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 37262.64 271 - 364 Days No 3190.31 <7 Days S-5-Q 36210.00 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 91.30 271 - 364 Days Yes 2.22 31-90 Days S-6-Q 89.75 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42688.44 271 - 364 Days Yes 1183.12 31-90 Days S-7-Q 50697.64 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6915.78 271 - 364 Days No 107.09 <7 Days E-1-Q 6665.49 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30497.27 271 - 364 Days No 1314.46 7-30 Days E-2-Q 26562.79 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 536.24 271 - 364 Days No 6.62 <7 Days IG-1-Q 579.49 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41720.90 271 - 364 Days No 1114.71 91-180 Days IG-2-Q 44437.72 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7506.20 271 - 364 Days Yes 742.46 91-180 Days C-1 8718.66 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17703.29 271 - 364 Days No 203.02 <7 Days CB-4 15004.16 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23152.80 271 - 364 Days No 1991.43 7-30 Days E-10 22319.30 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23488.35 271 - 364 Days No 1051.51 <7 Days E-3 25426.51 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24761.50 271 - 364 Days Yes 978.40 31-90 Days E-4 21135.20 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9128.14 271 - 364 Days Yes 617.52 91-180 Days E-5 7688.49 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28322.47 271 - 364 Days No 906.23 <7 Days E-6 24279.34 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26125.84 271 - 364 Days No 1409.18 91-180 Days E-7 22098.25 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14659.77 271 - 364 Days Yes 70.54 7-30 Days E-8 13547.49 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42340.73 271 - 364 Days No 3622.84 91-180 Days E-9 45955.09 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12633.99 271 - 364 Days No 344.14 <7 Days G-4 12066.01 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27491.89 271 - 364 Days No 1278.76 <7 Days IG-3 26253.42 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31991.91 271 - 364 Days No 620.05 7-30 Days IG-4 25639.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1062.15 271 - 364 Days No 68.34 31-90 Days IG-5 1037.66 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7891.88 271 - 364 Days Yes 181.29 <7 Days IG-6 7418.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27884.99 271 - 364 Days Yes 2514.69 <7 Days IG-7 24394.12 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22979.91 271 - 364 Days No 2071.41 91-180 Days IG-8 25610.75 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29019.91 271 - 364 Days No 802.35 <7 Days L-1 24518.62 Partial No Trading