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 32311.84 Open No 712.17 91-180 Days C-1 35762.54 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 21582.42 Open No 1959.78 <7 Days CB-4 22076.26 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 14626.03 Open Yes 1035.24 91-180 Days E-10 12449.11 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 2778.43 Open Yes 175.91 31-90 Days E-3 2715.44 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 5893.58 Open Yes 291.93 91-180 Days E-4 5928.22 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 42827.62 Open Yes 3059.03 <7 Days E-5 42054.42 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 30222.58 Open Yes 1362.39 91-180 Days E-6 35193.27 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 39236.66 Open No 447.04 <7 Days E-7 44198.26 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 9677.47 Open Yes 110.98 <7 Days E-8 9850.37 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 27525.17 Open No 1110.54 91-180 Days E-9 23650.27 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 32808.98 Open No 3214.40 <7 Days G-4 30114.32 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 41887.46 Open No 807.62 91-180 Days IG-3 50208.49 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 16932.43 Open Yes 411.07 <7 Days IG-4 16270.86 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 18659.06 Open Yes 1759.49 <7 Days IG-5 18788.93 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 42830.88 Open Yes 1462.73 91-180 Days IG-6 34833.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 6607.88 Open Yes 368.14 <7 Days IG-7 6136.77 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 16667.92 Open Yes 711.01 31-90 Days IG-8 14989.00 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 20844.98 Open Yes 1114.95 7-30 Days L-1 18327.13 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 38104.98 Open No 3271.16 91-180 Days L-10 45032.03 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 8959.93 Open No 737.50 7-30 Days L-11 8531.16 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 40568.35 Open Yes 1036.56 91-180 Days L-2 38718.93 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 32855.64 Open Yes 2627.07 7-30 Days L-3 34539.36 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 840.44 Open Yes 40.16 <7 Days L-4 839.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 2803.73 Open Yes 110.94 <7 Days L-5 3179.34 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 5011.42 Open No 258.21 7-30 Days L-6 4900.86 Partial No Wholesale Lending