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 11235.36 >= 1 Yr <= 2 Yr No 683.33 91-180 Days CB-1 13383.05 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 17337.54 >= 1 Yr <= 2 Yr Yes 1132.08 31-90 Days CB-2 18166.69 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39412.25 >= 1 Yr <= 2 Yr No 1222.20 <7 Days CB-3 33502.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 43600.43 >= 1 Yr <= 2 Yr No 1259.98 <7 Days E-1 42578.42 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 38959.00 >= 1 Yr <= 2 Yr No 2664.42 91-180 Days E-2 44024.42 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 27891.72 >= 1 Yr <= 2 Yr Yes 105.09 31-90 Days G-1 32397.99 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 22387.02 >= 1 Yr <= 2 Yr No 1965.91 7-30 Days G-2 20374.18 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 33955.63 >= 1 Yr <= 2 Yr Yes 93.49 <7 Days G-3 40528.74 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18175.30 >= 1 Yr <= 2 Yr Yes 1121.40 91-180 Days IG-1 16763.63 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35301.53 >= 1 Yr <= 2 Yr No 1730.96 91-180 Days IG-2 38473.32 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 41341.47 >= 1 Yr <= 2 Yr Yes 490.37 <7 Days S-1 41811.88 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 16743.02 >= 1 Yr <= 2 Yr Yes 676.53 91-180 Days S-2 15158.19 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 787.94 >= 1 Yr <= 2 Yr Yes 48.19 <7 Days S-3 633.63 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 9355.90 >= 1 Yr <= 2 Yr No 173.18 91-180 Days S-4 8973.93 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 6612.23 >= 1 Yr <= 2 Yr Yes 189.52 <7 Days S-5 7852.66 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 7591.14 >= 1 Yr <= 2 Yr No 62.56 7-30 Days S-6 8422.66 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18962.81 >= 1 Yr <= 2 Yr Yes 561.80 91-180 Days S-7 17951.70 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 16510.61 >2 Yr <= 3 Yr Yes 1238.73 91-180 Days A-0-Q 13243.78 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 3681.55 >2 Yr <= 3 Yr Yes 117.50 91-180 Days A-1-Q 3161.33 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 23145.46 >2 Yr <= 3 Yr No 952.63 91-180 Days A-2-Q 25377.34 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 1174.47 >2 Yr <= 3 Yr Yes 90.06 7-30 Days A-3-Q 1341.89 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4189.42 >2 Yr <= 3 Yr Yes 76.45 31-90 Days A-4-Q 4477.90 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 11120.61 >2 Yr <= 3 Yr No 358.70 31-90 Days A-5-Q 10876.57 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 42579.56 >2 Yr <= 3 Yr No 2547.85 91-180 Days CB-1-Q 43515.68 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 42061.55 >2 Yr <= 3 Yr No 296.68 31-90 Days CB-2-Q 39454.61 Partial Yes Liberty Wealth Management LLC Wholesale Lending