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 30025.28 Day 59 Yes 45.45 31-90 Days N-4 30938.96 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 520.10 Day 59 No 41.11 <7 Days N-5 597.41 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2821.72 Day 59 Yes 142.89 31-90 Days N-6 2695.05 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32792.11 Day 59 Yes 2061.11 7-30 Days N-7 30486.36 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24200.45 Day 59 Yes 233.05 31-90 Days P-1 20924.48 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9883.53 Day 59 No 540.40 <7 Days P-2 9404.08 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10693.27 Day 59 Yes 209.94 7-30 Days S-8 11697.26 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 885.38 Day 59 No 8.44 <7 Days Y-1 797.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37105.14 Day 59 Yes 410.43 31-90 Days Y-2 36411.88 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10109.39 Day 59 No 24.99 7-30 Days Y-3 10799.75 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1076.91 Day 59 Yes 36.19 7-30 Days Y-4 1035.56 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5425.08 Day 59 Yes 258.43 7-30 Days Z-1 5327.51 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18582.77 Day 59 No 568.56 <7 Days A-2 17488.75 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21453.40 Day 59 No 1677.37 <7 Days A-3 23145.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22217.77 Day 59 Yes 1504.53 <7 Days A-4 19969.27 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19496.95 Day 59 Yes 1904.51 7-30 Days A-5 21841.74 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35735.08 Day 59 Yes 2186.73 31-90 Days CB-1 32513.45 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7846.84 Day 59 Yes 396.70 <7 Days CB-2 6721.18 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13541.70 Day 59 Yes 1255.63 91-180 Days CB-3 14070.25 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6338.21 Day 59 Yes 385.27 7-30 Days E-1 5676.99 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15607.14 Day 59 No 1139.63 31-90 Days E-2 14873.52 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23038.99 Day 59 No 1564.88 <7 Days G-1 25178.49 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27328.24 Day 59 Yes 1673.06 91-180 Days G-2 32701.91 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9286.51 Day 59 Yes 892.97 <7 Days G-3 9536.53 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24836.15 Day 59 No 564.02 31-90 Days IG-1 20103.83 Partial No Treasury