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 Yes 36754.66 Day 58 No 3461.54 31-90 Days A-4 42398.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25131.04 Day 58 Yes 594.21 7-30 Days A-5 28807.23 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 36612.83 Day 58 Yes 1367.05 7-30 Days CB-1 38123.76 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18899.47 Day 58 Yes 918.35 7-30 Days CB-2 19624.10 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3425.45 Day 58 No 281.09 <7 Days CB-3 2740.72 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40385.49 Day 58 No 3033.55 31-90 Days E-1 34404.33 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14544.05 Day 58 No 76.99 31-90 Days E-2 16323.94 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26605.68 Day 58 Yes 1728.20 31-90 Days G-1 29058.78 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10378.47 Day 58 No 394.48 91-180 Days G-2 9968.38 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18198.57 Day 58 No 1795.21 31-90 Days G-3 17901.40 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39078.23 Day 58 Yes 3545.66 91-180 Days IG-1 35859.62 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29805.79 Day 58 No 321.99 7-30 Days IG-2 26900.97 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43105.97 Day 58 Yes 3806.40 7-30 Days S-1 51070.09 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21335.02 Day 58 No 1401.63 31-90 Days S-2 17541.94 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22059.68 Day 58 No 482.72 91-180 Days S-3 22176.03 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4716.16 Day 58 Yes 363.15 31-90 Days S-4 5619.62 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30534.17 Day 58 No 2115.19 91-180 Days S-5 31137.62 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 20625.53 Day 58 Yes 900.14 <7 Days S-6 19041.07 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 42903.95 Day 58 No 1565.77 31-90 Days S-7 48992.62 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 17264.09 Day 59 Yes 453.12 31-90 Days A-0-Q 19978.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36645.01 Day 59 Yes 304.04 91-180 Days A-1-Q 34431.55 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 8744.52 Day 59 Yes 540.78 7-30 Days A-2-Q 8988.71 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 840.56 Day 59 No 69.82 <7 Days A-3-Q 874.76 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37410.04 Day 59 No 2709.23 <7 Days A-4-Q 37863.07 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35747.74 Day 59 Yes 2708.14 31-90 Days A-5-Q 33683.72 None No Wholesale Lending