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 33200.89 Day 45 No 1287.28 7-30 Days LC-2 38266.76 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13955.03 Day 45 Yes 77.70 31-90 Days N-1 15596.53 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21608.65 Day 45 Yes 885.99 7-30 Days N-2 23313.17 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7519.15 Day 45 No 413.36 91-180 Days N-3 6638.84 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31612.24 Day 45 No 2026.34 <7 Days N-4 31680.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28160.96 Day 45 No 2261.30 7-30 Days N-5 23696.26 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37668.22 Day 45 Yes 1781.57 91-180 Days N-6 31964.01 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37436.08 Day 45 Yes 2322.71 91-180 Days N-7 35822.23 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31255.81 Day 45 No 1131.68 31-90 Days P-1 30131.26 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32473.10 Day 45 No 211.85 7-30 Days P-2 32193.62 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29753.64 Day 45 No 2420.60 <7 Days S-8 27634.75 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11318.80 Day 45 Yes 51.14 <7 Days Y-1 12224.54 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22322.98 Day 45 No 1739.48 91-180 Days Y-2 18571.49 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14119.35 Day 45 No 895.87 7-30 Days Y-3 14846.88 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23622.53 Day 45 Yes 112.90 31-90 Days Y-4 20945.36 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27803.17 Day 45 No 2550.37 <7 Days Z-1 27164.41 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38887.18 Day 45 Yes 2004.74 31-90 Days A-2 38788.05 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26679.66 Day 45 No 1732.52 <7 Days A-3 22203.76 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43608.07 Day 45 No 2144.26 91-180 Days A-4 39470.26 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10560.63 Day 45 No 874.02 31-90 Days A-5 12650.54 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15598.06 Day 45 Yes 681.50 7-30 Days CB-1 14136.34 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19742.18 Day 45 No 1752.59 7-30 Days CB-2 19823.07 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11692.89 Day 45 No 830.71 7-30 Days CB-3 12748.40 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1898.11 Day 45 Yes 23.97 7-30 Days E-1 1648.86 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3333.76 Day 45 No 234.21 31-90 Days E-2 3877.69 Full Yes Liberty Capital Markets Inc. Trading