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 8590.40 Day 27 No 349.44 91-180 Days G-3 10269.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 240.55 Day 27 No 18.89 91-180 Days IG-1 242.59 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18496.55 Day 27 Yes 451.46 <7 Days IG-2 14929.94 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 44083.31 Day 27 No 4034.71 91-180 Days S-1 40285.77 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22017.34 Day 27 No 1943.28 91-180 Days S-2 21645.39 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29716.69 Day 27 Yes 2025.14 91-180 Days S-3 32722.10 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18676.10 Day 27 Yes 1531.95 31-90 Days S-4 18137.67 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17290.80 Day 27 Yes 1266.12 91-180 Days S-5 14712.51 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8340.60 Day 27 No 580.45 31-90 Days S-6 7112.96 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34021.33 Day 27 Yes 2654.06 91-180 Days S-7 30357.27 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21596.08 Day 28 No 1185.95 <7 Days A-0-Q 18907.16 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1994.52 Day 28 Yes 143.69 31-90 Days A-1-Q 1995.20 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7578.58 Day 28 Yes 386.61 31-90 Days A-2-Q 7108.94 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11373.26 Day 28 No 876.42 91-180 Days A-3-Q 11606.60 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8353.96 Day 28 No 779.39 <7 Days A-4-Q 9530.02 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33390.42 Day 28 No 2711.51 <7 Days A-5-Q 36853.81 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42482.35 Day 28 Yes 3162.74 <7 Days CB-1-Q 49611.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8364.28 Day 28 Yes 672.90 31-90 Days CB-2-Q 7492.99 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24967.61 Day 28 No 1830.14 31-90 Days S-1-Q 27579.87 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32278.14 Day 28 Yes 2534.12 31-90 Days S-2-Q 29916.09 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10939.31 Day 28 No 181.77 7-30 Days S-3-Q 12365.61 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5103.86 Day 28 No 224.76 <7 Days S-4-Q 5370.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32695.04 Day 28 Yes 2070.80 91-180 Days CB-3-Q 31759.99 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23348.69 Day 28 Yes 955.47 31-90 Days G-1-Q 22998.94 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5146.45 Day 28 Yes 243.57 91-180 Days G-2-Q 4240.45 Full No Trading