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 42865.18 >2 Yr <= 3 Yr Yes 3607.53 91-180 Days G-1-Q 45435.84 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18870.43 >2 Yr <= 3 Yr Yes 109.06 7-30 Days G-2-Q 21131.15 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41998.28 >2 Yr <= 3 Yr No 3459.21 <7 Days G-3-Q 49874.87 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43965.84 >2 Yr <= 3 Yr Yes 2597.75 91-180 Days S-5-Q 48650.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40954.29 >2 Yr <= 3 Yr No 3822.57 7-30 Days S-6-Q 40895.78 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18643.32 >2 Yr <= 3 Yr No 351.43 7-30 Days S-7-Q 15435.98 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22643.32 >2 Yr <= 3 Yr Yes 704.06 7-30 Days E-1-Q 19385.68 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25461.80 >2 Yr <= 3 Yr Yes 2243.77 7-30 Days E-2-Q 29701.68 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19861.01 >2 Yr <= 3 Yr No 1904.77 91-180 Days IG-1-Q 22017.93 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4021.45 >2 Yr <= 3 Yr No 47.34 91-180 Days IG-2-Q 3770.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41000.64 >2 Yr <= 3 Yr Yes 4034.33 91-180 Days C-1 37541.65 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11758.12 >2 Yr <= 3 Yr No 1094.92 91-180 Days CB-4 13224.84 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20836.38 >2 Yr <= 3 Yr Yes 2023.73 7-30 Days E-10 19605.28 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 44120.14 >2 Yr <= 3 Yr No 308.31 31-90 Days E-3 35904.24 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32725.59 >2 Yr <= 3 Yr Yes 358.73 <7 Days E-4 29650.20 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33091.61 >2 Yr <= 3 Yr No 1738.25 <7 Days E-5 36304.45 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5978.41 >2 Yr <= 3 Yr No 127.04 7-30 Days E-6 5468.82 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37828.16 >2 Yr <= 3 Yr No 170.40 31-90 Days E-7 36178.29 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12922.31 >2 Yr <= 3 Yr Yes 1034.98 91-180 Days E-8 10641.30 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7414.23 >2 Yr <= 3 Yr No 721.43 91-180 Days E-9 7109.18 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23741.26 >2 Yr <= 3 Yr Yes 1399.96 31-90 Days G-4 24338.36 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7376.77 >2 Yr <= 3 Yr No 468.65 <7 Days IG-3 8277.87 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30356.43 >2 Yr <= 3 Yr No 2012.51 31-90 Days IG-4 34104.87 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41864.93 >2 Yr <= 3 Yr Yes 3750.07 <7 Days IG-5 37461.31 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16723.13 >2 Yr <= 3 Yr Yes 1603.16 <7 Days IG-6 19631.09 Partial No Wholesale Lending