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 21979.21 Day 60 No 1395.52 7-30 Days S-6-Q 23599.15 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6024.96 Day 60 Yes 184.53 <7 Days S-7-Q 5493.47 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35036.45 Day 60 Yes 1104.06 <7 Days E-1-Q 41325.74 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36735.19 Day 60 Yes 1806.01 7-30 Days E-2-Q 35817.69 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22170.91 Day 60 No 314.63 7-30 Days IG-1-Q 23254.83 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24996.21 Day 60 No 1785.78 7-30 Days IG-2-Q 22055.67 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33983.55 Day 60 Yes 2777.40 91-180 Days C-1 28220.51 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14719.49 Day 60 Yes 1253.33 31-90 Days CB-4 16174.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 716.38 Day 60 Yes 23.33 31-90 Days E-10 822.15 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33213.57 Day 60 No 3150.55 7-30 Days E-3 31786.84 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4229.03 Day 60 Yes 89.17 91-180 Days E-4 4772.17 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20939.40 Day 60 Yes 1992.55 7-30 Days E-5 20805.75 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33001.45 Day 60 Yes 2705.94 7-30 Days E-6 35624.67 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15051.01 Day 60 Yes 720.23 91-180 Days E-7 17582.37 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39034.68 Day 60 Yes 3204.08 31-90 Days E-8 33161.14 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4785.68 Day 60 Yes 315.76 31-90 Days E-9 5154.21 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33104.57 Day 60 Yes 1569.89 <7 Days G-4 34677.78 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 61.56 Day 60 No 5.87 7-30 Days IG-3 58.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16119.71 Day 60 Yes 1596.06 <7 Days IG-4 17669.77 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31727.58 Day 60 No 2932.04 31-90 Days IG-5 35109.18 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28415.21 Day 60 Yes 1280.66 <7 Days IG-6 29129.89 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22529.07 Day 60 Yes 1042.61 7-30 Days IG-7 20031.47 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39059.19 Day 60 No 2712.05 91-180 Days IG-8 31873.05 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12872.75 Day 60 No 826.25 <7 Days L-1 12227.39 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7961.40 Day 60 No 303.06 91-180 Days L-10 7159.43 Full Yes Liberty Capital Markets Inc. Wholesale Lending