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 12705.92 >3 Yr <= 4 Yr Yes 809.65 91-180 Days L-8 10278.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34689.94 >3 Yr <= 4 Yr No 915.84 7-30 Days L-9 33038.11 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 371.39 >3 Yr <= 4 Yr Yes 16.64 7-30 Days LC-1 350.18 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33940.49 >3 Yr <= 4 Yr Yes 2585.16 7-30 Days LC-2 29294.61 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5930.34 >3 Yr <= 4 Yr Yes 577.69 31-90 Days N-1 5405.02 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35050.95 >3 Yr <= 4 Yr No 2728.79 31-90 Days N-2 32234.76 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41661.60 >3 Yr <= 4 Yr Yes 1332.29 31-90 Days N-3 43004.94 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34513.15 >3 Yr <= 4 Yr No 126.64 <7 Days N-4 33157.34 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41808.87 >3 Yr <= 4 Yr Yes 3486.54 91-180 Days N-5 41801.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7204.24 >3 Yr <= 4 Yr Yes 13.90 91-180 Days N-6 6455.76 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2047.17 >3 Yr <= 4 Yr No 179.39 <7 Days N-7 1675.79 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22168.68 >3 Yr <= 4 Yr No 1215.69 91-180 Days P-1 24701.31 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2731.54 >3 Yr <= 4 Yr Yes 23.86 91-180 Days P-2 2755.51 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24287.44 >3 Yr <= 4 Yr Yes 1327.02 31-90 Days S-8 27365.19 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8718.53 >3 Yr <= 4 Yr No 703.19 <7 Days Y-1 9476.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3021.54 >3 Yr <= 4 Yr No 62.17 <7 Days Y-2 3560.69 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17776.94 >3 Yr <= 4 Yr Yes 1430.57 91-180 Days Y-3 14405.67 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33382.94 >3 Yr <= 4 Yr No 646.55 <7 Days Y-4 30340.85 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3213.47 >3 Yr <= 4 Yr No 222.31 91-180 Days Z-1 3683.97 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43263.83 >3 Yr <= 4 Yr Yes 2800.02 31-90 Days A-2 50382.25 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7185.96 >3 Yr <= 4 Yr No 227.25 <7 Days A-3 7969.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42675.09 >3 Yr <= 4 Yr No 2136.16 31-90 Days A-4 42488.74 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28658.68 >3 Yr <= 4 Yr No 1712.95 <7 Days A-5 25707.08 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4394.56 >3 Yr <= 4 Yr No 93.72 91-180 Days CB-1 4747.30 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8225.02 >3 Yr <= 4 Yr Yes 456.95 7-30 Days CB-2 6598.94 Partial Yes Liberty Wealth Management LLC Capital Markets