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 11480.38 Day 60 Yes 215.21 91-180 Days L-11 10356.04 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26695.31 Day 60 No 2571.71 7-30 Days L-2 28361.77 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11644.40 Day 60 No 922.76 <7 Days L-3 10355.54 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21252.02 Day 60 Yes 38.75 <7 Days L-4 17339.79 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17811.59 Day 60 Yes 174.43 <7 Days L-5 19754.93 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41135.74 Day 60 No 3998.37 7-30 Days L-6 45107.32 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37273.64 Day 60 No 893.64 31-90 Days L-7 31639.86 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30720.89 Day 60 Yes 258.09 <7 Days L-8 34061.47 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39922.47 Day 60 Yes 1480.22 <7 Days L-9 47497.35 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7721.31 Day 60 Yes 443.20 91-180 Days LC-1 7751.29 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33517.53 Day 60 No 266.69 7-30 Days LC-2 27325.22 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9028.92 Day 60 Yes 683.84 91-180 Days N-1 8511.80 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4067.78 Day 60 Yes 249.81 <7 Days N-2 3636.03 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14918.08 Day 60 No 86.35 7-30 Days N-3 16592.71 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1262.35 Day 60 Yes 62.37 <7 Days N-4 1392.47 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29409.98 Day 60 No 1072.58 31-90 Days N-5 23889.64 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1164.23 Day 60 Yes 50.02 7-30 Days N-6 1154.29 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32253.05 Day 60 Yes 219.10 31-90 Days N-7 37245.41 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7494.71 Day 60 Yes 184.85 91-180 Days P-1 8089.68 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 44082.47 Day 60 No 1319.21 <7 Days P-2 46255.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10146.63 Day 60 Yes 694.00 <7 Days S-8 9055.70 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 27463.61 Day 60 Yes 1835.28 31-90 Days Y-1 22696.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5239.14 Day 60 No 17.85 31-90 Days Y-2 4444.78 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6716.81 Day 60 No 310.90 31-90 Days Y-3 5795.89 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35181.82 Day 60 No 2755.01 91-180 Days Y-4 32360.61 None Yes Liberty Capital Markets Inc. Investment Banking