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 13776.92 180 - 270 Days Yes 535.48 <7 Days IG-1 11878.90 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24202.71 180 - 270 Days Yes 1237.71 7-30 Days IG-2 22759.24 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6343.80 180 - 270 Days No 543.97 7-30 Days S-1 5845.58 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8011.12 180 - 270 Days No 167.04 <7 Days S-2 7145.73 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4227.29 180 - 270 Days No 273.54 91-180 Days S-3 3668.58 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11193.18 180 - 270 Days Yes 976.35 91-180 Days S-4 10063.27 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41196.63 180 - 270 Days No 464.20 91-180 Days S-5 40741.12 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15209.01 180 - 270 Days No 713.31 7-30 Days S-6 17125.45 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28101.79 180 - 270 Days Yes 1388.62 <7 Days S-7 33228.13 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 949.08 271 - 364 Days Yes 54.44 <7 Days A-0-Q 1040.14 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4039.04 271 - 364 Days Yes 361.67 31-90 Days A-1-Q 4028.20 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5399.25 271 - 364 Days No 287.37 91-180 Days A-2-Q 4527.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24716.40 271 - 364 Days No 1647.03 91-180 Days A-3-Q 24713.43 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12828.41 271 - 364 Days Yes 1124.84 7-30 Days A-4-Q 13097.74 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7726.60 271 - 364 Days Yes 618.33 31-90 Days A-5-Q 8962.34 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10446.43 271 - 364 Days No 883.91 31-90 Days CB-1-Q 10812.13 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29749.63 271 - 364 Days No 2362.81 31-90 Days CB-2-Q 25618.74 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7083.99 271 - 364 Days Yes 509.62 31-90 Days S-1-Q 7994.43 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36716.51 271 - 364 Days No 1149.26 <7 Days S-2-Q 33755.03 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23086.61 271 - 364 Days No 1158.34 7-30 Days S-3-Q 19300.75 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10135.50 271 - 364 Days Yes 1005.38 31-90 Days S-4-Q 10904.94 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24514.94 271 - 364 Days Yes 706.67 91-180 Days CB-3-Q 25356.59 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7378.24 271 - 364 Days No 424.65 7-30 Days G-1-Q 6185.72 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11505.73 271 - 364 Days Yes 607.21 <7 Days G-2-Q 9277.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27824.93 271 - 364 Days Yes 2433.11 91-180 Days G-3-Q 31208.88 Partial No Wholesale Lending