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 No 5011.26 >= 1 Yr <= 2 Yr No 375.37 7-30 Days A-2-Q 4515.68 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8033.23 >= 1 Yr <= 2 Yr Yes 546.82 31-90 Days A-3-Q 9418.91 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35870.77 >= 1 Yr <= 2 Yr Yes 659.15 <7 Days A-4-Q 37317.69 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38772.01 >= 1 Yr <= 2 Yr No 3561.19 <7 Days A-5-Q 33879.12 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16545.91 >= 1 Yr <= 2 Yr No 529.06 7-30 Days CB-1-Q 18855.83 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17946.20 >= 1 Yr <= 2 Yr No 1376.02 <7 Days CB-2-Q 16515.96 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43061.43 >= 1 Yr <= 2 Yr No 3704.20 91-180 Days S-1-Q 51080.36 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17271.42 >= 1 Yr <= 2 Yr No 1070.25 31-90 Days S-2-Q 19641.21 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35603.85 >= 1 Yr <= 2 Yr Yes 2515.66 31-90 Days S-3-Q 40126.55 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24658.07 >= 1 Yr <= 2 Yr No 2053.94 31-90 Days S-4-Q 26531.70 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20214.74 >= 1 Yr <= 2 Yr No 560.85 7-30 Days CB-3-Q 17565.17 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12884.16 >= 1 Yr <= 2 Yr No 689.74 <7 Days G-1-Q 10894.26 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 298.14 >= 1 Yr <= 2 Yr Yes 12.15 7-30 Days G-2-Q 326.60 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37903.22 >= 1 Yr <= 2 Yr No 2087.57 31-90 Days G-3-Q 32844.15 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20931.71 >= 1 Yr <= 2 Yr Yes 494.15 7-30 Days S-5-Q 21036.25 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5717.07 >= 1 Yr <= 2 Yr Yes 136.48 <7 Days S-6-Q 5455.39 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21405.52 >= 1 Yr <= 2 Yr No 92.09 <7 Days S-7-Q 22754.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30317.41 >= 1 Yr <= 2 Yr No 2100.05 91-180 Days E-1-Q 28145.56 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28415.73 >= 1 Yr <= 2 Yr Yes 253.49 31-90 Days E-2-Q 30212.17 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30076.93 >= 1 Yr <= 2 Yr No 2021.53 7-30 Days IG-1-Q 31669.74 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14435.07 >= 1 Yr <= 2 Yr No 397.27 7-30 Days IG-2-Q 12482.04 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29025.19 >= 1 Yr <= 2 Yr No 1057.83 <7 Days C-1 29293.23 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37599.95 >= 1 Yr <= 2 Yr Yes 1936.03 31-90 Days CB-4 32597.55 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10274.68 >= 1 Yr <= 2 Yr No 852.24 31-90 Days E-10 8477.51 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28631.19 >= 1 Yr <= 2 Yr No 1255.34 91-180 Days E-3 29728.84 None Yes Liberty International Finance Ltd. Wholesale Lending