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 17795.39 >= 1 Yr <= 2 Yr Yes 477.12 7-30 Days G-1 15391.94 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32335.43 >= 1 Yr <= 2 Yr Yes 2371.52 <7 Days G-2 35243.96 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26047.25 >= 1 Yr <= 2 Yr No 2037.94 <7 Days G-3 29489.08 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18968.59 >= 1 Yr <= 2 Yr Yes 23.88 91-180 Days IG-1 16979.49 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5187.64 >= 1 Yr <= 2 Yr No 409.87 7-30 Days IG-2 5746.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38655.98 >= 1 Yr <= 2 Yr No 281.54 <7 Days S-1 31786.04 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34729.40 >= 1 Yr <= 2 Yr Yes 1710.44 31-90 Days S-2 32946.10 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41544.35 >= 1 Yr <= 2 Yr Yes 3926.68 <7 Days S-3 36790.24 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11733.46 >= 1 Yr <= 2 Yr No 783.39 7-30 Days S-4 12811.01 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10239.07 >= 1 Yr <= 2 Yr No 218.78 31-90 Days S-5 9183.76 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4433.32 >= 1 Yr <= 2 Yr No 373.12 7-30 Days S-6 5249.98 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28804.85 >= 1 Yr <= 2 Yr Yes 2375.02 7-30 Days S-7 29710.81 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12030.93 >2 Yr <= 3 Yr No 961.27 31-90 Days A-0-Q 12052.85 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11612.42 >2 Yr <= 3 Yr Yes 366.25 91-180 Days A-1-Q 9417.89 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30604.14 >2 Yr <= 3 Yr Yes 872.79 31-90 Days A-2-Q 36415.33 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 291.57 >2 Yr <= 3 Yr Yes 23.49 <7 Days A-3-Q 316.82 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10949.86 >2 Yr <= 3 Yr Yes 214.01 7-30 Days A-4-Q 10255.82 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35337.59 >2 Yr <= 3 Yr No 216.85 <7 Days A-5-Q 38054.15 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31048.54 >2 Yr <= 3 Yr Yes 164.20 31-90 Days CB-1-Q 32354.42 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16549.71 >2 Yr <= 3 Yr Yes 1421.35 31-90 Days CB-2-Q 16956.50 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10258.16 >2 Yr <= 3 Yr No 425.20 91-180 Days S-1-Q 9397.80 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14023.23 >2 Yr <= 3 Yr No 1045.87 91-180 Days S-2-Q 12578.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39615.92 >2 Yr <= 3 Yr Yes 1558.61 31-90 Days S-3-Q 43416.41 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38619.36 >2 Yr <= 3 Yr No 208.46 91-180 Days S-4-Q 37663.29 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42093.79 >2 Yr <= 3 Yr Yes 484.63 31-90 Days CB-3-Q 44532.08 Partial No Wholesale Lending