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 42101.38 Day 1 No 3668.74 31-90 Days IG-3 45252.80 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 18494.67 Day 1 No 622.05 <7 Days IG-4 14977.83 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 39264.57 Day 1 Yes 825.92 91-180 Days IG-5 45974.39 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 10679.02 Day 1 No 825.12 <7 Days IG-6 12527.11 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 3942.04 Day 1 No 280.63 91-180 Days IG-7 3825.90 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 15883.70 Day 1 Yes 314.13 <7 Days IG-8 18913.95 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 12800.92 Day 1 Yes 33.66 <7 Days L-1 12544.42 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 13655.52 Day 1 No 809.53 <7 Days L-10 16340.70 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 38520.31 Day 1 No 1848.98 91-180 Days L-11 40586.80 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 43085.90 Day 1 Yes 3614.99 <7 Days L-2 38713.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 27371.30 Day 1 Yes 784.05 <7 Days L-3 25307.69 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 6621.99 Day 1 No 2.28 <7 Days L-4 6688.45 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 5548.87 Day 1 Yes 479.46 <7 Days L-5 5783.33 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 42607.08 Day 1 No 2059.70 7-30 Days L-6 44415.05 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 36939.08 Day 1 Yes 3416.03 91-180 Days L-7 32275.30 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 22588.65 Day 1 Yes 537.05 <7 Days L-8 20421.97 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 6586.58 Day 1 Yes 59.53 31-90 Days L-9 6670.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 9837.67 Day 1 No 719.06 <7 Days LC-1 10753.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 26084.74 Day 1 Yes 1048.21 <7 Days LC-2 26602.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 18429.94 Day 1 Yes 867.46 31-90 Days N-1 16174.57 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 11966.21 Day 1 Yes 640.05 31-90 Days N-2 10155.62 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 42353.73 Day 1 No 3561.01 <7 Days N-3 45334.26 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 585.01 Day 1 No 1.52 31-90 Days N-4 485.01 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 15494.97 Day 1 Yes 444.97 7-30 Days N-5 12499.00 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 3876.40 Day 1 Yes 211.11 31-90 Days N-6 3645.72 None Yes Liberty Capital Markets Inc. Trading