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 Yes 23909.23 Day 1 Yes 1321.53 <7 Days S-2-Q 26740.56 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 8166.72 Day 1 Yes 280.59 <7 Days S-3-Q 8741.63 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 3326.18 Day 1 No 174.68 31-90 Days S-4-Q 2855.84 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 36988.98 Day 1 No 2265.84 31-90 Days CB-3-Q 40665.84 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 5758.66 Day 1 Yes 295.30 91-180 Days G-1-Q 6044.52 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 25633.07 Day 1 Yes 1495.73 31-90 Days G-2-Q 22812.42 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 3043.28 Day 1 No 226.97 31-90 Days G-3-Q 2795.00 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 38422.39 Day 1 No 708.30 7-30 Days S-5-Q 41990.32 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 33296.93 Day 1 Yes 1986.04 31-90 Days S-6-Q 35681.74 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 40016.83 Day 1 No 3814.92 91-180 Days S-7-Q 46628.72 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 3875.71 Day 1 No 155.58 91-180 Days E-1-Q 4150.57 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 1092.66 Day 1 No 12.37 91-180 Days E-2-Q 1127.93 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 19297.83 Day 1 No 1863.50 91-180 Days IG-1-Q 21810.15 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 7092.72 Day 1 No 610.17 7-30 Days IG-2-Q 8064.90 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 15094.32 Day 1 No 166.00 7-30 Days C-1 17288.95 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 9140.78 Day 1 Yes 137.85 <7 Days CB-4 7901.94 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 2059.24 Day 1 No 72.78 7-30 Days E-10 1941.29 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 43278.45 Day 1 No 1152.88 31-90 Days E-3 38132.99 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 2416.45 Day 1 No 49.88 31-90 Days E-4 2096.81 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 14624.31 Day 1 Yes 49.38 <7 Days E-5 14102.57 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 19065.42 Day 1 No 353.35 <7 Days E-6 19668.76 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 29813.48 Day 1 Yes 762.04 <7 Days E-7 32807.96 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 12957.37 Day 1 No 207.38 7-30 Days E-8 13366.11 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 37300.04 Day 1 No 360.16 91-180 Days E-9 38287.97 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 23895.93 Day 1 Yes 911.03 <7 Days G-4 27053.93 Partial Yes Liberty International Finance Ltd. Treasury