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 39978.73 >5 Yr Yes 1067.21 <7 Days L-5 46636.99 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18594.66 >5 Yr Yes 1142.56 91-180 Days L-6 18541.98 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9609.83 >5 Yr No 827.78 7-30 Days L-7 10930.36 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38513.31 >5 Yr Yes 3736.53 <7 Days L-8 40336.00 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7377.46 >5 Yr No 662.97 7-30 Days L-9 8439.01 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2032.19 >5 Yr Yes 199.44 91-180 Days LC-1 2180.78 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43831.01 >5 Yr Yes 1594.72 91-180 Days LC-2 40072.46 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43590.68 >5 Yr No 1993.55 91-180 Days N-1 46410.79 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20648.11 >5 Yr No 1880.40 7-30 Days N-2 22625.02 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39526.53 >5 Yr No 3297.49 91-180 Days N-3 44050.60 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42564.37 >5 Yr Yes 4067.00 7-30 Days N-4 42412.22 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39869.48 >5 Yr Yes 3302.05 <7 Days N-5 46033.42 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8630.33 >5 Yr No 196.50 <7 Days N-6 8123.94 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10515.59 >5 Yr Yes 696.10 31-90 Days N-7 12508.24 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42329.22 >5 Yr Yes 3999.46 <7 Days P-1 34515.59 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 838.19 >5 Yr Yes 72.01 31-90 Days P-2 773.34 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13075.96 >5 Yr Yes 182.57 7-30 Days S-8 15232.99 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24549.32 >5 Yr Yes 1796.07 7-30 Days Y-1 25667.65 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30792.20 >5 Yr Yes 696.58 91-180 Days Y-2 35690.18 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10510.89 >5 Yr Yes 661.55 31-90 Days Y-3 11196.41 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33690.15 >5 Yr No 833.95 <7 Days Y-4 37448.81 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4828.90 >5 Yr No 307.83 91-180 Days Z-1 5075.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28370.52 >5 Yr Yes 447.60 91-180 Days A-2 32873.56 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14684.93 >5 Yr No 1290.88 7-30 Days A-3 12977.01 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33014.64 >5 Yr Yes 1545.90 31-90 Days A-4 27804.36 Full Yes Liberty Wealth Management LLC Investment Banking