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 973.39 Day 26 No 88.90 91-180 Days L-2 910.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3089.65 Day 26 Yes 200.64 91-180 Days L-3 3607.44 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2112.38 Day 26 Yes 30.34 <7 Days L-4 2319.18 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 305.71 Day 26 Yes 16.51 91-180 Days L-5 362.57 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41851.85 Day 26 Yes 3497.10 <7 Days L-6 47968.22 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17755.41 Day 26 No 7.99 7-30 Days L-7 17986.34 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4879.64 Day 26 Yes 195.13 <7 Days L-8 4909.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35562.02 Day 26 Yes 3292.78 31-90 Days L-9 42590.24 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25137.45 Day 26 Yes 1790.74 <7 Days LC-1 23506.03 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7006.57 Day 26 No 91.65 91-180 Days LC-2 5969.74 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14058.36 Day 26 Yes 186.95 31-90 Days N-1 13249.26 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14821.88 Day 26 No 1010.17 31-90 Days N-2 15722.52 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36338.75 Day 26 No 2454.16 91-180 Days N-3 38141.36 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35995.64 Day 26 No 3564.49 31-90 Days N-4 30556.24 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36334.10 Day 26 Yes 2941.94 91-180 Days N-5 30934.06 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29110.71 Day 26 No 1798.74 7-30 Days N-6 30329.50 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38754.41 Day 26 No 730.57 <7 Days N-7 41126.82 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9920.09 Day 26 Yes 559.82 91-180 Days P-1 11022.18 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43876.55 Day 26 Yes 3054.29 7-30 Days P-2 44369.12 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29725.48 Day 26 Yes 2686.69 31-90 Days S-8 23835.03 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34280.28 Day 26 No 3085.18 91-180 Days Y-1 28553.33 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40813.20 Day 26 Yes 1734.22 <7 Days Y-2 39484.54 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28745.53 Day 26 Yes 2337.71 91-180 Days Y-3 25893.70 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21622.91 Day 26 No 1712.85 7-30 Days Y-4 20267.20 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42060.74 Day 26 No 55.66 <7 Days Z-1 36522.55 None No Wholesale Lending