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 2846.71 Day 39 No 195.63 91-180 Days P-2 2398.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11061.74 Day 39 Yes 259.30 91-180 Days S-8 11037.06 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10269.83 Day 39 Yes 750.97 7-30 Days Y-1 9717.65 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32758.58 Day 39 Yes 2192.21 7-30 Days Y-2 32313.74 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23363.49 Day 39 Yes 1216.14 91-180 Days Y-3 22147.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40223.29 Day 39 No 939.16 31-90 Days Y-4 43413.10 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18371.93 Day 39 Yes 272.43 91-180 Days Z-1 15148.33 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3626.86 Day 39 Yes 315.89 <7 Days A-2 4303.87 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21591.08 Day 39 Yes 2071.06 91-180 Days A-3 23484.37 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4307.70 Day 39 No 349.94 91-180 Days A-4 3491.62 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20192.19 Day 39 No 567.77 91-180 Days A-5 18456.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1515.25 Day 39 No 123.92 31-90 Days CB-1 1333.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30750.13 Day 39 No 2015.39 91-180 Days CB-2 28227.33 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32326.56 Day 39 Yes 2835.02 <7 Days CB-3 31202.13 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38743.22 Day 39 No 691.40 7-30 Days E-1 41780.26 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17284.12 Day 39 Yes 1640.88 91-180 Days E-2 14709.98 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11718.92 Day 39 No 839.41 91-180 Days G-1 9845.60 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39605.83 Day 39 No 2899.20 91-180 Days G-2 33411.24 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4427.69 Day 39 No 367.59 7-30 Days G-3 4818.09 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22316.31 Day 39 No 1829.81 91-180 Days IG-1 18638.78 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21943.35 Day 39 Yes 379.35 7-30 Days IG-2 19567.24 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7119.70 Day 39 Yes 0.18 31-90 Days S-1 7277.39 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4180.06 Day 39 No 206.55 31-90 Days S-2 3398.67 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32786.39 Day 39 Yes 984.76 <7 Days S-3 30673.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31255.98 Day 39 Yes 408.39 7-30 Days S-4 25392.12 Partial Yes Liberty Mortgage Services Corp. Trading