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 11295.97 Day 29 Yes 68.09 91-180 Days A-1-Q 12526.71 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2699.48 Day 29 No 169.05 31-90 Days A-2-Q 2958.21 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31822.44 Day 29 No 591.68 31-90 Days A-3-Q 26705.27 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20456.25 Day 29 Yes 1365.10 31-90 Days A-4-Q 16386.30 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32547.22 Day 29 No 1276.36 <7 Days A-5-Q 35521.82 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43958.12 Day 29 Yes 4374.60 7-30 Days CB-1-Q 41326.05 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16990.59 Day 29 No 218.24 91-180 Days CB-2-Q 13672.52 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30699.65 Day 29 No 2400.14 7-30 Days S-1-Q 30705.08 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2640.68 Day 29 Yes 203.87 91-180 Days S-2-Q 2328.84 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2015.37 Day 29 Yes 54.66 7-30 Days S-3-Q 1770.11 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20503.50 Day 29 Yes 337.72 7-30 Days S-4-Q 23108.73 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27619.78 Day 29 Yes 1104.01 31-90 Days CB-3-Q 27773.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26386.55 Day 29 Yes 2127.47 91-180 Days G-1-Q 30629.34 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20306.67 Day 29 No 1436.27 <7 Days G-2-Q 19164.68 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10897.86 Day 29 Yes 51.45 91-180 Days G-3-Q 9525.48 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38418.29 Day 29 Yes 210.19 7-30 Days S-5-Q 33344.98 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25963.72 Day 29 Yes 2443.97 31-90 Days S-6-Q 24759.37 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22773.53 Day 29 Yes 2013.99 31-90 Days S-7-Q 24915.96 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21720.40 Day 29 No 62.42 31-90 Days E-1-Q 25481.73 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11507.98 Day 29 No 251.35 31-90 Days E-2-Q 12102.46 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16865.98 Day 29 No 245.89 31-90 Days IG-1-Q 16367.27 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10560.67 Day 29 No 208.57 7-30 Days IG-2-Q 8793.03 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20245.98 Day 29 Yes 1354.10 <7 Days C-1 18420.52 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9760.73 Day 29 No 800.48 7-30 Days CB-4 10634.60 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36622.41 Day 29 No 2886.15 7-30 Days E-10 41505.49 Partial Yes Liberty International Finance Ltd. Treasury