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 15566.43 >2 Yr <= 3 Yr No 970.30 91-180 Days S-7 17325.53 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13844.28 >3 Yr <= 4 Yr Yes 1126.00 31-90 Days A-0-Q 11741.92 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7544.93 >3 Yr <= 4 Yr Yes 568.18 <7 Days A-1-Q 8515.85 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33762.85 >3 Yr <= 4 Yr No 1673.63 <7 Days A-2-Q 29694.22 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 386.86 >3 Yr <= 4 Yr No 15.40 7-30 Days A-3-Q 386.53 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42955.97 >3 Yr <= 4 Yr No 203.94 7-30 Days A-4-Q 40365.51 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43803.82 >3 Yr <= 4 Yr Yes 1866.65 <7 Days A-5-Q 35263.61 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41430.89 >3 Yr <= 4 Yr No 864.48 91-180 Days CB-1-Q 43610.04 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2215.30 >3 Yr <= 4 Yr No 191.37 31-90 Days CB-2-Q 2199.55 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36064.36 >3 Yr <= 4 Yr Yes 343.21 31-90 Days S-1-Q 42560.15 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34210.68 >3 Yr <= 4 Yr Yes 2097.96 31-90 Days S-2-Q 35982.86 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5792.99 >3 Yr <= 4 Yr Yes 73.22 <7 Days S-3-Q 5015.15 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7016.72 >3 Yr <= 4 Yr Yes 122.94 91-180 Days S-4-Q 7749.50 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27573.02 >3 Yr <= 4 Yr Yes 1408.38 31-90 Days CB-3-Q 31666.16 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42160.86 >3 Yr <= 4 Yr No 12.72 31-90 Days G-1-Q 41852.51 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4277.33 >3 Yr <= 4 Yr No 280.26 7-30 Days G-2-Q 3456.19 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36464.56 >3 Yr <= 4 Yr No 580.01 7-30 Days G-3-Q 34939.18 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37943.90 >3 Yr <= 4 Yr Yes 752.92 31-90 Days S-5-Q 33684.23 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 957.12 >3 Yr <= 4 Yr No 28.60 7-30 Days S-6-Q 962.14 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42638.02 >3 Yr <= 4 Yr Yes 1022.24 7-30 Days S-7-Q 44600.00 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40999.77 >3 Yr <= 4 Yr Yes 1941.52 7-30 Days E-1-Q 44959.02 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37078.65 >3 Yr <= 4 Yr Yes 1504.22 91-180 Days E-2-Q 39326.07 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41387.83 >3 Yr <= 4 Yr Yes 607.89 91-180 Days IG-1-Q 44661.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9787.36 >3 Yr <= 4 Yr No 775.48 31-90 Days IG-2-Q 8087.52 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34128.19 >3 Yr <= 4 Yr Yes 3381.32 <7 Days C-1 37566.67 Full No Capital Markets