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 9731.72 Open No 298.27 91-180 Days L-7 9640.66 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 31148.01 Open No 194.25 7-30 Days L-8 36185.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 17478.01 Open No 418.67 91-180 Days L-9 17441.48 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 8748.56 Open Yes 104.30 <7 Days LC-1 7452.43 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 44078.51 Open Yes 3540.40 91-180 Days LC-2 48983.25 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 23519.65 Open No 1963.06 31-90 Days N-1 19736.36 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 13766.29 Open No 55.60 <7 Days N-2 11990.83 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 43854.39 Open Yes 2337.25 91-180 Days N-3 38720.43 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 12831.32 Open No 1145.41 7-30 Days N-4 13473.62 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 131.60 Open No 12.17 <7 Days N-5 139.70 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 21513.36 Open Yes 1709.78 7-30 Days N-6 20492.17 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 36478.18 Open Yes 3574.80 91-180 Days N-7 29752.76 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 21935.99 Open No 1246.84 7-30 Days P-1 25212.93 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 1865.44 Open Yes 139.90 91-180 Days P-2 1715.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 22693.09 Open No 1443.35 91-180 Days S-8 22441.97 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 8700.11 Open Yes 264.92 91-180 Days Y-1 7912.25 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 8872.90 Open Yes 522.79 91-180 Days Y-2 7256.34 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 5781.10 Open No 230.93 7-30 Days Y-3 5738.40 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 23869.39 Open No 1533.38 7-30 Days Y-4 27695.91 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 22396.87 Open Yes 1051.02 7-30 Days Z-1 23663.02 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 5483.85 Open Yes 325.39 31-90 Days A-2 4827.48 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 19263.46 Open No 1492.60 31-90 Days A-3 16360.66 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 13690.46 Open Yes 864.83 <7 Days A-4 15974.47 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 2759.59 Open No 203.95 31-90 Days A-5 2681.93 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 12472.27 Open No 1053.64 91-180 Days CB-1 10646.03 Partial No Treasury