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 25738.77 Day 38 Yes 1691.05 7-30 Days E-10 28940.08 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11873.86 Day 38 No 60.51 7-30 Days E-3 11067.18 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23971.15 Day 38 Yes 1050.78 91-180 Days E-4 28547.44 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11563.68 Day 38 Yes 719.67 <7 Days E-5 11601.57 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17737.44 Day 38 Yes 279.65 31-90 Days E-6 14444.09 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42338.11 Day 38 Yes 3842.94 31-90 Days E-7 46160.10 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1055.85 Day 38 Yes 101.76 91-180 Days E-8 1187.92 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 1688.14 Day 38 No 138.28 31-90 Days E-9 1863.92 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43167.17 Day 38 Yes 4170.73 31-90 Days G-4 48428.23 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6365.48 Day 38 Yes 577.32 31-90 Days IG-3 5328.51 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36837.64 Day 38 No 2823.27 31-90 Days IG-4 42746.33 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11821.26 Day 38 No 182.30 <7 Days IG-5 11902.54 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15804.95 Day 38 No 59.98 <7 Days IG-6 14379.08 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32266.66 Day 38 No 2048.58 31-90 Days IG-7 26372.36 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20908.54 Day 38 Yes 981.54 7-30 Days IG-8 19350.82 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3033.80 Day 38 Yes 141.05 <7 Days L-1 2484.06 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7737.68 Day 38 Yes 159.06 7-30 Days L-10 7289.93 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25713.71 Day 38 No 2179.34 31-90 Days L-11 25521.47 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43140.31 Day 38 No 420.64 7-30 Days L-2 43000.98 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28526.46 Day 38 Yes 2359.02 91-180 Days L-3 27707.51 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26999.10 Day 38 Yes 2031.66 <7 Days L-4 21781.52 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40089.54 Day 38 Yes 3333.41 91-180 Days L-5 37183.29 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5675.45 Day 38 No 215.57 31-90 Days L-6 6344.97 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8652.65 Day 38 Yes 541.60 <7 Days L-7 10128.45 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24451.26 Day 38 No 1204.37 31-90 Days L-8 19941.98 Partial Yes Liberty International Finance Ltd. Wholesale Lending