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 7670.47 Day 42 Yes 145.32 <7 Days E-1-Q 7151.72 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8246.03 Day 42 No 315.47 91-180 Days E-2-Q 8669.70 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32474.69 Day 42 Yes 1055.77 <7 Days IG-1-Q 37462.18 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17760.61 Day 42 Yes 1648.25 7-30 Days IG-2-Q 15526.11 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8305.55 Day 42 Yes 199.36 <7 Days C-1 8576.69 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30668.90 Day 42 No 2233.30 <7 Days CB-4 36210.03 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16362.30 Day 42 Yes 376.96 7-30 Days E-10 13359.68 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7351.25 Day 42 No 71.56 31-90 Days E-3 8203.00 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28812.62 Day 42 Yes 28.97 <7 Days E-4 32721.58 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42781.11 Day 42 Yes 1735.40 7-30 Days E-5 35608.36 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34172.66 Day 42 Yes 1134.22 <7 Days E-6 31985.02 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6937.44 Day 42 Yes 201.37 7-30 Days E-7 7156.38 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4489.85 Day 42 No 390.66 7-30 Days E-8 4614.24 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8892.66 Day 42 Yes 608.13 91-180 Days E-9 7266.26 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18450.76 Day 42 No 1321.23 31-90 Days G-4 20864.41 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18650.16 Day 42 Yes 1290.62 7-30 Days IG-3 20955.37 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42940.03 Day 42 No 67.87 31-90 Days IG-4 36700.61 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3517.16 Day 42 Yes 113.22 7-30 Days IG-5 3140.96 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34056.91 Day 42 No 804.25 91-180 Days IG-6 30831.21 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13216.51 Day 42 Yes 55.08 <7 Days IG-7 14304.07 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24398.75 Day 42 No 326.77 31-90 Days IG-8 22929.03 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18363.31 Day 42 No 141.91 <7 Days L-1 20665.99 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36640.54 Day 42 No 1336.00 7-30 Days L-10 31571.17 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30199.89 Day 42 Yes 422.29 31-90 Days L-11 31328.24 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12289.24 Day 42 No 1102.56 7-30 Days L-2 13479.87 Full No Treasury