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 20965.99 Day 30 No 120.50 7-30 Days IG-6 23410.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11350.19 Day 30 Yes 759.68 <7 Days IG-7 12517.27 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24654.95 Day 30 No 1305.16 31-90 Days IG-8 27713.96 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24822.56 Day 30 Yes 797.50 <7 Days L-1 27177.32 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39479.01 Day 30 Yes 3445.73 31-90 Days L-10 37932.07 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14777.18 Day 30 Yes 492.02 91-180 Days L-11 16966.85 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39599.75 Day 30 No 3635.30 <7 Days L-2 37825.76 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38585.67 Day 30 No 752.84 91-180 Days L-3 31925.29 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32412.62 Day 30 Yes 2918.91 <7 Days L-4 32653.01 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24342.26 Day 30 No 2176.30 91-180 Days L-5 24210.88 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15366.24 Day 30 No 939.42 7-30 Days L-6 15422.66 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37628.14 Day 30 No 3639.82 <7 Days L-7 41587.82 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41265.76 Day 30 Yes 1394.46 31-90 Days L-8 37676.17 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33787.77 Day 30 No 2733.59 91-180 Days L-9 38933.73 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24391.89 Day 30 Yes 1452.06 91-180 Days LC-1 25165.28 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6940.60 Day 30 No 267.02 91-180 Days LC-2 7585.69 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22810.17 Day 30 No 689.71 <7 Days N-1 24267.88 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30622.42 Day 30 Yes 2109.18 <7 Days N-2 31563.93 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2191.07 Day 30 No 153.44 <7 Days N-3 1931.25 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32616.92 Day 30 Yes 282.71 91-180 Days N-4 32209.74 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16187.94 Day 30 Yes 1543.80 91-180 Days N-5 18172.66 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34420.87 Day 30 No 999.55 91-180 Days N-6 30362.78 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9679.61 Day 30 No 318.13 <7 Days N-7 7845.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6654.97 Day 30 No 359.37 7-30 Days P-1 6310.95 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27811.14 Day 30 Yes 2510.74 91-180 Days P-2 31908.24 Full Yes Liberty International Finance Ltd. Trading