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 1171.55 Day 29 Yes 104.44 <7 Days E-3 1291.78 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20192.51 Day 29 Yes 1917.23 91-180 Days E-4 19113.12 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23994.70 Day 29 Yes 909.01 <7 Days E-5 26052.19 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25272.06 Day 29 Yes 1541.15 91-180 Days E-6 21616.03 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18087.69 Day 29 No 1200.11 <7 Days E-7 17732.33 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42144.19 Day 29 Yes 3288.42 7-30 Days E-8 44557.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34315.05 Day 29 No 659.04 7-30 Days E-9 33017.07 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7496.23 Day 29 Yes 451.24 7-30 Days G-4 6198.14 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43378.39 Day 29 Yes 3592.20 <7 Days IG-3 40243.02 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4820.28 Day 29 Yes 354.76 31-90 Days IG-4 5363.61 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37167.38 Day 29 No 3299.40 91-180 Days IG-5 37436.63 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32375.74 Day 29 Yes 1249.14 31-90 Days IG-6 26255.26 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22496.13 Day 29 No 953.36 31-90 Days IG-7 26282.64 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25379.47 Day 29 No 2282.72 91-180 Days IG-8 23764.08 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40766.28 Day 29 Yes 818.94 91-180 Days L-1 45830.26 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28531.89 Day 29 Yes 649.25 <7 Days L-10 30886.74 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6182.98 Day 29 No 154.06 7-30 Days L-11 5642.88 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2911.53 Day 29 Yes 252.99 <7 Days L-2 2675.92 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17090.71 Day 29 No 910.09 7-30 Days L-3 14408.60 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32586.28 Day 29 No 2612.04 91-180 Days L-4 30722.91 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15931.11 Day 29 Yes 489.15 7-30 Days L-5 15613.74 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24663.17 Day 29 Yes 1657.69 <7 Days L-6 19839.43 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36378.37 Day 29 Yes 982.10 7-30 Days L-7 31117.75 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13040.90 Day 29 No 457.37 31-90 Days L-8 11072.36 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31395.35 Day 29 No 2834.62 91-180 Days L-9 27293.55 Full Yes Liberty International Finance Ltd. Treasury