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 35145.04 Day 25 No 310.74 31-90 Days N-5 28668.72 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34657.87 Day 25 Yes 2853.15 31-90 Days N-6 37372.81 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41422.04 Day 25 Yes 1426.00 <7 Days N-7 47556.20 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42529.53 Day 25 No 2633.35 7-30 Days P-1 36621.19 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26293.86 Day 25 Yes 1640.81 7-30 Days P-2 26248.34 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7934.22 Day 25 No 271.47 <7 Days S-8 9057.88 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19096.05 Day 25 Yes 1752.01 7-30 Days Y-1 16696.74 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11987.36 Day 25 No 775.32 <7 Days Y-2 10978.66 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13058.49 Day 25 Yes 32.35 91-180 Days Y-3 11732.24 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29755.65 Day 25 Yes 960.54 <7 Days Y-4 29317.96 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36413.96 Day 25 No 958.65 <7 Days Z-1 38054.30 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20889.91 Day 25 No 683.50 91-180 Days A-2 23876.19 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34327.82 Day 25 Yes 2076.29 91-180 Days A-3 31877.74 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9770.26 Day 25 No 820.15 91-180 Days A-4 11102.01 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3134.34 Day 25 No 144.47 31-90 Days A-5 3655.87 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 166.11 Day 25 Yes 0.54 91-180 Days CB-1 176.79 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20549.78 Day 25 Yes 1674.50 91-180 Days CB-2 23527.22 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19251.41 Day 25 Yes 1094.25 <7 Days CB-3 15651.97 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19083.93 Day 25 No 754.73 <7 Days E-1 22225.79 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1022.66 Day 25 No 55.91 7-30 Days E-2 1171.70 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22318.39 Day 25 Yes 2199.73 7-30 Days G-1 23460.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33935.63 Day 25 Yes 364.53 91-180 Days G-2 27770.25 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16309.76 Day 25 Yes 563.11 31-90 Days G-3 16639.49 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26710.70 Day 25 Yes 638.62 91-180 Days IG-1 30985.40 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40618.41 Day 25 Yes 1591.04 91-180 Days IG-2 36455.80 Full Yes Liberty Mortgage Services Corp. Treasury