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 33001.92 Day 29 No 1511.20 <7 Days LC-1 37970.56 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30972.21 Day 29 No 427.24 7-30 Days LC-2 36646.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31460.33 Day 29 No 2077.25 31-90 Days N-1 31339.49 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26193.45 Day 29 Yes 931.57 31-90 Days N-2 27430.02 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36038.67 Day 29 No 3032.54 7-30 Days N-3 42501.16 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37621.51 Day 29 Yes 3238.55 31-90 Days N-4 38267.64 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22868.23 Day 29 No 2008.46 <7 Days N-5 27035.52 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19217.57 Day 29 Yes 1650.71 31-90 Days N-6 21370.46 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20515.09 Day 29 Yes 49.05 31-90 Days N-7 19327.04 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23119.57 Day 29 No 1377.40 <7 Days P-1 27385.50 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14248.81 Day 29 Yes 52.98 31-90 Days P-2 16747.50 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10699.39 Day 29 Yes 161.15 7-30 Days S-8 11251.06 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40263.75 Day 29 No 1393.58 7-30 Days Y-1 35873.54 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20068.65 Day 29 No 1768.67 <7 Days Y-2 23867.75 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11214.03 Day 29 No 17.10 7-30 Days Y-3 13427.76 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11496.79 Day 29 No 166.95 <7 Days Y-4 9464.77 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38799.44 Day 29 Yes 568.44 <7 Days Z-1 42786.82 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40101.20 Day 29 No 1475.60 91-180 Days A-2 32717.04 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26182.05 Day 29 Yes 440.70 <7 Days A-3 29329.72 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2893.33 Day 29 Yes 67.87 91-180 Days A-4 2484.30 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1179.69 Day 29 Yes 43.51 91-180 Days A-5 1110.84 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20209.26 Day 29 No 1422.11 91-180 Days CB-1 16415.63 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20397.04 Day 29 No 1364.33 31-90 Days CB-2 24185.18 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37606.34 Day 29 No 3432.65 7-30 Days CB-3 33732.32 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17750.47 Day 29 Yes 434.69 <7 Days E-1 18748.15 None Yes Liberty International Finance Ltd. Capital Markets