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 7772.46 >4 Yr <= 5 Yr Yes 120.06 <7 Days IG-4 7152.30 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42026.66 >4 Yr <= 5 Yr No 3426.67 31-90 Days IG-5 35138.48 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21276.43 >4 Yr <= 5 Yr Yes 145.55 31-90 Days IG-6 20015.51 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34544.98 >4 Yr <= 5 Yr Yes 2002.93 31-90 Days IG-7 36436.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9237.57 >4 Yr <= 5 Yr No 93.08 31-90 Days IG-8 8451.93 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23604.65 >4 Yr <= 5 Yr Yes 199.33 31-90 Days L-1 21242.71 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12599.91 >4 Yr <= 5 Yr Yes 77.51 31-90 Days L-10 15058.31 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40828.00 >4 Yr <= 5 Yr Yes 790.80 91-180 Days L-11 40001.31 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16459.58 >4 Yr <= 5 Yr No 545.17 91-180 Days L-2 19214.64 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1587.52 >4 Yr <= 5 Yr No 109.63 31-90 Days L-3 1419.98 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4500.12 >4 Yr <= 5 Yr Yes 266.67 7-30 Days L-4 3695.86 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39507.28 >4 Yr <= 5 Yr No 2193.39 31-90 Days L-5 40749.83 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10904.07 >4 Yr <= 5 Yr No 191.16 <7 Days L-6 12262.33 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18615.14 >4 Yr <= 5 Yr Yes 555.34 7-30 Days L-7 14935.45 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6527.93 >4 Yr <= 5 Yr No 194.79 7-30 Days L-8 6277.17 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42036.56 >4 Yr <= 5 Yr Yes 1623.05 31-90 Days L-9 50381.88 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34373.70 >4 Yr <= 5 Yr Yes 2730.53 <7 Days LC-1 37877.00 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36639.33 >4 Yr <= 5 Yr Yes 2619.53 7-30 Days LC-2 33245.44 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21203.34 >4 Yr <= 5 Yr Yes 1040.56 31-90 Days N-1 19054.83 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15794.94 >4 Yr <= 5 Yr Yes 973.69 7-30 Days N-2 15870.83 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21763.35 >4 Yr <= 5 Yr No 1398.18 31-90 Days N-3 21636.17 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26881.36 >4 Yr <= 5 Yr No 571.74 <7 Days N-4 31574.28 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13713.79 >4 Yr <= 5 Yr No 976.64 91-180 Days N-5 12279.18 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26093.31 >4 Yr <= 5 Yr No 1313.31 31-90 Days N-6 30604.69 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29897.52 >4 Yr <= 5 Yr Yes 561.05 7-30 Days N-7 27620.00 Full Yes Liberty Wealth Management LLC Trading