 550.49 <7 Days S-3-Q 10427.53 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15288.69 Day 55 No 610.02 <7 Days S-4-Q 17701.79 Partial Yes Liberty International Finance Ltd. Capital Markets