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 25445.33 Day 43 No 380.94 7-30 Days N-3 28805.67 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 3669.84 Day 43 No 31.36 91-180 Days N-4 3374.08 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5089.85 Day 43 No 343.29 31-90 Days N-5 4942.29 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42100.45 Day 43 Yes 3378.86 91-180 Days N-6 36110.30 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42448.47 Day 43 No 3600.03 91-180 Days N-7 49176.59 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10556.97 Day 43 No 271.33 <7 Days P-1 12103.17 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26133.05 Day 43 No 628.12 <7 Days P-2 28300.59 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25505.64 Day 43 Yes 598.81 91-180 Days S-8 23383.14 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14601.05 Day 43 Yes 573.22 <7 Days Y-1 14898.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2703.06 Day 43 Yes 152.30 <7 Days Y-2 2516.29 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3438.96 Day 43 Yes 51.35 <7 Days Y-3 3270.08 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 23425.56 Day 43 No 1718.86 <7 Days Y-4 21306.71 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40345.11 Day 43 No 179.28 7-30 Days Z-1 35048.84 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10526.61 Day 43 No 992.77 31-90 Days A-2 11148.44 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10345.48 Day 43 Yes 401.10 <7 Days A-3 10934.14 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22627.36 Day 43 Yes 1875.08 7-30 Days A-4 25718.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43241.08 Day 43 Yes 2525.52 31-90 Days A-5 41717.31 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28366.00 Day 43 Yes 403.45 7-30 Days CB-1 26988.45 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 646.23 Day 43 No 0.01 <7 Days CB-2 530.35 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31598.40 Day 43 No 2982.91 7-30 Days CB-3 35118.35 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7551.90 Day 43 Yes 614.55 <7 Days E-1 7685.71 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 341.49 Day 43 No 24.18 <7 Days E-2 319.52 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15932.30 Day 43 No 1232.64 7-30 Days G-1 15667.82 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6449.07 Day 43 Yes 444.57 31-90 Days G-2 7596.57 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 233.87 Day 43 No 19.29 91-180 Days G-3 254.16 Partial No Trading