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 14693.19 Day 16 Yes 211.39 7-30 Days S-2 15660.10 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33291.95 Day 16 No 2591.81 91-180 Days S-3 30280.18 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9693.72 Day 16 Yes 413.28 7-30 Days S-4 10678.25 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31041.37 Day 16 No 3004.43 31-90 Days S-5 33681.49 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 11045.60 Day 16 Yes 801.56 91-180 Days S-6 9860.32 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1457.62 Day 16 No 26.78 31-90 Days S-7 1383.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30896.98 Day 17 No 3077.21 91-180 Days A-0-Q 36770.81 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35842.59 Day 17 Yes 1267.16 <7 Days A-1-Q 39947.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22229.18 Day 17 No 1043.63 <7 Days A-2-Q 23789.09 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36223.06 Day 17 No 89.18 31-90 Days A-3-Q 33618.04 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29885.76 Day 17 No 508.50 31-90 Days A-4-Q 34446.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 28541.55 Day 17 No 2064.35 91-180 Days A-5-Q 25379.39 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2104.97 Day 17 No 164.81 31-90 Days CB-1-Q 1957.40 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 32603.56 Day 17 No 864.72 31-90 Days CB-2-Q 29136.71 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42243.28 Day 17 No 1531.98 31-90 Days S-1-Q 49759.96 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5233.93 Day 17 No 23.62 91-180 Days S-2-Q 4471.72 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1965.26 Day 17 Yes 157.22 <7 Days S-3-Q 2082.69 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15294.69 Day 17 No 608.35 31-90 Days S-4-Q 17625.97 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29221.40 Day 17 No 125.07 7-30 Days CB-3-Q 25591.07 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1560.32 Day 17 No 1.70 91-180 Days G-1-Q 1776.02 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32737.68 Day 17 Yes 396.14 <7 Days G-2-Q 29175.97 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11467.89 Day 17 Yes 254.61 7-30 Days G-3-Q 11329.00 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39243.53 Day 17 Yes 3024.06 7-30 Days S-5-Q 31770.66 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 13149.90 Day 17 No 435.22 31-90 Days S-6-Q 13150.09 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2119.68 Day 17 No 48.16 31-90 Days S-7-Q 2245.05 Full No Treasury