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 28363.33 Day 48 No 1649.35 91-180 Days S-4 27009.10 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19016.06 Day 48 Yes 120.60 <7 Days S-5 22630.06 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3714.43 Day 48 No 226.13 31-90 Days S-6 3980.50 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35528.83 Day 48 Yes 3017.69 91-180 Days S-7 39424.26 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14611.94 Day 49 Yes 357.52 91-180 Days A-0-Q 14585.65 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23349.83 Day 49 Yes 673.30 7-30 Days A-1-Q 26081.22 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11575.44 Day 49 No 834.03 7-30 Days A-2-Q 9956.03 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2213.50 Day 49 No 140.40 7-30 Days A-3-Q 2096.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22346.25 Day 49 Yes 1313.66 91-180 Days A-4-Q 24401.73 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9853.47 Day 49 Yes 233.98 7-30 Days A-5-Q 10380.59 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35474.68 Day 49 Yes 185.49 91-180 Days CB-1-Q 42090.57 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21457.61 Day 49 Yes 556.50 31-90 Days CB-2-Q 18266.29 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20133.92 Day 49 Yes 1648.76 31-90 Days S-1-Q 23264.18 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38307.39 Day 49 No 2297.71 91-180 Days S-2-Q 40266.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30049.58 Day 49 Yes 2623.03 <7 Days S-3-Q 30946.13 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1583.76 Day 49 No 80.85 31-90 Days S-4-Q 1318.11 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8765.19 Day 49 No 251.95 7-30 Days CB-3-Q 9678.03 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38667.76 Day 49 Yes 3274.94 7-30 Days G-1-Q 44566.39 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2367.47 Day 49 No 70.58 7-30 Days G-2-Q 2813.30 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 221.85 Day 49 No 3.45 91-180 Days G-3-Q 238.15 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8545.85 Day 49 Yes 95.46 91-180 Days S-5-Q 8393.06 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15142.75 Day 49 No 787.64 31-90 Days S-6-Q 17888.21 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39938.93 Day 49 No 3024.43 31-90 Days S-7-Q 36953.00 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7527.87 Day 49 No 272.92 7-30 Days E-1-Q 8879.58 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27332.05 Day 49 Yes 1599.85 <7 Days E-2-Q 23452.71 None No Trading