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 3700.46 Day 60 No 192.19 31-90 Days Z-1 4000.35 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26592.42 Day 60 Yes 2635.12 <7 Days A-2 29476.44 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42743.54 Day 60 Yes 2678.66 7-30 Days A-3 51241.30 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15662.91 Day 60 Yes 702.59 31-90 Days A-4 16728.13 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28645.89 Day 60 No 2314.98 <7 Days A-5 27082.93 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43211.93 Day 60 Yes 3154.03 31-90 Days CB-1 49946.08 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19773.84 Day 60 Yes 1560.08 <7 Days CB-2 20433.41 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6301.10 Day 60 No 356.98 91-180 Days CB-3 6972.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7393.80 Day 60 Yes 485.19 <7 Days E-1 7555.63 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5795.47 Day 60 Yes 577.15 7-30 Days E-2 5868.48 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25242.67 Day 60 Yes 428.83 <7 Days G-1 25728.75 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5503.67 Day 60 Yes 478.12 7-30 Days G-2 5275.21 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21520.14 Day 60 No 599.32 91-180 Days G-3 17879.84 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42158.68 Day 60 No 1818.98 <7 Days IG-1 35744.87 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42456.41 Day 60 Yes 607.58 91-180 Days IG-2 34236.38 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40890.65 Day 60 No 2954.38 <7 Days S-1 42810.53 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23667.31 Day 60 Yes 2363.63 31-90 Days S-2 21160.00 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23605.09 Day 60 No 2097.24 7-30 Days S-3 27781.69 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33355.00 Day 60 Yes 2040.50 7-30 Days S-4 34908.99 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12532.40 Day 60 No 496.80 7-30 Days S-5 10155.23 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20252.67 Day 60 No 1894.95 91-180 Days S-6 19901.00 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23906.35 Day 60 Yes 2308.77 31-90 Days S-7 27399.79 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37430.66 61 - 67 Days Yes 3435.61 91-180 Days A-0-Q 44387.83 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42971.64 61 - 67 Days No 265.34 31-90 Days A-1-Q 46184.16 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38614.27 61 - 67 Days Yes 2622.05 7-30 Days A-2-Q 37859.17 Partial No Capital Markets