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 32405.64 Day 26 Yes 2097.44 91-180 Days A-2 29090.89 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3443.52 Day 26 No 32.01 <7 Days A-3 3982.27 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29293.94 Day 26 No 593.64 <7 Days A-4 32880.28 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23792.87 Day 26 No 1045.73 7-30 Days A-5 19546.07 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14971.96 Day 26 No 1475.16 <7 Days CB-1 14272.33 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12326.08 Day 26 No 281.54 91-180 Days CB-2 11508.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29822.20 Day 26 Yes 2520.22 91-180 Days CB-3 25600.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12902.29 Day 26 No 938.20 <7 Days E-1 13461.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14604.06 Day 26 Yes 1386.55 7-30 Days E-2 13473.89 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29565.00 Day 26 Yes 1363.92 31-90 Days G-1 28590.92 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6247.56 Day 26 No 154.84 7-30 Days G-2 6932.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19435.81 Day 26 Yes 1712.31 <7 Days G-3 21011.94 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26073.46 Day 26 Yes 1562.72 91-180 Days IG-1 30447.62 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11588.67 Day 26 Yes 658.16 7-30 Days IG-2 12571.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42937.74 Day 26 Yes 1258.53 31-90 Days S-1 36222.10 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23159.33 Day 26 No 154.53 91-180 Days S-2 18601.44 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 665.97 Day 26 Yes 59.23 91-180 Days S-3 686.95 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30380.64 Day 26 No 846.67 31-90 Days S-4 34376.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17961.30 Day 26 No 1238.42 7-30 Days S-5 19588.62 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38363.70 Day 26 Yes 2796.83 7-30 Days S-6 43751.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7223.77 Day 26 Yes 115.77 31-90 Days S-7 7100.56 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23438.38 Day 27 No 2066.26 7-30 Days A-0-Q 25746.12 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37503.78 Day 27 Yes 3640.98 31-90 Days A-1-Q 40466.90 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15347.17 Day 27 No 1244.93 91-180 Days A-2-Q 14525.07 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3337.52 Day 27 Yes 141.70 91-180 Days A-3-Q 3879.17 Full Yes Liberty International Finance Ltd. Wholesale Lending