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 15690.79 180 - 270 Days Yes 1500.33 31-90 Days N-3 17264.17 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37791.70 180 - 270 Days Yes 382.28 31-90 Days N-4 38040.60 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34467.78 180 - 270 Days Yes 2355.14 7-30 Days N-5 38124.38 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13613.74 180 - 270 Days No 933.92 31-90 Days N-6 13240.68 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24718.38 180 - 270 Days Yes 418.66 7-30 Days N-7 27900.88 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3788.60 180 - 270 Days No 126.19 91-180 Days P-1 4119.34 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28423.48 180 - 270 Days Yes 2001.39 91-180 Days P-2 33826.73 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37343.78 180 - 270 Days No 1154.08 31-90 Days S-8 40775.65 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10107.67 180 - 270 Days No 606.40 31-90 Days Y-1 8831.87 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6386.86 180 - 270 Days No 358.70 <7 Days Y-2 7083.08 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35543.17 180 - 270 Days Yes 2007.70 91-180 Days Y-3 34654.96 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1834.59 180 - 270 Days No 152.77 91-180 Days Y-4 1787.95 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31225.96 180 - 270 Days No 2235.48 31-90 Days Z-1 32651.88 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3215.51 180 - 270 Days Yes 229.77 91-180 Days A-2 2966.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36983.50 180 - 270 Days No 523.01 <7 Days A-3 34120.46 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5891.43 180 - 270 Days No 33.13 7-30 Days A-4 5960.49 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39686.65 180 - 270 Days No 2686.97 7-30 Days A-5 37457.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2199.42 180 - 270 Days No 135.07 31-90 Days CB-1 1999.91 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42550.62 180 - 270 Days Yes 3716.17 91-180 Days CB-2 34773.33 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8273.06 180 - 270 Days Yes 263.31 91-180 Days CB-3 7865.24 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43645.54 180 - 270 Days No 4151.77 31-90 Days E-1 37365.05 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43888.39 180 - 270 Days No 503.34 91-180 Days E-2 46842.11 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25287.82 180 - 270 Days Yes 860.60 7-30 Days G-1 23879.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10120.59 180 - 270 Days Yes 122.57 91-180 Days G-2 9758.06 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3338.45 180 - 270 Days No 252.69 <7 Days G-3 3201.23 None No Treasury