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 4769.86 Day 6 No 248.31 <7 Days Y-3 4088.22 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 11302.48 Day 6 No 656.72 31-90 Days Y-4 10177.27 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 8264.61 Day 6 No 668.25 <7 Days Z-1 7781.79 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 34338.61 Day 6 No 3079.63 7-30 Days A-2 34527.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 37674.87 Day 6 No 2537.48 <7 Days A-3 42230.44 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 3547.47 Day 6 No 143.80 91-180 Days A-4 3881.14 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 1346.81 Day 6 Yes 87.19 91-180 Days A-5 1582.87 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40856.51 Day 6 Yes 2459.78 91-180 Days CB-1 47655.70 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 18149.37 Day 6 No 1003.03 <7 Days CB-2 17326.44 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40430.89 Day 6 Yes 2844.01 7-30 Days CB-3 36533.96 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 17790.68 Day 6 Yes 1088.72 7-30 Days E-1 17279.08 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 40316.23 Day 6 No 352.24 91-180 Days E-2 44416.01 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 8906.03 Day 6 Yes 339.06 91-180 Days G-1 10347.94 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 15236.00 Day 6 Yes 253.12 31-90 Days G-2 17495.12 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 28182.51 Day 6 Yes 1786.05 31-90 Days G-3 25845.11 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 37054.74 Day 6 Yes 2084.63 31-90 Days IG-1 31252.06 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 23489.25 Day 6 No 1265.23 91-180 Days IG-2 19379.81 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 9614.85 Day 6 Yes 954.10 7-30 Days S-1 10115.92 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 33909.50 Day 6 Yes 101.77 31-90 Days S-2 40671.41 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 37450.07 Day 6 No 2351.22 31-90 Days S-3 33417.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 42109.83 Day 6 No 565.96 31-90 Days S-4 47198.96 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 13731.32 Day 6 No 513.03 7-30 Days S-5 14432.38 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 11730.03 Day 6 Yes 553.89 7-30 Days S-6 13694.78 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail No 2078.87 Day 6 No 55.80 91-180 Days S-7 2238.62 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Retail Yes 23815.75 Day 7 No 674.09 91-180 Days A-0-Q 27867.64 Full Yes Liberty Capital Markets Inc. Treasury