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 36146.17 Day 57 Yes 1665.66 <7 Days N-7 35012.17 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18884.19 Day 57 Yes 1378.67 91-180 Days P-1 18879.42 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 332.84 Day 57 No 1.74 91-180 Days P-2 358.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5037.08 Day 57 No 267.11 91-180 Days S-8 4087.39 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15035.47 Day 57 Yes 412.58 7-30 Days Y-1 17355.20 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10877.18 Day 57 Yes 949.15 91-180 Days Y-2 12818.18 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37329.07 Day 57 Yes 1213.88 31-90 Days Y-3 40136.44 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16840.03 Day 57 Yes 585.72 31-90 Days Y-4 15658.96 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13817.36 Day 57 No 1141.37 91-180 Days Z-1 16088.99 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7428.37 Day 57 Yes 616.94 <7 Days A-2 7290.61 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20314.29 Day 57 Yes 254.75 31-90 Days A-3 23861.22 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37552.19 Day 57 Yes 770.72 91-180 Days A-4 34327.59 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4421.52 Day 57 Yes 61.62 31-90 Days A-5 4223.37 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14053.02 Day 57 No 75.38 31-90 Days CB-1 14913.36 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18655.69 Day 57 No 146.97 31-90 Days CB-2 15128.73 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25711.73 Day 57 No 2208.63 7-30 Days CB-3 22887.10 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12663.11 Day 57 No 26.14 <7 Days E-1 14274.15 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23933.89 Day 57 No 731.35 <7 Days E-2 27063.78 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38827.26 Day 57 No 1788.72 <7 Days G-1 33667.68 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11183.04 Day 57 No 94.33 31-90 Days G-2 12641.07 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9668.13 Day 57 No 455.63 7-30 Days G-3 11230.83 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9353.42 Day 57 Yes 452.16 31-90 Days IG-1 9423.14 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 44010.00 Day 57 Yes 1934.83 7-30 Days IG-2 46933.51 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27557.41 Day 57 No 2318.23 7-30 Days S-1 30453.22 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32314.69 Day 57 Yes 144.82 7-30 Days S-2 33266.35 None Yes Liberty Capital Markets Inc. Wholesale Lending