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 7907.50 151 - 179 Days Yes 161.16 31-90 Days A-3 6436.58 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13723.97 151 - 179 Days Yes 1334.52 31-90 Days A-4 13571.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27747.71 151 - 179 Days Yes 1758.48 91-180 Days A-5 32470.67 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9577.17 151 - 179 Days Yes 526.25 91-180 Days CB-1 8325.77 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41636.36 151 - 179 Days No 2295.69 91-180 Days CB-2 47399.00 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33053.33 151 - 179 Days No 3105.09 91-180 Days CB-3 35718.04 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5068.70 151 - 179 Days No 307.61 <7 Days E-1 6071.85 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28511.40 151 - 179 Days Yes 634.08 <7 Days E-2 33470.34 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5133.37 151 - 179 Days Yes 274.77 31-90 Days G-1 5272.78 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34236.64 151 - 179 Days Yes 3348.62 31-90 Days G-2 35154.88 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38326.93 151 - 179 Days Yes 2364.63 31-90 Days G-3 35417.65 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22344.38 151 - 179 Days Yes 450.71 7-30 Days IG-1 26459.92 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15243.54 151 - 179 Days No 310.03 <7 Days IG-2 16976.71 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18925.62 151 - 179 Days Yes 1180.40 91-180 Days S-1 21506.80 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29057.65 151 - 179 Days Yes 890.57 <7 Days S-2 26480.88 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12011.68 151 - 179 Days Yes 1097.03 7-30 Days S-3 14140.99 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13583.32 151 - 179 Days No 575.46 <7 Days S-4 15292.89 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6702.17 151 - 179 Days No 157.80 31-90 Days S-5 5605.96 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13489.83 151 - 179 Days Yes 195.55 <7 Days S-6 11109.64 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19403.32 151 - 179 Days No 1166.72 31-90 Days S-7 16025.73 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22904.70 180 - 270 Days Yes 1256.25 7-30 Days A-0-Q 20968.92 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4192.61 180 - 270 Days Yes 43.37 31-90 Days A-1-Q 4749.24 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22609.47 180 - 270 Days Yes 2129.44 31-90 Days A-2-Q 24737.15 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13498.14 180 - 270 Days No 506.58 31-90 Days A-3-Q 15024.45 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20404.29 180 - 270 Days Yes 1932.64 7-30 Days A-4-Q 23183.17 Full No Capital Markets