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 Yes 36272.30 >= 1 Yr <= 2 Yr No 1201.27 7-30 Days LC-2 30829.25 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25978.08 >= 1 Yr <= 2 Yr No 2476.22 91-180 Days N-1 25294.99 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28759.54 >= 1 Yr <= 2 Yr No 559.49 91-180 Days N-2 25178.46 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13937.23 >= 1 Yr <= 2 Yr Yes 1317.10 91-180 Days N-3 15995.47 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17160.78 >= 1 Yr <= 2 Yr No 1483.40 91-180 Days N-4 18708.48 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12583.48 >= 1 Yr <= 2 Yr No 697.92 <7 Days N-5 12712.00 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43270.02 >= 1 Yr <= 2 Yr No 3373.35 <7 Days N-6 50290.87 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4434.80 >= 1 Yr <= 2 Yr No 415.93 91-180 Days N-7 5041.41 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15433.60 >= 1 Yr <= 2 Yr No 198.28 91-180 Days P-1 14327.60 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 44061.68 >= 1 Yr <= 2 Yr No 664.65 7-30 Days P-2 37657.53 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30625.95 >= 1 Yr <= 2 Yr No 813.18 <7 Days S-8 25020.45 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38831.39 >= 1 Yr <= 2 Yr Yes 2967.53 <7 Days Y-1 34688.34 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26111.54 >= 1 Yr <= 2 Yr No 2234.37 31-90 Days Y-2 26124.35 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18740.36 >= 1 Yr <= 2 Yr Yes 376.08 <7 Days Y-3 15634.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36597.51 >= 1 Yr <= 2 Yr No 1504.92 7-30 Days Y-4 38396.31 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43811.37 >= 1 Yr <= 2 Yr No 3151.55 31-90 Days Z-1 44212.29 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24070.35 >= 1 Yr <= 2 Yr No 1564.88 7-30 Days A-2 20251.86 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30684.84 >= 1 Yr <= 2 Yr Yes 2842.70 91-180 Days A-3 34420.16 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36657.20 >= 1 Yr <= 2 Yr Yes 2833.48 7-30 Days A-4 34758.74 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33854.45 >= 1 Yr <= 2 Yr No 1245.84 31-90 Days A-5 34926.97 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10979.96 >= 1 Yr <= 2 Yr No 63.72 <7 Days CB-1 12405.00 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40022.10 >= 1 Yr <= 2 Yr Yes 2672.77 7-30 Days CB-2 36314.10 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25725.78 >= 1 Yr <= 2 Yr Yes 2444.54 91-180 Days CB-3 24580.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32232.20 >= 1 Yr <= 2 Yr No 1710.36 <7 Days E-1 33948.90 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35613.60 >= 1 Yr <= 2 Yr No 734.76 91-180 Days E-2 31719.81 None Yes Liberty Wealth Management LLC Wholesale Lending