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 4084.75 Day 44 Yes 253.91 31-90 Days S-5-Q 4751.34 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17271.39 Day 44 No 358.85 31-90 Days S-6-Q 19235.60 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35390.99 Day 44 Yes 3507.40 91-180 Days S-7-Q 36343.51 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26559.12 Day 44 No 2384.65 7-30 Days E-1-Q 21954.98 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19021.72 Day 44 Yes 155.19 31-90 Days E-2-Q 17802.66 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32709.26 Day 44 Yes 651.66 31-90 Days IG-1-Q 26562.93 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33226.54 Day 44 Yes 2333.55 31-90 Days IG-2-Q 35030.82 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26264.97 Day 44 No 2488.11 31-90 Days C-1 29939.05 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31755.86 Day 44 Yes 251.21 31-90 Days CB-4 36459.67 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12981.01 Day 44 Yes 132.32 <7 Days E-10 11402.95 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20574.74 Day 44 Yes 1690.81 7-30 Days E-3 24496.76 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21772.79 Day 44 Yes 1839.66 91-180 Days E-4 20106.52 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37875.36 Day 44 No 2531.42 91-180 Days E-5 41239.19 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33099.67 Day 44 Yes 668.59 91-180 Days E-6 38296.11 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18726.63 Day 44 No 597.30 31-90 Days E-7 15264.77 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41860.06 Day 44 No 1188.74 31-90 Days E-8 45022.25 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4463.35 Day 44 Yes 170.41 91-180 Days E-9 3749.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10029.76 Day 44 Yes 169.63 <7 Days G-4 12022.97 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17661.94 Day 44 No 1422.19 91-180 Days IG-3 17277.23 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24526.94 Day 44 Yes 672.89 <7 Days IG-4 20811.88 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21411.95 Day 44 Yes 1025.15 91-180 Days IG-5 23943.74 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27451.10 Day 44 No 300.75 <7 Days IG-6 31936.81 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13971.84 Day 44 No 338.92 <7 Days IG-7 13594.33 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25384.40 Day 44 No 1821.02 <7 Days IG-8 26390.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40967.82 Day 44 Yes 1668.57 91-180 Days L-1 40249.24 Partial No Investment Banking