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 Small Business No 9796.02 Day 5 No 606.10 31-90 Days Y-2 9252.66 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 28443.47 Day 5 No 1066.67 31-90 Days Y-3 24611.54 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 39975.72 Day 5 No 2866.40 91-180 Days Y-4 39337.57 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 8823.43 Day 5 Yes 466.25 <7 Days Z-1 9790.46 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 29265.01 Day 5 Yes 91.92 91-180 Days A-2 28595.00 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14673.94 Day 5 Yes 938.59 31-90 Days A-3 14549.10 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 27517.07 Day 5 Yes 2654.81 91-180 Days A-4 22692.39 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 26789.39 Day 5 Yes 1032.63 91-180 Days A-5 31423.57 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14486.09 Day 5 No 1444.69 31-90 Days CB-1 17225.44 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 32011.80 Day 5 No 850.27 31-90 Days CB-2 34636.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 24916.48 Day 5 No 2379.78 91-180 Days CB-3 23176.23 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 7879.62 Day 5 No 585.74 <7 Days E-1 8657.82 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 13766.18 Day 5 No 627.18 <7 Days E-2 16223.31 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 32568.29 Day 5 No 1912.44 91-180 Days G-1 36504.15 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 9965.42 Day 5 No 484.50 31-90 Days G-2 9591.22 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 5675.73 Day 5 No 183.39 31-90 Days G-3 5509.29 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 14996.50 Day 5 No 86.69 91-180 Days IG-1 14054.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 10979.12 Day 5 No 527.06 31-90 Days IG-2 12068.22 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 8240.46 Day 5 Yes 679.88 31-90 Days S-1 8304.45 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 40323.79 Day 5 Yes 3303.05 7-30 Days S-2 37987.26 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 10950.22 Day 5 Yes 673.69 91-180 Days S-3 11856.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 12681.92 Day 5 Yes 788.39 31-90 Days S-4 10521.24 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 23970.68 Day 5 No 1568.01 31-90 Days S-5 25838.20 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 20739.05 Day 5 Yes 1460.88 7-30 Days S-6 16608.55 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 2842.36 Day 5 Yes 207.86 7-30 Days S-7 3032.29 Partial No Trading