Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.12: Structured Long Term Debt

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.12 Structured Long Term Debt Retail No 22474.44 Open No 417.70 <7 Days CB-2 18353.64 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 25528.68 Open No 281.80 7-30 Days CB-3 22548.80 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 21876.59 Open No 1871.82 31-90 Days E-1 19433.38 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 41551.49 Open No 2075.07 7-30 Days E-2 39392.46 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 2974.49 Open Yes 104.72 7-30 Days G-1 3386.05 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 16985.19 Open No 401.79 31-90 Days G-2 16789.18 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 20798.06 Open Yes 1755.05 31-90 Days G-3 22336.43 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 29321.74 Open No 679.63 91-180 Days IG-1 23745.81 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 35298.38 Open Yes 776.52 7-30 Days IG-2 29935.05 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 37201.20 Open No 787.11 <7 Days S-1 36871.28 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 24587.57 Open Yes 192.56 91-180 Days S-2 25876.35 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 27188.47 Open No 946.34 31-90 Days S-3 25691.73 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 9446.05 Open No 320.69 <7 Days S-4 8409.37 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 43120.41 Open No 302.36 91-180 Days S-5 45249.52 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 28023.73 Open Yes 146.72 91-180 Days S-6 28785.58 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 11438.26 Open Yes 581.64 31-90 Days S-7 11924.72 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 5540.52 Day 1 No 47.27 91-180 Days A-0-Q 4739.90 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 41878.60 Day 1 No 384.55 <7 Days A-1-Q 39930.36 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 22104.75 Day 1 Yes 2181.88 91-180 Days A-2-Q 20398.17 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 29543.90 Day 1 Yes 2757.79 7-30 Days A-3-Q 24843.33 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 16503.28 Day 1 Yes 1438.56 <7 Days A-4-Q 17361.02 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 36463.85 Day 1 No 1110.18 31-90 Days A-5-Q 42871.41 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 34749.21 Day 1 No 739.12 7-30 Days CB-1-Q 30030.36 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 10382.36 Day 1 No 369.17 31-90 Days CB-2-Q 11558.17 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 3722.57 Day 1 No 346.92 91-180 Days S-1-Q 3119.54 Partial Yes Liberty Wealth Management LLC Wholesale Lending