Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.15: Structured Notes

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.15 Structured Notes Other No 6981.02 >3 Yr <= 4 Yr No 378.04 91-180 Days L-3 5978.72 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 5042.58 >3 Yr <= 4 Yr No 85.72 91-180 Days L-4 5261.88 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 21778.36 >3 Yr <= 4 Yr No 197.67 <7 Days L-5 18203.06 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 43803.09 >3 Yr <= 4 Yr No 4354.08 31-90 Days L-6 48447.11 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 11935.28 >3 Yr <= 4 Yr Yes 917.32 7-30 Days L-7 9742.90 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 39341.98 >3 Yr <= 4 Yr Yes 3312.03 31-90 Days L-8 38574.96 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 310.16 >3 Yr <= 4 Yr No 2.19 31-90 Days L-9 370.90 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 28129.26 >3 Yr <= 4 Yr No 2560.23 31-90 Days LC-1 30201.45 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 6355.11 >3 Yr <= 4 Yr No 276.74 91-180 Days LC-2 6735.02 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7627.94 >3 Yr <= 4 Yr No 523.76 31-90 Days N-1 7559.51 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 17558.80 >3 Yr <= 4 Yr Yes 850.47 <7 Days N-2 20502.16 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 23650.59 >3 Yr <= 4 Yr No 860.99 7-30 Days N-3 19653.93 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 14748.66 >3 Yr <= 4 Yr No 1178.77 <7 Days N-4 14492.94 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 39196.04 >3 Yr <= 4 Yr Yes 1932.95 7-30 Days N-5 33944.00 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 14917.73 >3 Yr <= 4 Yr No 1451.72 31-90 Days N-6 14782.61 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 8249.72 >3 Yr <= 4 Yr Yes 726.51 7-30 Days N-7 7631.45 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 24877.12 >3 Yr <= 4 Yr Yes 392.55 <7 Days P-1 21509.79 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 11967.13 >3 Yr <= 4 Yr Yes 590.32 91-180 Days P-2 12720.92 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4358.30 >3 Yr <= 4 Yr Yes 269.53 7-30 Days S-8 4661.56 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 22078.66 >3 Yr <= 4 Yr Yes 1621.90 7-30 Days Y-1 23430.30 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 19374.36 >3 Yr <= 4 Yr No 455.05 31-90 Days Y-2 17715.30 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7609.98 >3 Yr <= 4 Yr Yes 743.86 91-180 Days Y-3 7037.83 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 21019.03 >3 Yr <= 4 Yr Yes 14.41 91-180 Days Y-4 18189.60 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9293.55 >3 Yr <= 4 Yr Yes 738.31 91-180 Days Z-1 11015.73 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 17132.68 >3 Yr <= 4 Yr No 534.95 <7 Days A-2 20530.59 Partial Yes Liberty International Finance Ltd. Trading