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 7120.03 Perpetual Yes 555.69 31-90 Days E-4 7987.98 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 36510.42 Perpetual Yes 2487.21 <7 Days E-5 33297.64 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7336.23 Perpetual Yes 14.53 7-30 Days E-6 7835.33 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 16545.54 Perpetual No 1461.06 91-180 Days E-7 13598.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30300.56 Perpetual No 2.32 91-180 Days E-8 35031.01 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 13122.78 Perpetual Yes 851.56 7-30 Days E-9 13712.85 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10966.37 Perpetual No 659.73 7-30 Days G-4 12942.10 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 27493.98 Perpetual No 1160.24 <7 Days IG-3 27896.94 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4750.10 Perpetual No 92.47 <7 Days IG-4 4137.99 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 40555.36 Perpetual Yes 2606.17 <7 Days IG-5 43024.81 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 12013.55 Perpetual No 280.78 <7 Days IG-6 9849.19 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 15212.42 Perpetual Yes 1180.41 7-30 Days IG-7 13189.51 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 33128.94 Perpetual No 2484.05 91-180 Days IG-8 26784.77 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 36821.52 Perpetual Yes 2918.68 91-180 Days L-1 37221.34 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 27977.68 Perpetual No 1080.95 <7 Days L-10 27598.95 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 31724.90 Perpetual No 1543.77 7-30 Days L-11 36077.73 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 33721.51 Perpetual Yes 1536.97 7-30 Days L-2 39656.76 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 41594.48 Perpetual No 3088.68 91-180 Days L-3 46029.29 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 11873.24 Perpetual Yes 686.40 31-90 Days L-4 12869.41 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 34792.19 Perpetual No 2914.89 <7 Days L-5 36233.42 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 26515.71 Perpetual Yes 978.78 91-180 Days L-6 26456.47 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7427.36 Perpetual No 316.48 91-180 Days L-7 8597.79 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 11025.62 Perpetual No 457.23 31-90 Days L-8 10027.66 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 40867.61 Perpetual No 3136.63 <7 Days L-9 48316.44 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 34599.65 Perpetual No 3133.74 <7 Days LC-1 34194.93 None No Treasury