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 GSE No 17890.31 Day 19 No 1686.43 7-30 Days Y-1 20859.26 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 10539.23 Day 19 Yes 595.12 31-90 Days Y-2 12589.89 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 8972.72 Day 19 Yes 23.00 91-180 Days Y-3 9979.26 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20050.60 Day 19 No 288.37 31-90 Days Y-4 23011.01 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1475.29 Day 19 Yes 105.11 7-30 Days Z-1 1418.89 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 5760.54 Day 19 No 550.63 91-180 Days A-2 5039.81 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 1739.57 Day 19 No 166.27 <7 Days A-3 1980.44 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 6321.47 Day 19 No 613.29 31-90 Days A-4 5596.24 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 7356.50 Day 19 No 653.20 <7 Days A-5 6823.92 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 1567.79 Day 19 No 63.04 31-90 Days CB-1 1666.99 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 30268.97 Day 19 Yes 2761.95 31-90 Days CB-2 28520.11 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35023.90 Day 19 Yes 878.95 91-180 Days CB-3 35507.03 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 14930.49 Day 19 Yes 502.80 91-180 Days E-1 16639.26 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32544.08 Day 19 Yes 2309.04 31-90 Days E-2 29168.41 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 18331.10 Day 19 Yes 481.90 31-90 Days G-1 15016.66 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 6246.76 Day 19 No 457.44 31-90 Days G-2 5848.04 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 20387.54 Day 19 Yes 1515.24 91-180 Days G-3 20413.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 43107.69 Day 19 Yes 1741.47 31-90 Days IG-1 46171.33 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 32252.89 Day 19 No 1827.72 <7 Days IG-2 33085.01 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 23973.48 Day 19 Yes 2265.15 31-90 Days S-1 25334.82 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 12247.63 Day 19 No 683.24 91-180 Days S-2 11133.41 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 9191.29 Day 19 No 804.91 7-30 Days S-3 10295.95 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 16967.11 Day 19 No 1136.88 31-90 Days S-4 15809.07 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 37990.85 Day 19 No 2615.81 31-90 Days S-5 42892.02 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 21240.05 Day 19 Yes 261.44 91-180 Days S-6 21482.70 Partial No Trading