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 35295.98 Day 27 No 747.99 91-180 Days N-2 37477.39 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20423.80 Day 27 No 90.66 <7 Days N-3 19756.45 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 41199.21 Day 27 No 1126.09 7-30 Days N-4 35061.33 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20578.48 Day 27 No 1364.29 91-180 Days N-5 21490.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13897.98 Day 27 No 1163.13 31-90 Days N-6 14886.70 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26143.49 Day 27 Yes 2058.60 91-180 Days N-7 24774.87 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43482.25 Day 27 Yes 884.54 91-180 Days P-1 51160.74 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5404.38 Day 27 No 475.52 31-90 Days P-2 6391.62 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20786.85 Day 27 No 1428.88 7-30 Days S-8 22800.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31302.26 Day 27 Yes 757.59 <7 Days Y-1 28247.44 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12780.65 Day 27 No 1232.16 <7 Days Y-2 13444.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37697.52 Day 27 No 1458.90 <7 Days Y-3 33817.53 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16111.77 Day 27 Yes 386.24 7-30 Days Y-4 16155.94 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25441.57 Day 27 Yes 940.43 7-30 Days Z-1 22281.38 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43143.60 Day 27 Yes 3807.41 <7 Days A-2 36574.89 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33215.91 Day 27 Yes 1316.27 31-90 Days A-3 35636.99 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24777.58 Day 27 Yes 182.25 <7 Days A-4 26508.77 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8310.40 Day 27 No 692.21 7-30 Days A-5 9676.08 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 38654.09 Day 27 Yes 359.99 31-90 Days CB-1 37185.06 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 39942.19 Day 27 No 1897.08 <7 Days CB-2 46774.57 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42962.93 Day 27 No 1685.78 7-30 Days CB-3 44598.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13707.52 Day 27 No 1328.29 91-180 Days E-1 15034.33 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4384.17 Day 27 Yes 183.72 91-180 Days E-2 4083.96 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31142.41 Day 27 Yes 2837.67 31-90 Days G-1 35693.73 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25203.29 Day 27 No 2072.53 91-180 Days G-2 22613.31 Full No Investment Banking