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 27776.26 Day 24 Yes 1271.52 91-180 Days IG-1-Q 24898.88 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7516.73 Day 24 Yes 238.24 91-180 Days IG-2-Q 7009.13 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9243.08 Day 24 No 377.92 <7 Days C-1 10213.17 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13816.67 Day 24 Yes 381.91 91-180 Days CB-4 12269.34 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 67.28 Day 24 No 2.94 91-180 Days E-10 64.10 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24308.37 Day 24 No 1635.43 7-30 Days E-3 22175.11 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9556.57 Day 24 No 265.36 91-180 Days E-4 8865.71 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10735.37 Day 24 No 39.99 7-30 Days E-5 10425.68 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14103.01 Day 24 Yes 1175.45 31-90 Days E-6 14281.36 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28938.33 Day 24 No 1381.55 91-180 Days E-7 26117.67 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24382.62 Day 24 No 1247.98 91-180 Days E-8 21070.17 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41589.58 Day 24 Yes 2281.98 <7 Days E-9 47518.44 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34228.07 Day 24 No 697.81 <7 Days G-4 27477.40 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31825.33 Day 24 Yes 2609.78 31-90 Days IG-3 32671.62 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42303.53 Day 24 No 75.50 7-30 Days IG-4 38187.27 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22376.61 Day 24 Yes 637.69 31-90 Days IG-5 24871.54 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38626.98 Day 24 Yes 3180.14 31-90 Days IG-6 45242.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15471.08 Day 24 No 860.14 <7 Days IG-7 12597.11 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2968.46 Day 24 No 202.17 31-90 Days IG-8 2938.44 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 549.50 Day 24 Yes 20.69 91-180 Days L-1 471.91 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2882.66 Day 24 Yes 132.74 <7 Days L-10 2906.61 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9612.65 Day 24 No 671.70 91-180 Days L-11 9814.42 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1432.32 Day 24 No 135.22 7-30 Days L-2 1373.32 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38694.91 Day 24 No 2917.24 91-180 Days L-3 39366.57 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30594.77 Day 24 No 2099.93 91-180 Days L-4 25388.96 Partial Yes Liberty Capital Markets Inc. Trading