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 32289.00 >4 Yr <= 5 Yr Yes 415.12 <7 Days P-1 35702.04 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18431.50 >4 Yr <= 5 Yr Yes 70.21 <7 Days P-2 21171.98 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5705.35 >4 Yr <= 5 Yr Yes 502.60 <7 Days S-8 5740.94 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7379.66 >4 Yr <= 5 Yr No 313.57 31-90 Days Y-1 6166.68 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22202.45 >4 Yr <= 5 Yr Yes 789.26 91-180 Days Y-2 20237.94 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16219.96 >4 Yr <= 5 Yr No 1420.02 91-180 Days Y-3 15312.30 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35981.66 >4 Yr <= 5 Yr Yes 1540.15 91-180 Days Y-4 42757.65 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23541.39 >4 Yr <= 5 Yr No 1681.93 31-90 Days Z-1 26372.18 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20110.34 >4 Yr <= 5 Yr Yes 654.49 91-180 Days A-2 16569.22 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33914.66 >4 Yr <= 5 Yr No 3363.31 91-180 Days A-3 29635.31 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29732.75 >4 Yr <= 5 Yr No 682.37 31-90 Days A-4 24278.26 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17261.02 >4 Yr <= 5 Yr No 1414.82 91-180 Days A-5 16340.22 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12610.19 >4 Yr <= 5 Yr No 675.34 91-180 Days CB-1 14928.40 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17221.31 >4 Yr <= 5 Yr No 643.23 <7 Days CB-2 15857.20 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37578.06 >4 Yr <= 5 Yr Yes 1231.66 31-90 Days CB-3 42073.57 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32594.68 >4 Yr <= 5 Yr Yes 2394.85 <7 Days E-1 37712.86 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27744.76 >4 Yr <= 5 Yr No 306.32 <7 Days E-2 25603.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38945.45 >4 Yr <= 5 Yr Yes 606.75 7-30 Days G-1 43770.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33869.65 >4 Yr <= 5 Yr No 1384.29 91-180 Days G-2 27289.85 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22897.84 >4 Yr <= 5 Yr No 2001.98 31-90 Days G-3 24884.16 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34550.92 >4 Yr <= 5 Yr Yes 3030.44 31-90 Days IG-1 32378.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38833.37 >4 Yr <= 5 Yr No 868.61 31-90 Days IG-2 44583.71 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43256.63 >4 Yr <= 5 Yr Yes 3426.11 31-90 Days S-1 36337.05 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11750.34 >4 Yr <= 5 Yr Yes 560.29 31-90 Days S-2 13182.41 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15826.38 >4 Yr <= 5 Yr Yes 933.09 7-30 Days S-3 18014.52 Partial Yes Liberty Mortgage Services Corp. Investment Banking