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 No 6041.33 Day 56 Yes 207.24 91-180 Days Y-3 4917.39 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 5772.07 Day 56 No 285.72 91-180 Days Y-4 5105.97 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 24887.22 Day 56 No 154.98 7-30 Days Z-1 25903.75 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 9439.88 Day 56 No 901.77 91-180 Days A-2 9615.13 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 38022.23 Day 56 Yes 1591.60 <7 Days A-3 38888.09 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 18812.89 Day 56 Yes 269.69 91-180 Days A-4 18954.33 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 31419.01 Day 56 No 1873.61 <7 Days A-5 34453.19 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 23529.18 Day 56 No 1875.07 91-180 Days CB-1 24149.90 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 14019.52 Day 56 No 1301.70 7-30 Days CB-2 13232.15 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 19895.53 Day 56 No 1945.13 7-30 Days CB-3 20521.60 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 9986.87 Day 56 No 341.47 7-30 Days E-1 11188.64 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 36868.08 Day 56 No 3542.63 31-90 Days E-2 39882.78 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 892.78 Day 56 No 51.59 7-30 Days G-1 851.05 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 26813.47 Day 56 No 505.62 91-180 Days G-2 23228.60 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 42782.15 Day 56 No 1013.27 7-30 Days G-3 47104.46 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 27261.06 Day 56 Yes 426.73 91-180 Days IG-1 29523.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 19819.43 Day 56 No 1911.19 91-180 Days IG-2 18718.78 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 21125.95 Day 56 No 551.31 7-30 Days S-1 21676.07 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 32266.56 Day 56 Yes 409.14 7-30 Days S-2 34775.24 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 39565.02 Day 56 No 1801.83 <7 Days S-3 44880.52 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 4965.96 Day 56 No 340.52 7-30 Days S-4 5933.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 1043.67 Day 56 Yes 25.70 31-90 Days S-5 1193.52 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 44074.49 Day 56 Yes 1527.36 31-90 Days S-6 42319.58 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 22106.55 Day 56 No 2069.36 91-180 Days S-7 23911.34 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 31776.42 Day 57 Yes 2914.77 31-90 Days A-0-Q 31751.06 Full No Capital Markets