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 16156.62 Day 38 Yes 7.37 7-30 Days E-1 14434.03 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 221.06 Day 38 Yes 8.69 7-30 Days E-2 228.20 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34600.26 Day 38 Yes 682.76 91-180 Days G-1 35957.74 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41879.47 Day 38 No 2306.80 91-180 Days G-2 35935.22 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9867.59 Day 38 Yes 541.23 31-90 Days G-3 8590.31 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26046.32 Day 38 No 1096.56 7-30 Days IG-1 30087.96 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41975.49 Day 38 No 1836.68 31-90 Days IG-2 43351.17 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24825.73 Day 38 No 1877.78 <7 Days S-1 21393.01 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35826.33 Day 38 Yes 1897.20 91-180 Days S-2 37769.87 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4999.10 Day 38 No 21.56 <7 Days S-3 4676.38 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25272.82 Day 38 Yes 1570.72 7-30 Days S-4 23369.59 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8119.21 Day 38 No 788.47 7-30 Days S-5 6884.17 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18484.02 Day 38 No 1536.93 91-180 Days S-6 17310.02 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23719.47 Day 38 No 1427.88 <7 Days S-7 23957.81 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28409.39 Day 39 No 2455.98 7-30 Days A-0-Q 32216.29 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30636.69 Day 39 Yes 2486.10 31-90 Days A-1-Q 33356.25 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4081.65 Day 39 No 295.29 <7 Days A-2-Q 3981.89 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42435.96 Day 39 Yes 2114.08 31-90 Days A-3-Q 46332.62 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16780.36 Day 39 Yes 1334.66 31-90 Days A-4-Q 13820.05 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10388.73 Day 39 Yes 856.17 <7 Days A-5-Q 9220.64 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36255.93 Day 39 Yes 227.66 7-30 Days CB-1-Q 42009.10 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19089.57 Day 39 Yes 480.91 7-30 Days CB-2-Q 15898.43 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37870.32 Day 39 Yes 177.47 7-30 Days S-1-Q 43170.60 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26678.75 Day 39 No 1349.05 7-30 Days S-2-Q 26562.94 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32314.39 Day 39 Yes 1947.63 7-30 Days S-3-Q 31683.35 None No Capital Markets