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 13524.13 Day 40 Yes 1255.36 <7 Days IG-2-Q 15570.76 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31836.37 Day 40 Yes 1112.46 31-90 Days C-1 33012.95 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32025.83 Day 40 Yes 1996.25 31-90 Days CB-4 36352.32 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25464.63 Day 40 Yes 1770.42 31-90 Days E-10 21856.54 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43350.40 Day 40 Yes 1939.81 31-90 Days E-3 49452.66 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41622.47 Day 40 Yes 2352.71 <7 Days E-4 46586.55 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15065.12 Day 40 Yes 1083.36 91-180 Days E-5 14371.29 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29251.83 Day 40 Yes 2367.23 <7 Days E-6 34997.66 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20403.82 Day 40 No 1414.62 7-30 Days E-7 20447.73 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10007.89 Day 40 No 10.04 91-180 Days E-8 11109.15 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12794.90 Day 40 Yes 617.77 <7 Days E-9 11019.55 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18867.94 Day 40 No 1065.48 31-90 Days G-4 17389.78 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1655.60 Day 40 Yes 92.15 31-90 Days IG-3 1851.06 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27173.59 Day 40 Yes 2222.24 7-30 Days IG-4 25876.09 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10330.60 Day 40 Yes 724.02 <7 Days IG-5 9212.57 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36489.71 Day 40 Yes 1234.99 <7 Days IG-6 41498.37 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19820.47 Day 40 Yes 1811.59 7-30 Days IG-7 23654.62 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14605.20 Day 40 Yes 878.26 91-180 Days IG-8 17057.09 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11302.55 Day 40 No 1083.59 91-180 Days L-1 11251.73 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35131.53 Day 40 Yes 2192.33 7-30 Days L-10 37734.82 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 375.48 Day 40 No 2.11 31-90 Days L-11 342.11 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39876.85 Day 40 No 2544.42 31-90 Days L-2 47695.06 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25095.54 Day 40 No 213.19 <7 Days L-3 29457.86 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8389.73 Day 40 No 606.50 7-30 Days L-4 6822.17 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2259.21 Day 40 No 160.71 7-30 Days L-5 2549.29 None No Treasury