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 11374.63 Day 1 Yes 31.67 91-180 Days N-7 9536.86 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 36239.32 Day 1 Yes 799.12 <7 Days P-1 41780.32 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 39986.30 Day 1 No 3822.30 31-90 Days P-2 44517.10 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 34690.90 Day 1 No 2126.60 31-90 Days S-8 37449.03 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 33503.12 Day 1 No 241.41 7-30 Days Y-1 27999.25 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 6564.42 Day 1 Yes 475.17 7-30 Days Y-2 5862.94 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 30823.51 Day 1 Yes 397.18 31-90 Days Y-3 32812.26 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 8289.90 Day 1 Yes 796.46 31-90 Days Y-4 8998.65 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 42966.55 Day 1 Yes 3299.37 7-30 Days Z-1 47603.24 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 215.78 Day 1 No 17.23 91-180 Days A-2 202.03 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 34535.80 Day 1 No 2541.91 7-30 Days A-3 30711.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 2901.58 Day 1 No 17.12 <7 Days A-4 2862.82 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 25086.36 Day 1 No 2221.04 <7 Days A-5 21964.86 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 33039.28 Day 1 No 3064.10 <7 Days CB-1 33747.78 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 23091.07 Day 1 Yes 1101.35 <7 Days CB-2 24975.40 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 23604.30 Day 1 Yes 1372.97 <7 Days CB-3 26481.92 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 32613.84 Day 1 No 2301.04 <7 Days E-1 33375.64 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 14782.00 Day 1 Yes 1073.59 91-180 Days E-2 12376.35 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 14409.77 Day 1 No 613.72 31-90 Days G-1 11760.59 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 30188.83 Day 1 No 834.34 31-90 Days G-2 26549.03 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 12380.88 Day 1 No 519.00 7-30 Days G-3 12309.93 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 35427.10 Day 1 Yes 2004.82 7-30 Days IG-1 36387.32 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 43498.70 Day 1 No 9.72 <7 Days IG-2 44760.75 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 9003.49 Day 1 Yes 60.34 91-180 Days S-1 9191.30 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 30689.68 Day 1 Yes 2509.81 91-180 Days S-2 36091.28 Full Yes Liberty Wealth Management LLC Wholesale Lending