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
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 38006.57 Perpetual No 2455.31 7-30 Days E-1 37080.76 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other Yes 16117.95 Perpetual No 1353.81 91-180 Days E-2 17721.06 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 43960.92 Perpetual Yes 1900.99 31-90 Days G-1 43408.82 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 36146.05 Perpetual Yes 3032.22 <7 Days G-2 34099.62 None No Treasury
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 4730.36 Perpetual Yes 444.34 <7 Days G-3 4216.71 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other Yes 4774.91 Perpetual Yes 213.93 7-30 Days IG-1 5637.01 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other Yes 41780.96 Perpetual No 3352.16 91-180 Days IG-2 41225.29 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 20240.54 Perpetual No 64.72 31-90 Days S-1 23078.23 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 42346.63 Perpetual Yes 1913.03 7-30 Days S-2 45534.25 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 9030.73 Perpetual No 265.45 7-30 Days S-3 10078.63 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 12834.86 Perpetual Yes 1032.37 7-30 Days S-4 10704.80 None No Investment Banking
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 9823.77 Perpetual No 827.27 <7 Days S-5 8308.86 None No Treasury
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other Yes 5651.62 Perpetual Yes 552.60 91-180 Days S-6 6118.86 None No Treasury
2025-10-13 Liberty National Bank O.W.12 Structured Long Term Debt Other No 29751.27 Perpetual Yes 1323.76 7-30 Days S-7 29757.63 Partial No Investment Banking