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 7988.73 Day 56 Yes 233.56 91-180 Days CB-2 9184.97 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14822.37 Day 56 Yes 1094.34 7-30 Days CB-3 14927.72 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15949.37 Day 56 Yes 840.63 91-180 Days E-1 16146.39 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1715.33 Day 56 No 165.10 7-30 Days E-2 1460.70 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43180.46 Day 56 Yes 1535.80 91-180 Days G-1 49832.05 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27334.73 Day 56 Yes 1051.43 <7 Days G-2 26436.78 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1749.98 Day 56 Yes 75.69 31-90 Days G-3 1835.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12138.41 Day 56 Yes 212.68 91-180 Days IG-1 11081.07 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6815.60 Day 56 No 616.96 91-180 Days IG-2 5921.18 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26281.92 Day 56 Yes 1176.54 31-90 Days S-1 30257.46 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9617.24 Day 56 No 306.84 7-30 Days S-2 8308.82 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11339.89 Day 56 No 764.89 31-90 Days S-3 11057.99 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2720.60 Day 56 Yes 11.03 91-180 Days S-4 3233.93 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3977.47 Day 56 Yes 115.19 7-30 Days S-5 3413.73 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30480.28 Day 56 Yes 1800.75 31-90 Days S-6 33000.21 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42459.64 Day 56 Yes 895.48 91-180 Days S-7 39099.50 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17804.45 Day 57 No 965.57 7-30 Days A-0-Q 19502.41 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20650.62 Day 57 Yes 901.98 91-180 Days A-1-Q 22386.16 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39354.38 Day 57 Yes 3243.18 91-180 Days A-2-Q 36526.25 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24439.77 Day 57 Yes 1990.33 7-30 Days A-3-Q 19764.13 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14602.37 Day 57 Yes 285.74 7-30 Days A-4-Q 14908.71 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43441.78 Day 57 No 4044.60 7-30 Days A-5-Q 50158.25 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11777.09 Day 57 No 599.83 91-180 Days CB-1-Q 10738.42 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11535.64 Day 57 Yes 547.33 <7 Days CB-2-Q 11604.97 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13857.64 Day 57 Yes 1357.24 91-180 Days S-1-Q 12060.14 Partial Yes Liberty Mortgage Services Corp. Treasury