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 42856.84 Day 43 No 3654.20 7-30 Days A-5-Q 38872.58 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38475.80 Day 43 No 3830.98 <7 Days CB-1-Q 41369.88 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18878.11 Day 43 Yes 168.18 7-30 Days CB-2-Q 16884.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43634.17 Day 43 Yes 2154.66 <7 Days S-1-Q 44290.61 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21.07 Day 43 No 0.92 <7 Days S-2-Q 20.31 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21876.27 Day 43 No 2010.70 7-30 Days S-3-Q 22930.43 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42675.06 Day 43 Yes 2710.60 31-90 Days S-4-Q 49489.32 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8083.45 Day 43 Yes 30.63 91-180 Days CB-3-Q 8589.32 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16748.84 Day 43 No 946.47 31-90 Days G-1-Q 18414.56 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29830.90 Day 43 Yes 2508.76 <7 Days G-2-Q 27726.26 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30715.92 Day 43 No 2783.09 31-90 Days G-3-Q 29261.75 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19342.33 Day 43 Yes 1384.57 31-90 Days S-5-Q 21769.82 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25371.65 Day 43 No 1622.93 91-180 Days S-6-Q 21511.93 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1454.93 Day 43 Yes 89.41 <7 Days S-7-Q 1693.56 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35588.59 Day 43 Yes 1409.38 91-180 Days E-1-Q 35239.36 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9712.03 Day 43 No 551.63 <7 Days E-2-Q 11052.70 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20158.99 Day 43 Yes 624.58 <7 Days IG-1-Q 18343.46 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42467.68 Day 43 Yes 3326.88 91-180 Days IG-2-Q 39345.59 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25766.25 Day 43 Yes 1035.50 7-30 Days C-1 26086.30 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39519.63 Day 43 No 1801.02 91-180 Days CB-4 41773.16 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15764.91 Day 43 No 959.82 <7 Days E-10 16070.22 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12903.25 Day 43 No 1120.19 31-90 Days E-3 12278.81 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7898.99 Day 43 No 95.65 31-90 Days E-4 8422.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7071.06 Day 43 Yes 692.80 31-90 Days E-5 6129.89 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6396.32 Day 43 Yes 33.44 <7 Days E-6 5658.28 Full Yes Liberty Capital Markets Inc. Trading