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 31364.13 Day 48 No 2460.63 <7 Days P-1 35158.59 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13684.31 Day 48 No 638.27 <7 Days P-2 13083.42 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8083.36 Day 48 Yes 173.87 31-90 Days S-8 7322.02 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32408.59 Day 48 Yes 703.69 <7 Days Y-1 27511.44 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9172.02 Day 48 Yes 57.28 7-30 Days Y-2 10818.51 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21390.46 Day 48 Yes 1938.88 7-30 Days Y-3 21424.02 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32138.60 Day 48 Yes 2244.76 7-30 Days Y-4 36477.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38880.89 Day 48 Yes 816.85 91-180 Days Z-1 33597.02 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12551.48 Day 48 No 482.46 31-90 Days A-2 11995.70 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43546.38 Day 48 No 3015.70 7-30 Days A-3 48530.88 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 44072.34 Day 48 Yes 407.83 <7 Days A-4 46212.63 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40746.75 Day 48 Yes 2637.40 7-30 Days A-5 36986.53 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24492.12 Day 48 Yes 242.11 31-90 Days CB-1 26334.58 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7107.41 Day 48 Yes 476.49 31-90 Days CB-2 8282.40 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35784.19 Day 48 No 1145.11 91-180 Days CB-3 38911.63 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9148.16 Day 48 No 308.54 <7 Days E-1 7429.23 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27374.77 Day 48 Yes 2619.11 <7 Days E-2 29437.23 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42881.18 Day 48 Yes 2951.47 91-180 Days G-1 41250.64 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6256.88 Day 48 Yes 374.35 7-30 Days G-2 5593.05 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41326.82 Day 48 No 274.50 <7 Days G-3 42675.46 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14098.39 Day 48 Yes 439.60 31-90 Days IG-1 15311.06 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17390.00 Day 48 Yes 1524.35 91-180 Days IG-2 15868.65 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32278.29 Day 48 Yes 1321.16 <7 Days S-1 27376.44 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26435.85 Day 48 No 1443.43 91-180 Days S-2 21211.62 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7968.51 Day 48 Yes 166.37 91-180 Days S-3 9477.15 Full Yes Liberty Mortgage Services Corp. Treasury