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 42473.63 >4 Yr <= 5 Yr No 88.93 31-90 Days S-4 39297.93 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15544.33 >4 Yr <= 5 Yr Yes 212.21 31-90 Days S-5 13716.71 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43006.63 >4 Yr <= 5 Yr No 2881.03 7-30 Days S-6 50441.58 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10498.13 >4 Yr <= 5 Yr Yes 911.28 91-180 Days S-7 8907.05 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33796.50 >5 Yr No 372.86 91-180 Days A-0-Q 38840.11 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6522.34 >5 Yr Yes 542.17 91-180 Days A-1-Q 5921.91 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35125.42 >5 Yr Yes 515.15 <7 Days A-2-Q 37690.17 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20715.80 >5 Yr Yes 802.81 31-90 Days A-3-Q 21145.76 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22177.33 >5 Yr No 2165.59 <7 Days A-4-Q 24133.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10036.37 >5 Yr No 140.37 <7 Days A-5-Q 8495.73 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38798.64 >5 Yr No 1061.04 31-90 Days CB-1-Q 39661.24 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29667.51 >5 Yr Yes 408.13 7-30 Days CB-2-Q 25555.89 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4260.49 >5 Yr Yes 252.28 <7 Days S-1-Q 5107.89 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40341.58 >5 Yr Yes 1623.88 91-180 Days S-2-Q 37925.48 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18575.82 >5 Yr No 1397.34 31-90 Days S-3-Q 16347.74 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11206.73 >5 Yr Yes 968.04 <7 Days S-4-Q 11671.33 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 814.58 >5 Yr Yes 27.39 <7 Days CB-3-Q 811.47 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11266.49 >5 Yr Yes 1105.53 91-180 Days G-1-Q 10378.12 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25126.78 >5 Yr Yes 36.86 <7 Days G-2-Q 27768.63 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36027.56 >5 Yr No 1606.40 7-30 Days G-3-Q 40045.39 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38735.31 >5 Yr No 192.29 7-30 Days S-5-Q 41631.32 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38717.13 >5 Yr No 2099.68 31-90 Days S-6-Q 40547.66 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28883.55 >5 Yr No 898.02 <7 Days S-7-Q 30171.21 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7192.96 >5 Yr Yes 298.71 31-90 Days E-1-Q 7496.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16256.60 >5 Yr No 881.62 <7 Days E-2-Q 19011.93 Partial No Investment Banking