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 Retail No 7787.39 Day 26 No 716.34 7-30 Days P-1 7063.53 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 24357.50 Day 26 No 1843.26 31-90 Days P-2 22523.63 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 29121.60 Day 26 No 2412.41 <7 Days S-8 23659.33 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 23275.70 Day 26 Yes 688.81 <7 Days Y-1 27681.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 23362.14 Day 26 Yes 1820.85 31-90 Days Y-2 20142.16 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 22244.82 Day 26 No 1031.13 7-30 Days Y-3 23695.43 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 13637.84 Day 26 No 51.57 7-30 Days Y-4 13641.47 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 11798.87 Day 26 No 286.56 7-30 Days Z-1 11562.25 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 12654.17 Day 26 No 654.09 31-90 Days A-2 11048.60 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 30867.91 Day 26 Yes 2479.28 7-30 Days A-3 33288.49 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 33584.18 Day 26 No 1277.20 91-180 Days A-4 38609.06 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 12615.98 Day 26 Yes 49.70 <7 Days A-5 11028.96 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 25530.41 Day 26 Yes 1811.62 31-90 Days CB-1 28749.28 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 35010.75 Day 26 Yes 1352.26 31-90 Days CB-2 32860.93 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 42606.90 Day 26 No 2284.03 91-180 Days CB-3 49806.21 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 42969.25 Day 26 No 1690.00 91-180 Days E-1 36422.45 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 29701.89 Day 26 No 1854.68 <7 Days E-2 25259.73 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 604.25 Day 26 Yes 23.30 91-180 Days G-1 602.33 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 4595.73 Day 26 No 334.48 7-30 Days G-2 5509.64 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 4708.40 Day 26 Yes 442.18 7-30 Days G-3 4057.49 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 6565.13 Day 26 No 164.88 7-30 Days IG-1 6132.95 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 23934.74 Day 26 No 427.87 31-90 Days IG-2 20097.69 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 6092.17 Day 26 No 336.83 91-180 Days S-1 5271.04 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 41169.12 Day 26 Yes 43.30 <7 Days S-2 34823.06 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 44055.97 Day 26 No 2286.45 7-30 Days S-3 51060.19 Full Yes Liberty Capital Markets Inc. Treasury