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 Yes 25518.53 >3 Yr <= 4 Yr No 838.01 31-90 Days A-3 22316.89 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 34708.88 >3 Yr <= 4 Yr No 1337.20 31-90 Days A-4 40868.73 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 783.90 >3 Yr <= 4 Yr Yes 28.32 91-180 Days A-5 716.32 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 31473.92 >3 Yr <= 4 Yr Yes 459.40 31-90 Days CB-1 27019.65 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 37860.33 >3 Yr <= 4 Yr No 3733.62 7-30 Days CB-2 42214.13 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30800.32 >3 Yr <= 4 Yr No 2227.26 7-30 Days CB-3 30529.40 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 11132.88 >3 Yr <= 4 Yr No 624.15 31-90 Days E-1 13319.48 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 33142.91 >3 Yr <= 4 Yr No 2652.74 31-90 Days E-2 28771.07 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 38404.47 >3 Yr <= 4 Yr No 2666.51 <7 Days G-1 45454.51 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 5840.47 >3 Yr <= 4 Yr Yes 490.10 31-90 Days G-2 6749.41 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 22615.05 >3 Yr <= 4 Yr Yes 337.94 7-30 Days G-3 21036.67 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18509.11 >3 Yr <= 4 Yr Yes 671.37 31-90 Days IG-1 19619.47 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 27312.52 >3 Yr <= 4 Yr No 1404.16 31-90 Days IG-2 32323.43 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 6670.71 >3 Yr <= 4 Yr Yes 130.42 7-30 Days S-1 6687.92 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 1275.54 >3 Yr <= 4 Yr No 95.08 <7 Days S-2 1312.05 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 25936.37 >3 Yr <= 4 Yr Yes 147.32 91-180 Days S-3 28091.73 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 1769.12 >3 Yr <= 4 Yr Yes 101.55 91-180 Days S-4 1471.62 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4810.87 >3 Yr <= 4 Yr No 402.24 7-30 Days S-5 5643.04 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39729.24 >3 Yr <= 4 Yr No 975.55 91-180 Days S-6 37220.97 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 16913.05 >3 Yr <= 4 Yr Yes 1442.40 91-180 Days S-7 19745.58 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18088.43 >4 Yr <= 5 Yr Yes 196.73 7-30 Days A-0-Q 16754.13 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18789.71 >4 Yr <= 5 Yr No 1878.73 <7 Days A-1-Q 21736.99 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 35301.99 >4 Yr <= 5 Yr Yes 49.35 7-30 Days A-2-Q 33591.00 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 7150.86 >4 Yr <= 5 Yr Yes 536.43 31-90 Days A-3-Q 7126.01 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 33676.10 >4 Yr <= 5 Yr No 1057.02 7-30 Days A-4-Q 39454.36 Full No Treasury