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 12676.86 >4 Yr <= 5 Yr Yes 56.70 91-180 Days N-3 15201.99 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 15164.45 >4 Yr <= 5 Yr Yes 1111.09 <7 Days N-4 13350.32 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 23975.03 >4 Yr <= 5 Yr Yes 84.87 31-90 Days N-5 23072.09 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10238.12 >4 Yr <= 5 Yr Yes 72.73 31-90 Days N-6 11466.14 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 4182.73 >4 Yr <= 5 Yr No 195.68 7-30 Days N-7 3749.29 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 14466.02 >4 Yr <= 5 Yr No 1042.71 31-90 Days P-1 13432.37 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35833.70 >4 Yr <= 5 Yr No 1513.93 31-90 Days P-2 30992.64 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29682.76 >4 Yr <= 5 Yr No 2436.59 31-90 Days S-8 27063.33 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 40447.46 >4 Yr <= 5 Yr Yes 135.33 7-30 Days Y-1 39894.16 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39733.77 >4 Yr <= 5 Yr No 104.55 91-180 Days Y-2 36483.30 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 40044.35 >4 Yr <= 5 Yr No 1462.30 31-90 Days Y-3 33346.14 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2929.68 >4 Yr <= 5 Yr No 70.45 <7 Days Y-4 2920.49 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 10306.80 >4 Yr <= 5 Yr No 500.31 7-30 Days Z-1 9373.46 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18054.23 >4 Yr <= 5 Yr No 347.82 91-180 Days A-2 17585.77 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 25768.69 >4 Yr <= 5 Yr Yes 2462.84 91-180 Days A-3 24426.89 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 14085.19 >4 Yr <= 5 Yr No 578.26 91-180 Days A-4 14537.61 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 17668.37 >4 Yr <= 5 Yr No 492.13 91-180 Days A-5 18799.18 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10231.12 >4 Yr <= 5 Yr Yes 82.19 <7 Days CB-1 10662.88 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 12245.61 >4 Yr <= 5 Yr No 920.33 7-30 Days CB-2 13925.23 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 32310.86 >4 Yr <= 5 Yr No 1100.21 91-180 Days CB-3 27601.61 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 13824.78 >4 Yr <= 5 Yr No 1287.93 91-180 Days E-1 16095.79 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 19826.47 >4 Yr <= 5 Yr No 1586.08 7-30 Days E-2 15997.17 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 35683.03 >4 Yr <= 5 Yr Yes 3144.46 31-90 Days G-1 34025.30 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 5519.20 >4 Yr <= 5 Yr Yes 147.91 <7 Days G-2 6454.40 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 31202.60 >4 Yr <= 5 Yr No 847.43 91-180 Days G-3 32378.50 None No Investment Banking