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 23486.40 >3 Yr <= 4 Yr Yes 670.53 7-30 Days CB-4 24911.85 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38032.48 >3 Yr <= 4 Yr No 1912.94 91-180 Days E-10 43019.23 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4553.02 >3 Yr <= 4 Yr No 302.86 <7 Days E-3 4951.37 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 78.63 >3 Yr <= 4 Yr Yes 2.18 7-30 Days E-4 63.20 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33030.24 >3 Yr <= 4 Yr Yes 417.54 91-180 Days E-5 30254.31 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25263.30 >3 Yr <= 4 Yr Yes 738.23 7-30 Days E-6 25414.51 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19809.30 >3 Yr <= 4 Yr No 480.77 <7 Days E-7 18509.90 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15183.65 >3 Yr <= 4 Yr No 547.64 7-30 Days E-8 16833.70 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1588.43 >3 Yr <= 4 Yr No 119.14 <7 Days E-9 1895.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10221.96 >3 Yr <= 4 Yr No 256.01 91-180 Days G-4 10875.86 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2401.40 >3 Yr <= 4 Yr No 48.22 31-90 Days IG-3 2479.25 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34053.74 >3 Yr <= 4 Yr Yes 2535.58 7-30 Days IG-4 29249.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26884.60 >3 Yr <= 4 Yr No 2560.97 31-90 Days IG-5 26827.57 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30035.00 >3 Yr <= 4 Yr No 1466.55 <7 Days IG-6 28751.13 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20113.65 >3 Yr <= 4 Yr No 737.70 31-90 Days IG-7 23257.95 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29848.12 >3 Yr <= 4 Yr Yes 1883.53 7-30 Days IG-8 34676.43 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11482.61 >3 Yr <= 4 Yr Yes 6.39 7-30 Days L-1 12780.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2120.08 >3 Yr <= 4 Yr No 140.64 91-180 Days L-10 1739.44 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20581.78 >3 Yr <= 4 Yr No 1370.75 31-90 Days L-11 18552.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34277.73 >3 Yr <= 4 Yr No 2155.61 91-180 Days L-2 27560.77 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32260.48 >3 Yr <= 4 Yr No 1359.90 31-90 Days L-3 26750.20 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22050.04 >3 Yr <= 4 Yr Yes 181.46 91-180 Days L-4 24455.00 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8217.47 >3 Yr <= 4 Yr Yes 300.38 7-30 Days L-5 6936.44 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2088.41 >3 Yr <= 4 Yr No 79.67 91-180 Days L-6 2466.96 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37699.16 >3 Yr <= 4 Yr Yes 679.70 31-90 Days L-7 32531.80 Full No Treasury