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 5055.06 Day 49 Yes 265.50 7-30 Days A-5 5007.15 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8606.95 Day 49 Yes 259.53 <7 Days CB-1 9223.08 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7249.56 Day 49 No 703.40 <7 Days CB-2 5855.06 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43776.92 Day 49 Yes 2864.48 91-180 Days CB-3 37120.89 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27413.74 Day 49 No 2739.11 <7 Days E-1 23594.00 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13211.11 Day 49 Yes 289.54 91-180 Days E-2 14535.24 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5610.83 Day 49 No 152.91 91-180 Days G-1 4611.83 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11566.91 Day 49 No 916.52 7-30 Days G-2 12184.38 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26459.36 Day 49 No 1654.74 <7 Days G-3 31327.45 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18083.75 Day 49 Yes 1280.38 <7 Days IG-1 16507.08 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42816.14 Day 49 Yes 887.08 <7 Days IG-2 47899.06 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35910.70 Day 49 Yes 2574.22 7-30 Days S-1 31510.20 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27534.24 Day 49 Yes 273.38 91-180 Days S-2 26269.71 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3880.92 Day 49 Yes 274.25 31-90 Days S-3 3594.57 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30575.64 Day 49 No 1337.15 7-30 Days S-4 33403.42 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39831.67 Day 49 No 916.26 7-30 Days S-5 38079.79 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30127.79 Day 49 Yes 2395.37 7-30 Days S-6 27532.03 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18701.27 Day 49 Yes 1691.00 7-30 Days S-7 15519.48 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38866.52 Day 50 Yes 3239.25 31-90 Days A-0-Q 43236.92 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38905.78 Day 50 Yes 10.81 91-180 Days A-1-Q 37854.78 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12382.49 Day 50 Yes 166.27 31-90 Days A-2-Q 12288.86 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40553.15 Day 50 No 82.95 31-90 Days A-3-Q 38573.48 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15589.55 Day 50 Yes 687.20 <7 Days A-4-Q 17173.01 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2581.48 Day 50 Yes 197.51 31-90 Days A-5-Q 2287.69 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9049.38 Day 50 Yes 478.95 <7 Days CB-1-Q 7703.22 Full No Trading