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 35613.17 Day 38 No 2473.05 7-30 Days A-0-Q 34879.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8558.21 Day 38 No 196.14 <7 Days A-1-Q 7490.77 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36648.35 Day 38 Yes 3123.85 91-180 Days A-2-Q 43905.50 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24990.29 Day 38 No 593.50 91-180 Days A-3-Q 22347.11 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31831.96 Day 38 Yes 2030.96 31-90 Days A-4-Q 29343.08 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32506.88 Day 38 Yes 609.93 7-30 Days A-5-Q 38694.15 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29381.17 Day 38 Yes 2685.19 <7 Days CB-1-Q 24304.35 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20198.25 Day 38 Yes 653.62 7-30 Days CB-2-Q 22223.28 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18184.17 Day 38 Yes 1167.88 7-30 Days S-1-Q 18998.04 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36938.35 Day 38 Yes 3042.89 31-90 Days S-2-Q 29738.26 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8994.89 Day 38 Yes 365.41 91-180 Days S-3-Q 9183.51 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1015.24 Day 38 Yes 92.72 31-90 Days S-4-Q 1138.30 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20742.02 Day 38 No 212.08 91-180 Days CB-3-Q 17596.63 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 850.54 Day 38 No 23.13 <7 Days G-1-Q 1010.26 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23119.47 Day 38 No 308.92 7-30 Days G-2-Q 22450.99 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36728.14 Day 38 Yes 261.00 <7 Days G-3-Q 36566.21 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11920.42 Day 38 No 597.42 7-30 Days S-5-Q 11564.14 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10592.73 Day 38 Yes 473.43 91-180 Days S-6-Q 10987.15 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17150.25 Day 38 Yes 1315.41 31-90 Days S-7-Q 19661.49 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3393.96 Day 38 No 155.16 7-30 Days E-1-Q 4009.63 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32185.59 Day 38 Yes 1718.70 91-180 Days E-2-Q 37559.93 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24846.48 Day 38 No 11.47 31-90 Days IG-1-Q 21200.21 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42911.49 Day 38 Yes 3905.15 7-30 Days IG-2-Q 42944.80 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25288.84 Day 38 Yes 2515.62 <7 Days C-1 23588.62 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38683.62 Day 38 Yes 1918.08 <7 Days CB-4 36177.06 None No Investment Banking