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 Sovereign No 13689.81 Day 53 No 343.92 7-30 Days Y-3 11925.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37854.56 Day 53 No 1158.41 <7 Days Y-4 31002.93 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38856.37 Day 53 Yes 3.36 31-90 Days Z-1 32622.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38835.00 Day 53 Yes 2235.00 91-180 Days A-2 40747.32 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31809.17 Day 53 Yes 598.30 <7 Days A-3 26618.43 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39573.46 Day 53 Yes 3844.46 <7 Days A-4 37276.43 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16866.77 Day 53 No 1179.51 7-30 Days A-5 17136.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9226.65 Day 53 No 313.21 7-30 Days CB-1 9912.93 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36398.25 Day 53 Yes 1992.95 7-30 Days CB-2 36568.46 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12640.13 Day 53 Yes 619.57 31-90 Days CB-3 12511.70 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28060.52 Day 53 Yes 2181.51 31-90 Days E-1 23700.27 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10962.45 Day 53 No 55.53 91-180 Days E-2 11777.03 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35431.98 Day 53 Yes 404.86 91-180 Days G-1 40807.02 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25112.51 Day 53 No 315.20 91-180 Days G-2 28609.21 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42409.16 Day 53 Yes 1048.71 <7 Days G-3 42901.77 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16108.61 Day 53 Yes 214.54 31-90 Days IG-1 14156.38 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25419.17 Day 53 Yes 537.12 7-30 Days IG-2 23321.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28169.81 Day 53 No 2478.91 <7 Days S-1 32473.75 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19705.41 Day 53 No 314.05 91-180 Days S-2 21052.34 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22134.85 Day 53 Yes 985.64 <7 Days S-3 19329.31 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40293.14 Day 53 No 2495.92 <7 Days S-4 45969.04 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38727.38 Day 53 No 1221.75 91-180 Days S-5 34281.06 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28346.76 Day 53 Yes 1039.49 7-30 Days S-6 29893.38 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38191.05 Day 53 Yes 2456.21 <7 Days S-7 36126.55 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43358.03 Day 54 Yes 2606.38 31-90 Days A-0-Q 48520.81 Partial Yes Liberty Wealth Management LLC Investment Banking