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 33123.72 >= 1 Yr <= 2 Yr Yes 1985.24 <7 Days E-4 29307.93 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18017.31 >= 1 Yr <= 2 Yr Yes 186.46 <7 Days E-5 15341.15 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32321.94 >= 1 Yr <= 2 Yr Yes 184.84 31-90 Days E-6 31125.99 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4928.48 >= 1 Yr <= 2 Yr Yes 131.42 <7 Days E-7 5296.54 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11846.21 >= 1 Yr <= 2 Yr Yes 835.76 <7 Days E-8 13951.76 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38919.30 >= 1 Yr <= 2 Yr No 3616.01 7-30 Days E-9 36521.58 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13733.05 >= 1 Yr <= 2 Yr Yes 829.27 91-180 Days G-4 12371.75 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24966.05 >= 1 Yr <= 2 Yr No 1371.02 91-180 Days IG-3 24801.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25298.16 >= 1 Yr <= 2 Yr No 621.76 31-90 Days IG-4 28017.35 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4155.82 >= 1 Yr <= 2 Yr Yes 192.50 <7 Days IG-5 3978.42 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4001.71 >= 1 Yr <= 2 Yr Yes 95.44 7-30 Days IG-6 3574.38 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35157.81 >= 1 Yr <= 2 Yr Yes 3264.00 31-90 Days IG-7 28951.90 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16021.04 >= 1 Yr <= 2 Yr Yes 845.00 91-180 Days IG-8 13390.16 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8744.65 >= 1 Yr <= 2 Yr Yes 603.06 7-30 Days L-1 7328.20 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37274.06 >= 1 Yr <= 2 Yr Yes 295.23 91-180 Days L-10 34248.62 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16048.30 >= 1 Yr <= 2 Yr Yes 1497.97 <7 Days L-11 18929.49 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8190.23 >= 1 Yr <= 2 Yr Yes 61.15 91-180 Days L-2 9414.62 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35491.38 >= 1 Yr <= 2 Yr No 2857.79 91-180 Days L-3 41434.77 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12484.92 >= 1 Yr <= 2 Yr No 748.56 91-180 Days L-4 13415.75 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34835.07 >= 1 Yr <= 2 Yr No 2375.60 <7 Days L-5 35410.56 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25879.46 >= 1 Yr <= 2 Yr Yes 2446.87 <7 Days L-6 22115.32 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5235.48 >= 1 Yr <= 2 Yr No 224.44 31-90 Days L-7 4597.75 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38458.69 >= 1 Yr <= 2 Yr Yes 1970.52 <7 Days L-8 33705.52 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25588.88 >= 1 Yr <= 2 Yr Yes 851.83 7-30 Days L-9 23690.32 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15118.56 >= 1 Yr <= 2 Yr Yes 520.63 31-90 Days LC-1 14318.58 None No Capital Markets