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 42348.99 Day 50 Yes 1428.47 <7 Days N-5 43569.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13246.29 Day 50 Yes 480.15 31-90 Days N-6 12003.65 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35127.31 Day 50 Yes 958.14 <7 Days N-7 40778.98 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7179.27 Day 50 Yes 598.86 31-90 Days P-1 8468.89 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5359.22 Day 50 Yes 386.63 91-180 Days P-2 4919.07 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39831.28 Day 50 Yes 1429.07 7-30 Days S-8 36812.55 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22881.83 Day 50 No 1693.10 <7 Days Y-1 21001.62 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20598.66 Day 50 No 1116.57 7-30 Days Y-2 18263.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1704.91 Day 50 Yes 151.64 91-180 Days Y-3 1807.97 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16550.35 Day 50 Yes 662.63 7-30 Days Y-4 17319.69 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20065.41 Day 50 Yes 1529.27 91-180 Days Z-1 16349.39 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37663.98 Day 50 Yes 3359.34 91-180 Days A-2 36205.75 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7169.31 Day 50 Yes 689.58 91-180 Days A-3 7371.91 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11010.77 Day 50 Yes 804.50 91-180 Days A-4 10187.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28730.61 Day 50 No 1168.74 91-180 Days A-5 30926.32 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38755.81 Day 50 No 3594.89 <7 Days CB-1 44153.81 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40883.35 Day 50 No 883.89 <7 Days CB-2 33840.71 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17937.81 Day 50 No 282.29 31-90 Days CB-3 17456.51 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40441.04 Day 50 No 297.27 7-30 Days E-1 41738.46 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27070.83 Day 50 No 2185.34 7-30 Days E-2 29257.70 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30945.56 Day 50 No 2.39 7-30 Days G-1 27919.96 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28269.72 Day 50 No 847.91 91-180 Days G-2 27125.49 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4475.65 Day 50 Yes 105.66 7-30 Days G-3 5198.88 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22309.50 Day 50 No 962.41 31-90 Days IG-1 23851.67 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28836.54 Day 50 No 398.01 <7 Days IG-2 31384.63 None Yes Liberty Wealth Management LLC Capital Markets