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 20759.35 >4 Yr <= 5 Yr Yes 517.62 91-180 Days S-3-Q 18132.53 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14956.56 >4 Yr <= 5 Yr No 1114.71 91-180 Days S-4-Q 16222.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10961.42 >4 Yr <= 5 Yr Yes 130.46 7-30 Days CB-3-Q 9304.55 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31404.76 >4 Yr <= 5 Yr No 1772.83 <7 Days G-1-Q 37006.39 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21738.69 >4 Yr <= 5 Yr No 2046.78 7-30 Days G-2-Q 25403.54 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33949.61 >4 Yr <= 5 Yr No 1265.17 7-30 Days G-3-Q 37776.86 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23853.16 >4 Yr <= 5 Yr No 2053.65 91-180 Days S-5-Q 21011.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43640.53 >4 Yr <= 5 Yr Yes 2869.79 7-30 Days S-6-Q 47073.17 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7287.64 >4 Yr <= 5 Yr Yes 380.70 7-30 Days S-7-Q 7353.00 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28475.06 >4 Yr <= 5 Yr Yes 768.87 31-90 Days E-1-Q 31891.81 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42100.66 >4 Yr <= 5 Yr Yes 118.38 91-180 Days E-2-Q 40679.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32814.65 >4 Yr <= 5 Yr Yes 1607.03 <7 Days IG-1-Q 30442.88 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39594.46 >4 Yr <= 5 Yr Yes 3113.53 <7 Days IG-2-Q 33861.08 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17470.40 >4 Yr <= 5 Yr No 860.81 31-90 Days C-1 15943.18 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41899.80 >4 Yr <= 5 Yr No 3210.26 91-180 Days CB-4 49866.75 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37681.41 >4 Yr <= 5 Yr No 3637.98 31-90 Days E-10 44119.94 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21809.32 >4 Yr <= 5 Yr Yes 1300.50 31-90 Days E-3 23593.78 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21922.57 >4 Yr <= 5 Yr No 151.05 7-30 Days E-4 24746.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30359.71 >4 Yr <= 5 Yr No 459.04 31-90 Days E-5 32294.08 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43662.36 >4 Yr <= 5 Yr No 3332.10 91-180 Days E-6 38490.41 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2480.29 >4 Yr <= 5 Yr No 68.52 91-180 Days E-7 2488.29 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39194.54 >4 Yr <= 5 Yr Yes 3714.77 <7 Days E-8 42573.45 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35443.53 >4 Yr <= 5 Yr Yes 801.46 91-180 Days E-9 34050.14 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30473.90 >4 Yr <= 5 Yr No 2262.81 31-90 Days G-4 31297.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5710.61 >4 Yr <= 5 Yr No 247.13 <7 Days IG-3 4715.02 None Yes Liberty International Finance Ltd. Investment Banking