Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 Small Business Yes 5720.82 >3 Yr <= 4 Yr No 328.69 91-180 Days A-2-Q 5494.13 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 33506.98 >3 Yr <= 4 Yr Yes 2072.65 7-30 Days A-3-Q 39043.93 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 7599.22 >3 Yr <= 4 Yr Yes 648.87 <7 Days A-4-Q 7136.80 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 36104.94 >3 Yr <= 4 Yr No 657.08 91-180 Days A-5-Q 43211.36 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 16750.11 >3 Yr <= 4 Yr No 1474.99 91-180 Days CB-1-Q 17912.32 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 39202.25 >3 Yr <= 4 Yr Yes 1063.97 91-180 Days CB-2-Q 38025.70 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 33181.54 >3 Yr <= 4 Yr No 3139.09 7-30 Days S-1-Q 26720.32 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 8948.95 >3 Yr <= 4 Yr Yes 258.63 <7 Days S-2-Q 9926.48 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 369.03 >3 Yr <= 4 Yr Yes 14.49 91-180 Days S-3-Q 375.37 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 17973.87 >3 Yr <= 4 Yr No 1605.89 91-180 Days S-4-Q 20340.93 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 13392.88 >3 Yr <= 4 Yr Yes 773.35 <7 Days CB-3-Q 14705.56 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 35650.47 >3 Yr <= 4 Yr Yes 700.84 <7 Days G-1-Q 35465.80 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 34197.02 >3 Yr <= 4 Yr Yes 1736.18 91-180 Days G-2-Q 35045.96 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 15096.21 >3 Yr <= 4 Yr No 1261.05 31-90 Days G-3-Q 13367.45 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 11198.63 >3 Yr <= 4 Yr No 459.49 91-180 Days S-5-Q 12840.93 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 5067.02 >3 Yr <= 4 Yr Yes 303.93 91-180 Days S-6-Q 5204.53 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 18001.41 >3 Yr <= 4 Yr Yes 1387.71 <7 Days S-7-Q 16733.40 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 8614.19 >3 Yr <= 4 Yr No 351.53 7-30 Days E-1-Q 9886.30 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 17592.72 >3 Yr <= 4 Yr Yes 1580.56 <7 Days E-2-Q 16537.17 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 3623.60 >3 Yr <= 4 Yr No 173.63 <7 Days IG-1-Q 4128.85 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 3052.48 >3 Yr <= 4 Yr No 53.94 7-30 Days IG-2-Q 3357.65 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 36311.10 >3 Yr <= 4 Yr No 1993.89 <7 Days C-1 41969.69 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 34590.57 >3 Yr <= 4 Yr No 1965.77 91-180 Days CB-4 38533.73 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business No 2119.01 >3 Yr <= 4 Yr No 164.66 91-180 Days E-10 1812.61 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Small Business Yes 18196.74 >3 Yr <= 4 Yr No 220.06 <7 Days E-3 21340.22 None No Capital Markets