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 6726.79 Day 34 Yes 402.41 <7 Days IG-2 8049.11 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9413.58 Day 34 No 874.32 91-180 Days S-1 8229.92 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10550.77 Day 34 No 1006.96 <7 Days S-2 8888.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13606.27 Day 34 Yes 1106.18 31-90 Days S-3 12824.51 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42682.21 Day 34 No 2340.42 31-90 Days S-4 42148.86 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4106.74 Day 34 No 376.40 <7 Days S-5 4250.18 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32743.58 Day 34 Yes 809.24 31-90 Days S-6 36493.72 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12337.57 Day 34 Yes 406.98 91-180 Days S-7 13303.86 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2173.11 Day 35 No 111.13 <7 Days A-0-Q 1780.88 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2864.66 Day 35 Yes 192.56 7-30 Days A-1-Q 2531.57 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30773.57 Day 35 No 446.22 91-180 Days A-2-Q 35075.89 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11771.12 Day 35 No 104.16 31-90 Days A-3-Q 13159.68 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25877.76 Day 35 Yes 632.40 <7 Days A-4-Q 25937.41 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21947.72 Day 35 Yes 1055.73 31-90 Days A-5-Q 24619.50 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16594.86 Day 35 Yes 474.04 31-90 Days CB-1-Q 14868.96 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18896.05 Day 35 No 1243.05 91-180 Days CB-2-Q 18357.13 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36319.32 Day 35 No 3460.27 7-30 Days S-1-Q 38856.17 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26426.71 Day 35 No 2375.01 31-90 Days S-2-Q 28051.82 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19606.69 Day 35 Yes 1939.97 7-30 Days S-3-Q 19533.91 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19635.54 Day 35 Yes 1107.87 <7 Days S-4-Q 18012.45 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19398.69 Day 35 Yes 1328.10 31-90 Days CB-3-Q 16854.24 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3072.20 Day 35 No 28.69 91-180 Days G-1-Q 2501.88 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43718.35 Day 35 No 2756.05 7-30 Days G-2-Q 39196.26 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1713.02 Day 35 Yes 128.08 91-180 Days G-3-Q 1560.04 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2010.72 Day 35 No 133.60 91-180 Days S-5-Q 1620.27 None Yes Liberty Wealth Management LLC Wholesale Lending