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 744.26 83 - 90 Days Yes 1.78 31-90 Days IG-5 806.22 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22832.60 83 - 90 Days No 2035.71 31-90 Days IG-6 22629.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1706.44 83 - 90 Days No 97.17 7-30 Days IG-7 1857.04 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31042.12 83 - 90 Days No 2481.94 91-180 Days IG-8 34881.16 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12067.11 83 - 90 Days Yes 1177.05 7-30 Days L-1 10541.04 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38511.70 83 - 90 Days No 3262.38 31-90 Days L-10 36251.05 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25939.32 83 - 90 Days No 1622.17 7-30 Days L-11 29282.67 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35782.73 83 - 90 Days No 2287.49 91-180 Days L-2 31603.51 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34023.66 83 - 90 Days No 3080.95 91-180 Days L-3 36182.48 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9631.67 83 - 90 Days No 806.93 7-30 Days L-4 7866.85 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18750.49 83 - 90 Days Yes 1353.55 31-90 Days L-5 17293.66 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29151.74 83 - 90 Days No 2171.01 <7 Days L-6 32817.72 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39040.42 83 - 90 Days No 2.98 <7 Days L-7 46130.50 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31505.33 83 - 90 Days No 2842.15 31-90 Days L-8 36812.93 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1616.19 83 - 90 Days No 21.79 <7 Days L-9 1484.19 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20333.78 83 - 90 Days Yes 803.61 31-90 Days LC-1 21896.33 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17684.89 83 - 90 Days No 1627.45 <7 Days LC-2 20260.89 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6105.05 83 - 90 Days Yes 85.25 7-30 Days N-1 5469.74 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7016.48 83 - 90 Days Yes 566.41 <7 Days N-2 5719.73 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31006.78 83 - 90 Days No 65.55 31-90 Days N-3 36282.54 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16893.62 83 - 90 Days Yes 950.98 <7 Days N-4 13760.90 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29815.49 83 - 90 Days Yes 2972.84 7-30 Days N-5 26574.16 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2059.24 83 - 90 Days Yes 173.51 <7 Days N-6 1987.11 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28287.94 83 - 90 Days No 409.98 31-90 Days N-7 33155.65 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34682.56 83 - 90 Days No 3234.02 <7 Days P-1 37041.90 Partial No Treasury