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 7084.24 Day 56 No 131.04 91-180 Days C-1 7595.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1263.34 Day 56 Yes 55.60 7-30 Days CB-4 1073.19 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39416.42 Day 56 Yes 3239.13 91-180 Days E-10 38291.46 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8348.73 Day 56 No 139.99 91-180 Days E-3 9485.35 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2446.98 Day 56 Yes 91.49 91-180 Days E-4 2787.39 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2503.03 Day 56 Yes 225.61 91-180 Days E-5 2611.69 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 685.75 Day 56 Yes 58.54 91-180 Days E-6 797.69 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41135.64 Day 56 Yes 292.23 <7 Days E-7 35792.60 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6496.07 Day 56 Yes 303.34 91-180 Days E-8 6505.83 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18350.30 Day 56 Yes 1175.98 <7 Days E-9 21497.26 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8397.02 Day 56 No 242.55 <7 Days G-4 8077.90 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37390.37 Day 56 No 695.77 <7 Days IG-3 32482.23 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3666.96 Day 56 No 251.18 31-90 Days IG-4 4076.06 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11768.36 Day 56 No 672.25 <7 Days IG-5 10898.77 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41769.52 Day 56 No 4123.40 7-30 Days IG-6 39094.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35825.67 Day 56 No 2686.92 <7 Days IG-7 37600.79 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25962.19 Day 56 No 879.53 7-30 Days IG-8 22634.28 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38574.56 Day 56 Yes 711.31 91-180 Days L-1 35096.35 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43712.68 Day 56 No 2637.95 91-180 Days L-10 52407.16 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 419.13 Day 56 No 31.86 31-90 Days L-11 357.85 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8778.28 Day 56 No 116.53 7-30 Days L-2 8213.60 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38725.37 Day 56 Yes 3163.87 91-180 Days L-3 44603.22 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40885.30 Day 56 Yes 444.17 7-30 Days L-4 37924.98 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29383.49 Day 56 Yes 2920.47 91-180 Days L-5 30936.66 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5877.18 Day 56 Yes 151.62 <7 Days L-6 5910.23 Partial Yes Liberty Wealth Management LLC Capital Markets