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 14955.36 Day 59 No 384.97 91-180 Days E-8 13164.31 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5314.84 Day 59 Yes 177.15 31-90 Days E-9 5328.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40121.09 Day 59 Yes 3335.11 91-180 Days G-4 46607.43 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18032.77 Day 59 Yes 1078.46 31-90 Days IG-3 17170.37 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11451.19 Day 59 No 947.32 <7 Days IG-4 11326.00 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36669.59 Day 59 Yes 3502.22 <7 Days IG-5 30728.17 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 373.23 Day 59 No 36.84 <7 Days IG-6 400.69 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16042.32 Day 59 No 1400.91 7-30 Days IG-7 13282.73 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10377.91 Day 59 Yes 926.22 <7 Days IG-8 8585.71 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12873.55 Day 59 No 754.39 <7 Days L-1 10308.19 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24806.78 Day 59 Yes 1803.75 <7 Days L-10 28288.80 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5751.08 Day 59 Yes 433.63 7-30 Days L-11 6428.66 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29568.49 Day 59 Yes 864.37 7-30 Days L-2 29204.16 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40532.81 Day 59 No 2569.29 <7 Days L-3 36005.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6535.80 Day 59 No 639.19 7-30 Days L-4 6632.74 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22597.96 Day 59 No 398.74 31-90 Days L-5 21536.63 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43807.76 Day 59 Yes 3091.84 31-90 Days L-6 47762.62 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42706.58 Day 59 No 1933.32 31-90 Days L-7 44156.92 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29670.59 Day 59 No 252.08 <7 Days L-8 24945.83 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25982.20 Day 59 No 2401.21 7-30 Days L-9 26118.11 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40288.61 Day 59 Yes 2366.10 91-180 Days LC-1 36984.20 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43396.76 Day 59 No 1894.88 <7 Days LC-2 48744.66 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43127.40 Day 59 Yes 3381.73 <7 Days N-1 37812.33 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29791.67 Day 59 No 2369.97 91-180 Days N-2 32008.62 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5439.15 Day 59 Yes 383.07 <7 Days N-3 5429.18 Full No Investment Banking