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 10511.29 Day 21 Yes 973.19 91-180 Days Y-1 10680.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33668.88 Day 21 Yes 889.10 <7 Days Y-2 36518.50 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3577.42 Day 21 No 288.71 31-90 Days Y-3 3220.56 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31406.09 Day 21 Yes 1968.00 31-90 Days Y-4 35441.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5796.76 Day 21 Yes 75.61 91-180 Days Z-1 4673.08 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6506.00 Day 21 No 407.25 7-30 Days A-2 6457.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36703.46 Day 21 Yes 12.59 91-180 Days A-3 35608.67 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1879.62 Day 21 No 116.28 91-180 Days A-4 1713.66 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6763.43 Day 21 No 362.05 31-90 Days A-5 7950.61 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 100.35 Day 21 No 2.77 <7 Days CB-1 96.72 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19123.62 Day 21 Yes 680.98 91-180 Days CB-2 22078.27 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18242.58 Day 21 No 688.90 <7 Days CB-3 18807.11 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32216.15 Day 21 Yes 2063.42 31-90 Days E-1 28784.02 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10114.21 Day 21 Yes 208.99 7-30 Days E-2 11743.47 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1688.38 Day 21 No 144.23 91-180 Days G-1 1593.67 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9720.01 Day 21 Yes 430.53 31-90 Days G-2 10072.87 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33581.53 Day 21 Yes 2329.79 <7 Days G-3 27696.18 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31246.95 Day 21 No 1686.73 91-180 Days IG-1 36326.64 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42341.81 Day 21 Yes 1274.21 91-180 Days IG-2 35110.63 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34586.92 Day 21 Yes 1227.44 7-30 Days S-1 39999.51 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8406.10 Day 21 No 65.34 7-30 Days S-2 7339.74 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21874.89 Day 21 No 1924.95 <7 Days S-3 17824.91 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38403.76 Day 21 No 1805.41 91-180 Days S-4 41563.72 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42992.82 Day 21 Yes 3527.32 <7 Days S-5 50772.97 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41631.65 Day 21 Yes 3169.51 <7 Days S-6 38404.89 Full Yes Liberty Wealth Management LLC Investment Banking