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 Retail Yes 13211.68 Day 49 Yes 698.75 <7 Days G-1-Q 15678.55 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 5170.85 Day 49 No 397.36 91-180 Days G-2-Q 5870.80 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 39289.02 Day 49 Yes 805.04 <7 Days G-3-Q 37983.77 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 24041.86 Day 49 No 1377.74 <7 Days S-5-Q 28626.65 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6536.80 Day 49 No 371.81 7-30 Days S-6-Q 6060.50 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 22205.18 Day 49 Yes 1070.46 31-90 Days S-7-Q 24320.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 2880.10 Day 49 No 272.28 91-180 Days E-1-Q 3341.73 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 37391.37 Day 49 No 2527.93 31-90 Days E-2-Q 32600.76 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 12730.71 Day 49 No 1062.22 91-180 Days IG-1-Q 11602.44 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15599.02 Day 49 Yes 880.95 7-30 Days IG-2-Q 17415.37 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 4610.85 Day 49 No 229.36 <7 Days C-1 3870.50 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 585.47 Day 49 Yes 34.05 91-180 Days CB-4 621.47 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 26037.68 Day 49 Yes 1040.54 91-180 Days E-10 30095.48 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 34808.08 Day 49 No 2888.39 7-30 Days E-3 33006.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 303.34 Day 49 No 13.58 7-30 Days E-4 335.29 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 39570.57 Day 49 No 2124.37 91-180 Days E-5 44188.13 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14141.90 Day 49 Yes 1175.21 7-30 Days E-6 13448.84 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 40636.40 Day 49 No 1023.66 31-90 Days E-7 46244.54 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15210.30 Day 49 Yes 267.87 7-30 Days E-8 17788.61 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 39461.24 Day 49 Yes 3890.73 31-90 Days E-9 41087.68 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 31644.43 Day 49 Yes 1047.17 7-30 Days G-4 29936.65 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 16986.24 Day 49 No 1554.11 31-90 Days IG-3 17216.31 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 29215.59 Day 49 No 1375.68 <7 Days IG-4 25380.84 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 35476.68 Day 49 Yes 776.16 7-30 Days IG-5 35470.62 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 22037.76 Day 49 No 783.46 7-30 Days IG-6 18083.32 Partial Yes Liberty Mortgage Services Corp. Trading