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 11979.05 121 - 150 Days No 297.84 7-30 Days N-6 10263.59 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29448.74 121 - 150 Days No 2141.69 7-30 Days N-7 28955.76 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36894.32 121 - 150 Days No 1225.36 31-90 Days P-1 35138.50 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10455.04 121 - 150 Days No 94.98 <7 Days P-2 10856.06 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32603.26 121 - 150 Days No 3059.37 31-90 Days S-8 36629.75 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22407.05 121 - 150 Days No 1814.82 91-180 Days Y-1 19584.74 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41298.85 121 - 150 Days Yes 2509.52 <7 Days Y-2 40685.39 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27360.30 121 - 150 Days Yes 2164.92 7-30 Days Y-3 30216.23 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31228.28 121 - 150 Days Yes 943.35 31-90 Days Y-4 34929.71 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19550.91 121 - 150 Days No 493.34 7-30 Days Z-1 18520.77 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 193.60 121 - 150 Days Yes 9.91 7-30 Days A-2 163.22 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16243.85 121 - 150 Days Yes 61.74 31-90 Days A-3 17262.24 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5296.25 121 - 150 Days No 489.42 <7 Days A-4 6108.02 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20424.68 121 - 150 Days No 1598.78 <7 Days A-5 18114.08 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33522.92 121 - 150 Days Yes 2286.58 31-90 Days CB-1 39573.18 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22881.03 121 - 150 Days No 1370.62 91-180 Days CB-2 20188.35 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10242.60 121 - 150 Days Yes 171.73 <7 Days CB-3 11257.30 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36393.88 121 - 150 Days Yes 700.74 31-90 Days E-1 41184.79 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38754.40 121 - 150 Days No 2552.49 91-180 Days E-2 36464.19 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22732.20 121 - 150 Days Yes 599.38 91-180 Days G-1 23947.96 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5426.26 121 - 150 Days No 80.84 31-90 Days G-2 5385.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2913.40 121 - 150 Days Yes 284.60 <7 Days G-3 3170.84 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20704.54 121 - 150 Days No 1024.18 31-90 Days IG-1 17502.87 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7674.64 121 - 150 Days Yes 34.73 7-30 Days IG-2 7513.66 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8906.53 121 - 150 Days Yes 148.69 31-90 Days S-1 8660.26 Full Yes Liberty Wealth Management LLC Trading