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 25764.12 Perpetual Yes 1157.00 31-90 Days N-5 24097.83 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39449.17 Perpetual Yes 3200.79 7-30 Days N-6 45248.72 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19634.97 Perpetual No 1900.94 7-30 Days N-7 18507.65 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19605.74 Perpetual No 1265.40 91-180 Days P-1 19652.67 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36118.32 Perpetual No 2510.47 <7 Days P-2 39440.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26847.58 Perpetual No 1475.35 7-30 Days S-8 23441.57 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37352.34 Perpetual No 231.63 7-30 Days Y-1 31395.04 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23331.77 Perpetual Yes 373.77 91-180 Days Y-2 21208.92 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32298.94 Perpetual Yes 2167.45 31-90 Days Y-3 34684.00 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30385.95 Perpetual Yes 2114.34 31-90 Days Y-4 31970.98 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29076.59 Perpetual No 21.88 31-90 Days Z-1 33330.97 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5345.80 Perpetual Yes 461.04 <7 Days A-2 6074.47 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24239.23 Perpetual No 353.88 91-180 Days A-3 27492.18 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6618.24 Perpetual No 619.45 7-30 Days A-4 6803.65 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1984.86 Perpetual Yes 110.00 <7 Days A-5 1979.05 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11767.93 Perpetual No 731.51 91-180 Days CB-1 13102.49 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1380.77 Perpetual Yes 10.76 91-180 Days CB-2 1429.67 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13243.96 Perpetual No 967.51 7-30 Days CB-3 13218.49 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29537.59 Perpetual Yes 2131.91 <7 Days E-1 26188.63 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3069.69 Perpetual Yes 287.25 7-30 Days E-2 3569.98 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5857.97 Perpetual No 67.11 31-90 Days G-1 6853.45 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11663.11 Perpetual Yes 680.71 <7 Days G-2 11703.24 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40783.80 Perpetual No 3892.20 7-30 Days G-3 38472.06 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25382.79 Perpetual Yes 1422.28 <7 Days IG-1 29404.60 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10900.77 Perpetual No 145.31 7-30 Days IG-2 12389.00 None Yes Liberty International Finance Ltd. Investment Banking