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 35344.00 151 - 179 Days Yes 28.51 <7 Days E-1-Q 34007.95 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10656.75 151 - 179 Days Yes 871.12 91-180 Days E-2-Q 10915.62 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22060.22 151 - 179 Days Yes 2067.88 91-180 Days IG-1-Q 18322.70 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17558.47 151 - 179 Days Yes 852.48 31-90 Days IG-2-Q 20385.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14080.50 151 - 179 Days No 1252.41 <7 Days C-1 14156.50 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35585.42 151 - 179 Days Yes 3162.46 31-90 Days CB-4 42017.56 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30614.76 151 - 179 Days No 1370.52 91-180 Days E-10 32872.39 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12892.90 151 - 179 Days Yes 1120.77 7-30 Days E-3 12404.50 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27903.35 151 - 179 Days Yes 617.38 7-30 Days E-4 30751.07 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43680.01 151 - 179 Days No 3435.98 <7 Days E-5 35169.60 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13245.49 151 - 179 Days Yes 487.38 7-30 Days E-6 15489.34 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18813.58 151 - 179 Days No 1330.51 91-180 Days E-7 18274.50 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4112.32 151 - 179 Days No 207.17 31-90 Days E-8 4645.02 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21552.94 151 - 179 Days Yes 48.96 7-30 Days E-9 24248.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18964.06 151 - 179 Days Yes 1092.75 <7 Days G-4 15596.47 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36234.23 151 - 179 Days No 1042.51 7-30 Days IG-3 42903.21 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12427.67 151 - 179 Days Yes 637.94 <7 Days IG-4 14735.73 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30545.53 151 - 179 Days Yes 2247.05 7-30 Days IG-5 25940.43 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16093.13 151 - 179 Days Yes 777.68 31-90 Days IG-6 15094.01 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10771.25 151 - 179 Days Yes 795.84 91-180 Days IG-7 8655.94 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25386.28 151 - 179 Days Yes 173.23 31-90 Days IG-8 29810.98 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16017.38 151 - 179 Days No 78.10 <7 Days L-1 18506.68 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42453.61 151 - 179 Days No 2298.57 31-90 Days L-10 38159.35 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14680.24 151 - 179 Days No 458.06 <7 Days L-11 13607.76 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11123.60 151 - 179 Days Yes 463.33 31-90 Days L-2 11221.30 Partial No Capital Markets