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 11637.13 Day 44 No 704.79 31-90 Days L-10 11093.15 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17607.20 Day 44 Yes 283.83 <7 Days L-11 19324.44 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33088.44 Day 44 No 2755.28 91-180 Days L-2 27500.31 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2492.84 Day 44 No 37.62 31-90 Days L-3 2106.47 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36770.50 Day 44 No 2527.62 31-90 Days L-4 31825.31 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 34577.80 Day 44 No 82.00 <7 Days L-5 35284.24 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33578.56 Day 44 Yes 2150.28 91-180 Days L-6 35140.12 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13216.39 Day 44 Yes 945.81 <7 Days L-7 13699.55 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42849.32 Day 44 Yes 693.14 31-90 Days L-8 40734.61 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11169.66 Day 44 No 870.10 <7 Days L-9 9664.12 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28870.25 Day 44 No 1270.31 31-90 Days LC-1 24056.84 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25671.92 Day 44 Yes 1129.75 31-90 Days LC-2 29328.89 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2038.09 Day 44 No 128.70 <7 Days N-1 2013.07 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23449.05 Day 44 Yes 1542.11 31-90 Days N-2 21770.41 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18179.17 Day 44 Yes 1664.07 31-90 Days N-3 16694.91 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2982.13 Day 44 No 209.15 91-180 Days N-4 2735.20 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13081.71 Day 44 No 264.29 7-30 Days N-5 15504.90 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41959.94 Day 44 No 1114.59 7-30 Days N-6 45109.26 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35003.76 Day 44 Yes 2724.14 7-30 Days N-7 37815.87 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43843.99 Day 44 Yes 3869.58 31-90 Days P-1 46160.06 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7765.69 Day 44 Yes 565.56 7-30 Days P-2 6536.25 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15630.23 Day 44 Yes 1031.63 7-30 Days S-8 17245.02 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5882.04 Day 44 No 237.26 <7 Days Y-1 5339.89 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 7865.00 Day 44 No 671.08 7-30 Days Y-2 7915.08 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15284.35 Day 44 Yes 539.53 7-30 Days Y-3 15680.90 Full No Capital Markets