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 31397.09 Day 41 Yes 1143.81 31-90 Days N-6 36545.73 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21973.92 Day 41 Yes 1219.52 31-90 Days N-7 18279.06 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28466.21 Day 41 Yes 858.88 <7 Days P-1 27328.44 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36712.55 Day 41 Yes 1949.47 31-90 Days P-2 38438.54 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31958.05 Day 41 No 443.10 7-30 Days S-8 30919.35 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10869.35 Day 41 No 838.40 7-30 Days Y-1 9531.54 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17752.87 Day 41 Yes 863.09 31-90 Days Y-2 17251.56 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31435.67 Day 41 No 38.01 91-180 Days Y-3 26160.21 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39618.79 Day 41 Yes 3819.28 <7 Days Y-4 37706.48 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13061.67 Day 41 No 61.28 91-180 Days Z-1 15344.12 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30958.68 Day 41 No 426.39 7-30 Days A-2 36577.85 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36594.55 Day 41 No 3302.28 91-180 Days A-3 31233.79 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30408.68 Day 41 Yes 929.68 7-30 Days A-4 24849.31 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34186.37 Day 41 Yes 2464.81 91-180 Days A-5 27816.29 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39674.18 Day 41 No 46.94 <7 Days CB-1 35193.40 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32166.20 Day 41 Yes 2415.13 31-90 Days CB-2 33060.59 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14021.71 Day 41 No 703.99 7-30 Days CB-3 11951.38 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5021.95 Day 41 Yes 18.38 <7 Days E-1 4720.36 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17491.09 Day 41 No 1675.38 91-180 Days E-2 16948.80 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22938.35 Day 41 Yes 872.56 7-30 Days G-1 20619.11 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16581.71 Day 41 Yes 1593.24 31-90 Days G-2 16991.48 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8736.70 Day 41 No 726.99 91-180 Days G-3 7619.25 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39812.66 Day 41 No 764.51 <7 Days IG-1 47445.31 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22609.71 Day 41 Yes 2009.72 91-180 Days IG-2 25196.17 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8944.39 Day 41 No 643.78 <7 Days S-1 9031.21 Full No Trading