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 22125.04 Day 41 No 235.83 7-30 Days S-1-Q 23220.50 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20780.50 Day 41 Yes 805.98 7-30 Days S-2-Q 23405.48 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34805.13 Day 41 Yes 2615.94 7-30 Days S-3-Q 30260.64 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35811.22 Day 41 Yes 1142.41 <7 Days S-4-Q 37810.58 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10644.37 Day 41 No 654.31 7-30 Days CB-3-Q 9603.68 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3127.50 Day 41 No 210.47 91-180 Days G-1-Q 3641.95 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30791.35 Day 41 No 346.26 31-90 Days G-2-Q 36278.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 545.82 Day 41 Yes 0.68 <7 Days G-3-Q 439.80 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41706.46 Day 41 Yes 3487.03 91-180 Days S-5-Q 37376.75 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31034.31 Day 41 Yes 2612.95 7-30 Days S-6-Q 37098.49 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16897.49 Day 41 Yes 869.66 91-180 Days S-7-Q 16010.88 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18327.96 Day 41 Yes 1074.70 91-180 Days E-1-Q 19929.17 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36214.43 Day 41 No 281.82 31-90 Days E-2-Q 29373.63 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19524.05 Day 41 Yes 1720.44 <7 Days IG-1-Q 16966.43 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24338.72 Day 41 No 973.40 7-30 Days IG-2-Q 29082.43 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41928.64 Day 41 No 1645.53 31-90 Days C-1 49853.02 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10733.21 Day 41 Yes 68.96 31-90 Days CB-4 12672.94 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10294.66 Day 41 No 730.37 91-180 Days E-10 10291.23 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7606.84 Day 41 Yes 394.49 7-30 Days E-3 8531.15 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5524.55 Day 41 No 141.27 7-30 Days E-4 4503.96 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21353.97 Day 41 No 1348.57 7-30 Days E-5 24429.70 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7782.89 Day 41 No 763.73 <7 Days E-6 7539.58 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13763.41 Day 41 Yes 1256.59 7-30 Days E-7 12397.07 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22503.81 Day 41 Yes 2109.65 7-30 Days E-8 26522.00 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22871.15 Day 41 No 697.04 31-90 Days E-9 19993.74 Partial Yes Liberty Wealth Management LLC Trading