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 15342.02 Day 33 Yes 307.31 7-30 Days L-4 14177.47 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22290.99 Day 33 No 1381.24 31-90 Days L-5 20927.26 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32257.19 Day 33 No 262.58 7-30 Days L-6 34391.39 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14960.84 Day 33 No 744.61 <7 Days L-7 12536.70 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29922.53 Day 33 Yes 1493.56 <7 Days L-8 28491.49 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41582.24 Day 33 Yes 2711.85 31-90 Days L-9 36531.92 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33184.50 Day 33 No 1570.67 7-30 Days LC-1 27813.49 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20540.35 Day 33 Yes 1074.87 31-90 Days LC-2 23928.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6584.12 Day 33 Yes 483.03 7-30 Days N-1 5448.93 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7238.39 Day 33 No 693.63 91-180 Days N-2 6085.07 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8693.94 Day 33 No 722.99 <7 Days N-3 8277.82 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43046.13 Day 33 No 2617.84 7-30 Days N-4 36835.56 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 105.66 Day 33 Yes 1.83 7-30 Days N-5 104.66 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14127.06 Day 33 Yes 1403.02 91-180 Days N-6 12446.32 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8348.28 Day 33 Yes 718.40 91-180 Days N-7 9284.51 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12567.41 Day 33 No 822.46 7-30 Days P-1 14330.26 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41159.39 Day 33 No 4029.75 <7 Days P-2 37780.56 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31978.17 Day 33 No 2432.25 <7 Days S-8 37610.36 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34547.15 Day 33 No 482.35 91-180 Days Y-1 30733.05 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5668.27 Day 33 Yes 416.74 7-30 Days Y-2 5602.21 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20638.29 Day 33 No 2023.64 91-180 Days Y-3 16957.11 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 483.66 Day 33 Yes 5.41 7-30 Days Y-4 448.01 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30397.85 Day 33 No 665.53 <7 Days Z-1 31874.53 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3519.96 Day 33 No 141.03 <7 Days A-2 4140.05 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26612.94 Day 33 No 784.88 7-30 Days A-3 29400.55 None Yes Liberty Mortgage Services Corp. Capital Markets