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 GSE Yes 2007.43 Day 1 No 185.37 <7 Days Y-3 1676.77 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 40183.55 Day 1 No 0.12 <7 Days Y-4 43889.33 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 31485.29 Day 1 Yes 1383.90 <7 Days Z-1 25235.80 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 38609.20 Day 1 Yes 204.32 91-180 Days A-2 40447.92 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 8999.12 Day 1 No 285.54 7-30 Days A-3 9864.56 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 26506.74 Day 1 No 809.27 7-30 Days A-4 23570.08 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 25347.52 Day 1 Yes 1471.62 31-90 Days A-5 27653.84 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 5068.87 Day 1 No 220.91 7-30 Days CB-1 4067.22 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 19707.70 Day 1 No 1627.35 7-30 Days CB-2 22289.56 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1430.05 Day 1 Yes 118.31 31-90 Days CB-3 1214.89 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 42640.39 Day 1 No 3345.53 31-90 Days E-1 40470.22 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 14412.78 Day 1 No 1333.38 7-30 Days E-2 14151.63 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 2127.93 Day 1 Yes 76.10 91-180 Days G-1 2282.31 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 35878.80 Day 1 Yes 838.53 31-90 Days G-2 39583.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 7584.77 Day 1 Yes 556.73 7-30 Days G-3 7089.48 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 4599.04 Day 1 No 85.82 91-180 Days IG-1 5083.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 33716.34 Day 1 No 314.55 <7 Days IG-2 31009.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 41221.82 Day 1 Yes 1428.58 91-180 Days S-1 44591.09 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 6887.30 Day 1 No 309.33 <7 Days S-2 6706.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 43293.79 Day 1 Yes 1918.05 <7 Days S-3 49525.18 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 30030.59 Day 1 No 799.81 31-90 Days S-4 25568.97 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 43129.99 Day 1 Yes 672.37 31-90 Days S-5 48573.76 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 15481.34 Day 1 No 15.49 31-90 Days S-6 15367.57 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 2530.46 Day 1 No 37.42 31-90 Days S-7 2663.97 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 4864.32 Day 2 No 379.84 <7 Days A-0-Q 5306.81 Full No Treasury