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 37494.31 Day 30 No 162.75 <7 Days S-8 40036.23 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13326.19 Day 30 No 772.08 31-90 Days Y-1 13050.20 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5312.95 Day 30 Yes 89.79 91-180 Days Y-2 6352.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43216.68 Day 30 No 1451.95 31-90 Days Y-3 36496.57 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36552.38 Day 30 Yes 3567.92 <7 Days Y-4 33025.72 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33935.56 Day 30 Yes 1713.08 31-90 Days Z-1 37312.16 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25508.03 Day 30 Yes 1582.38 31-90 Days A-2 21435.22 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7367.68 Day 30 No 418.85 91-180 Days A-3 7873.63 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19763.82 Day 30 Yes 1016.56 <7 Days A-4 17218.44 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12014.05 Day 30 No 467.81 7-30 Days A-5 11911.88 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30404.82 Day 30 No 646.23 91-180 Days CB-1 26388.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12760.06 Day 30 Yes 541.69 31-90 Days CB-2 10795.03 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 913.08 Day 30 Yes 68.91 7-30 Days CB-3 940.43 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10230.39 Day 30 Yes 890.47 7-30 Days E-1 10325.11 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3498.37 Day 30 No 221.25 91-180 Days E-2 3887.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12728.25 Day 30 No 812.04 91-180 Days G-1 13409.26 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28946.74 Day 30 Yes 68.50 7-30 Days G-2 25457.17 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34046.94 Day 30 Yes 1287.89 <7 Days G-3 34249.02 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36832.66 Day 30 No 365.16 7-30 Days IG-1 39051.78 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31496.30 Day 30 No 2738.47 7-30 Days IG-2 37231.50 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43154.78 Day 30 Yes 3273.94 7-30 Days S-1 50531.73 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10528.95 Day 30 Yes 245.10 7-30 Days S-2 11920.28 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23403.03 Day 30 No 207.68 7-30 Days S-3 21787.69 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1952.51 Day 30 Yes 54.22 91-180 Days S-4 1628.54 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34953.36 Day 30 No 818.96 7-30 Days S-5 28926.29 None Yes Liberty Capital Markets Inc. Capital Markets