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 13560.83 Day 28 No 1327.74 7-30 Days Y-3 11037.75 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4067.87 Day 28 Yes 298.02 91-180 Days Y-4 4588.23 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35871.55 Day 28 No 2241.75 <7 Days Z-1 40375.74 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22534.72 Day 28 No 2129.48 91-180 Days A-2 23565.51 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16110.51 Day 28 Yes 979.62 91-180 Days A-3 16506.70 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15938.98 Day 28 Yes 883.37 <7 Days A-4 16297.19 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32344.08 Day 28 No 1715.50 31-90 Days A-5 27587.69 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3868.47 Day 28 Yes 125.04 7-30 Days CB-1 4396.60 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1050.07 Day 28 Yes 4.42 31-90 Days CB-2 895.64 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1463.47 Day 28 No 87.48 <7 Days CB-3 1442.27 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22858.13 Day 28 No 1802.54 <7 Days E-1 24080.09 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4800.96 Day 28 Yes 383.14 <7 Days E-2 4582.01 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14088.89 Day 28 No 851.18 91-180 Days G-1 11624.60 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15445.65 Day 28 Yes 668.26 91-180 Days G-2 13314.44 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35495.44 Day 28 Yes 806.76 91-180 Days G-3 32866.05 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35787.78 Day 28 No 727.14 91-180 Days IG-1 33586.57 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9502.57 Day 28 Yes 451.22 <7 Days IG-2 8830.59 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28945.84 Day 28 Yes 2671.75 31-90 Days S-1 27933.42 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36878.95 Day 28 Yes 356.61 91-180 Days S-2 39798.19 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10768.68 Day 28 No 50.87 <7 Days S-3 12206.72 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36205.38 Day 28 Yes 3183.59 91-180 Days S-4 38638.02 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3781.54 Day 28 No 34.05 <7 Days S-5 3674.32 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23239.87 Day 28 Yes 783.38 7-30 Days S-6 25253.39 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39490.79 Day 28 No 1651.24 91-180 Days S-7 46592.78 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15849.79 Day 29 Yes 154.40 31-90 Days A-0-Q 17468.40 None Yes Liberty International Finance Ltd. Investment Banking