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 36290.75 Day 37 Yes 3038.34 <7 Days Y-2 42332.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32405.43 Day 37 Yes 3231.61 31-90 Days Y-3 27579.45 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7095.86 Day 37 Yes 469.82 <7 Days Y-4 7324.58 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2232.33 Day 37 No 25.63 <7 Days Z-1 2406.57 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29325.39 Day 37 No 1812.52 7-30 Days A-2 34570.71 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31229.06 Day 37 Yes 2082.24 91-180 Days A-3 27819.42 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9917.15 Day 37 Yes 56.80 7-30 Days A-4 9945.06 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12881.32 Day 37 Yes 245.89 91-180 Days A-5 11839.59 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1016.83 Day 37 No 96.76 91-180 Days CB-1 1116.35 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9232.73 Day 37 No 643.64 <7 Days CB-2 11059.29 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6781.49 Day 37 Yes 528.19 7-30 Days CB-3 6993.61 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7926.57 Day 37 No 94.21 31-90 Days E-1 7527.28 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33810.84 Day 37 Yes 1230.13 91-180 Days E-2 34314.65 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30280.15 Day 37 No 290.02 7-30 Days G-1 33753.47 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42171.24 Day 37 No 1559.72 <7 Days G-2 36981.11 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7862.76 Day 37 No 620.25 7-30 Days G-3 7530.24 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10147.56 Day 37 No 913.07 7-30 Days IG-1 9356.04 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9997.59 Day 37 Yes 718.32 <7 Days IG-2 10272.15 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7298.35 Day 37 Yes 631.57 <7 Days S-1 6785.05 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39511.82 Day 37 No 2381.90 31-90 Days S-2 41981.34 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20472.22 Day 37 Yes 518.90 7-30 Days S-3 19119.51 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25478.34 Day 37 Yes 543.06 91-180 Days S-4 28851.79 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11079.19 Day 37 No 214.07 7-30 Days S-5 12962.56 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21097.84 Day 37 No 259.09 7-30 Days S-6 21461.87 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33283.24 Day 37 No 2395.67 31-90 Days S-7 35606.00 Partial Yes Liberty Capital Markets Inc. Trading