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 Central Bank Yes 25896.13 >= 1 Yr <= 2 Yr No 730.92 91-180 Days Y-1 23034.56 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 10648.92 >= 1 Yr <= 2 Yr Yes 52.92 7-30 Days Y-2 11095.96 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 14685.42 >= 1 Yr <= 2 Yr Yes 689.85 <7 Days Y-3 13623.26 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 31062.52 >= 1 Yr <= 2 Yr No 1467.39 31-90 Days Y-4 33111.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 13995.08 >= 1 Yr <= 2 Yr Yes 18.05 7-30 Days Z-1 14441.32 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 20613.81 >= 1 Yr <= 2 Yr No 803.15 7-30 Days A-2 17352.27 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 4203.41 >= 1 Yr <= 2 Yr No 250.40 7-30 Days A-3 3499.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 26390.05 >= 1 Yr <= 2 Yr Yes 561.23 31-90 Days A-4 27359.41 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 22784.71 >= 1 Yr <= 2 Yr No 979.83 7-30 Days A-5 27089.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 19399.73 >= 1 Yr <= 2 Yr No 1047.22 91-180 Days CB-1 19099.58 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 36618.32 >= 1 Yr <= 2 Yr Yes 433.84 31-90 Days CB-2 41166.40 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 9253.90 >= 1 Yr <= 2 Yr No 817.96 31-90 Days CB-3 8677.24 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 32794.76 >= 1 Yr <= 2 Yr No 919.22 7-30 Days E-1 31060.20 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 26434.62 >= 1 Yr <= 2 Yr Yes 970.83 7-30 Days E-2 27442.19 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 10914.80 >= 1 Yr <= 2 Yr No 174.43 91-180 Days G-1 10650.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 23789.31 >= 1 Yr <= 2 Yr Yes 940.40 <7 Days G-2 22905.96 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 6859.15 >= 1 Yr <= 2 Yr Yes 408.22 31-90 Days G-3 6643.23 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 33879.29 >= 1 Yr <= 2 Yr No 1654.80 7-30 Days IG-1 40250.03 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 32.57 >= 1 Yr <= 2 Yr No 2.18 31-90 Days IG-2 33.21 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 1460.48 >= 1 Yr <= 2 Yr Yes 67.22 31-90 Days S-1 1210.25 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 11665.85 >= 1 Yr <= 2 Yr No 1035.26 31-90 Days S-2 13136.52 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 23007.53 >= 1 Yr <= 2 Yr No 1705.35 31-90 Days S-3 26943.49 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 44085.38 >= 1 Yr <= 2 Yr Yes 4266.19 7-30 Days S-4 42020.98 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank Yes 34197.37 >= 1 Yr <= 2 Yr Yes 2730.76 <7 Days S-5 30027.38 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Central Bank No 5354.33 >= 1 Yr <= 2 Yr No 130.25 <7 Days S-6 5811.52 Full Yes Liberty Capital Markets Inc. Wholesale Lending