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 37492.73 Day 35 Yes 886.34 <7 Days L-11 42170.23 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4295.70 Day 35 Yes 39.13 91-180 Days L-2 4522.08 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34639.93 Day 35 No 779.98 91-180 Days L-3 36896.98 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11331.03 Day 35 Yes 1100.51 <7 Days L-4 11493.38 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36635.57 Day 35 No 2210.10 31-90 Days L-5 37197.19 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10561.54 Day 35 Yes 678.49 91-180 Days L-6 10182.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16796.26 Day 35 Yes 550.16 91-180 Days L-7 19542.13 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41762.43 Day 35 No 3204.95 7-30 Days L-8 47786.99 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5071.20 Day 35 Yes 227.55 7-30 Days L-9 5291.07 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27642.18 Day 35 Yes 1428.89 31-90 Days LC-1 30796.34 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39717.25 Day 35 Yes 2981.17 31-90 Days LC-2 36866.34 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15088.24 Day 35 Yes 281.37 7-30 Days N-1 16298.36 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20695.95 Day 35 No 769.06 7-30 Days N-2 18590.84 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8726.25 Day 35 No 591.90 91-180 Days N-3 9686.46 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 889.82 Day 35 Yes 87.39 <7 Days N-4 941.16 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20681.69 Day 35 Yes 1765.68 <7 Days N-5 22795.09 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42368.64 Day 35 No 311.08 7-30 Days N-6 49609.12 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35300.99 Day 35 No 2568.59 31-90 Days N-7 34380.42 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6653.32 Day 35 No 538.90 31-90 Days P-1 6040.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32985.74 Day 35 Yes 2289.62 31-90 Days P-2 36974.80 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31308.14 Day 35 Yes 849.86 7-30 Days S-8 28125.04 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5032.18 Day 35 Yes 389.42 <7 Days Y-1 5508.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21693.65 Day 35 No 389.94 <7 Days Y-2 25058.00 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33929.50 Day 35 No 1272.01 7-30 Days Y-3 30496.80 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3956.36 Day 35 Yes 113.80 91-180 Days Y-4 4313.36 Full Yes Liberty Mortgage Services Corp. Investment Banking