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 9125.70 Day 44 Yes 127.27 7-30 Days Y-4 7432.91 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36031.00 Day 44 Yes 784.31 91-180 Days Z-1 36759.14 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5186.69 Day 44 Yes 466.75 91-180 Days A-2 5895.75 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26871.67 Day 44 No 521.92 <7 Days A-3 22222.43 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15003.25 Day 44 No 1050.49 7-30 Days A-4 13814.38 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9220.43 Day 44 No 245.67 31-90 Days A-5 9772.46 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31877.94 Day 44 No 294.95 91-180 Days CB-1 27116.62 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41221.63 Day 44 No 2910.23 7-30 Days CB-2 33281.40 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24701.81 Day 44 No 1753.51 7-30 Days CB-3 24358.49 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30286.06 Day 44 Yes 1829.76 7-30 Days E-1 27978.27 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8172.33 Day 44 Yes 592.76 7-30 Days E-2 8182.20 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8767.20 Day 44 Yes 487.10 31-90 Days G-1 7757.66 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14094.53 Day 44 No 452.28 7-30 Days G-2 12666.92 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9426.17 Day 44 Yes 349.90 31-90 Days G-3 10973.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10400.71 Day 44 No 28.83 <7 Days IG-1 8735.03 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38462.06 Day 44 No 2262.60 91-180 Days IG-2 34298.58 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18725.09 Day 44 Yes 1121.23 <7 Days S-1 18293.51 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10635.18 Day 44 Yes 652.36 7-30 Days S-2 9999.49 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30068.68 Day 44 Yes 1162.59 7-30 Days S-3 28905.08 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5081.44 Day 44 No 183.88 7-30 Days S-4 5530.23 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33973.58 Day 44 Yes 1812.58 7-30 Days S-5 40570.31 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6474.91 Day 44 No 264.00 91-180 Days S-6 7499.65 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33010.72 Day 44 No 1203.70 7-30 Days S-7 31506.13 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35525.15 Day 45 No 3336.42 7-30 Days A-0-Q 36113.14 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27681.70 Day 45 Yes 2580.99 <7 Days A-1-Q 24486.38 Partial No Capital Markets