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 37833.27 Day 37 Yes 3575.54 91-180 Days G-2-Q 32047.84 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26050.55 Day 37 Yes 2473.48 7-30 Days G-3-Q 21998.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37769.59 Day 37 Yes 3393.66 <7 Days S-5-Q 36632.98 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30426.48 Day 37 Yes 1316.59 31-90 Days S-6-Q 26383.00 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17521.53 Day 37 Yes 576.40 <7 Days S-7-Q 19017.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31445.35 Day 37 No 1253.31 91-180 Days E-1-Q 30167.73 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36086.20 Day 37 No 1377.18 31-90 Days E-2-Q 36290.18 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 255.67 Day 37 No 21.26 91-180 Days IG-1-Q 255.78 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25548.40 Day 37 No 2244.04 91-180 Days IG-2-Q 24891.15 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4773.67 Day 37 No 128.94 <7 Days C-1 4648.18 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33455.78 Day 37 No 3236.07 31-90 Days CB-4 37665.39 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 206.90 Day 37 No 1.74 31-90 Days E-10 195.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43699.17 Day 37 No 1260.69 <7 Days E-3 39006.02 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1699.45 Day 37 Yes 77.92 91-180 Days E-4 1855.74 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20575.96 Day 37 Yes 1178.59 91-180 Days E-5 20346.66 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27191.77 Day 37 Yes 1039.30 31-90 Days E-6 23411.00 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18182.18 Day 37 No 964.49 7-30 Days E-7 20171.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32682.95 Day 37 No 1726.22 91-180 Days E-8 31037.88 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6185.63 Day 37 No 467.79 31-90 Days E-9 6355.52 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22057.51 Day 37 No 1649.27 91-180 Days G-4 22912.52 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22987.80 Day 37 Yes 1591.79 <7 Days IG-3 27246.06 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23905.49 Day 37 Yes 2254.72 <7 Days IG-4 22081.61 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9366.90 Day 37 No 884.31 <7 Days IG-5 7873.72 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1364.25 Day 37 No 81.18 91-180 Days IG-6 1325.02 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11035.93 Day 37 No 547.63 7-30 Days IG-7 9312.13 None Yes Liberty Mortgage Services Corp. Treasury