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 20459.55 Day 41 Yes 313.71 7-30 Days G-4 19451.70 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27076.10 Day 41 Yes 1508.58 7-30 Days IG-3 22572.33 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8125.67 Day 41 Yes 383.78 7-30 Days IG-4 9357.69 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6846.91 Day 41 No 401.00 7-30 Days IG-5 8174.13 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39925.81 Day 41 No 178.63 <7 Days IG-6 44369.93 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11554.38 Day 41 Yes 366.13 <7 Days IG-7 9574.82 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17231.56 Day 41 No 1263.80 91-180 Days IG-8 18761.77 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5933.19 Day 41 Yes 79.93 31-90 Days L-1 5965.40 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25868.31 Day 41 Yes 1082.24 <7 Days L-10 27749.13 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21331.19 Day 41 No 898.95 <7 Days L-11 21136.05 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19896.29 Day 41 Yes 1438.45 7-30 Days L-2 16993.66 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7822.50 Day 41 Yes 678.17 31-90 Days L-3 7026.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36633.93 Day 41 Yes 1493.23 <7 Days L-4 42836.11 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34438.57 Day 41 No 3046.82 91-180 Days L-5 41071.19 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40844.06 Day 41 Yes 3980.31 31-90 Days L-6 47774.02 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13755.54 Day 41 No 1229.53 7-30 Days L-7 14471.88 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10134.79 Day 41 No 48.23 31-90 Days L-8 11106.37 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21595.46 Day 41 Yes 449.49 31-90 Days L-9 22071.78 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25769.62 Day 41 No 511.03 <7 Days LC-1 28686.54 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11682.92 Day 41 No 344.10 91-180 Days LC-2 9721.73 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39175.63 Day 41 No 1255.14 91-180 Days N-1 31716.40 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22337.56 Day 41 No 740.50 31-90 Days N-2 18640.71 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28558.87 Day 41 No 507.90 7-30 Days N-3 31790.87 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43313.20 Day 41 No 3301.40 7-30 Days N-4 51844.80 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18415.55 Day 41 Yes 1794.52 91-180 Days N-5 16216.47 Full No Investment Banking