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 28263.03 >2 Yr <= 3 Yr Yes 1575.37 <7 Days S-1-Q 23488.74 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 20301.06 >2 Yr <= 3 Yr No 142.47 91-180 Days S-2-Q 18448.03 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 25833.17 >2 Yr <= 3 Yr No 990.94 31-90 Days S-3-Q 30607.38 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 9893.44 >2 Yr <= 3 Yr No 311.00 <7 Days S-4-Q 10366.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 33095.43 >2 Yr <= 3 Yr No 1718.22 7-30 Days CB-3-Q 38997.67 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 17034.53 >2 Yr <= 3 Yr Yes 686.12 <7 Days G-1-Q 18353.55 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 31217.32 >2 Yr <= 3 Yr Yes 778.02 31-90 Days G-2-Q 27225.78 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 17564.98 >2 Yr <= 3 Yr Yes 200.56 31-90 Days G-3-Q 20237.90 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 32159.64 >2 Yr <= 3 Yr No 1479.78 7-30 Days S-5-Q 35344.39 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 34867.63 >2 Yr <= 3 Yr No 1101.64 91-180 Days S-6-Q 38238.90 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 42213.04 >2 Yr <= 3 Yr Yes 3884.84 91-180 Days S-7-Q 46181.79 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 24067.24 >2 Yr <= 3 Yr Yes 1793.02 31-90 Days E-1-Q 20993.16 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 12635.01 >2 Yr <= 3 Yr No 814.22 <7 Days E-2-Q 13821.51 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 36671.23 >2 Yr <= 3 Yr Yes 3153.19 31-90 Days IG-1-Q 37116.13 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39900.12 >2 Yr <= 3 Yr No 1405.18 <7 Days IG-2-Q 42716.32 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 17137.09 >2 Yr <= 3 Yr Yes 1350.56 91-180 Days C-1 18078.34 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 21391.11 >2 Yr <= 3 Yr Yes 385.92 31-90 Days CB-4 23914.34 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 5987.98 >2 Yr <= 3 Yr No 106.21 91-180 Days E-10 5551.52 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9265.49 >2 Yr <= 3 Yr Yes 122.16 7-30 Days E-3 10291.25 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 25184.27 >2 Yr <= 3 Yr Yes 121.47 7-30 Days E-4 29400.75 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 28546.13 >2 Yr <= 3 Yr No 2419.68 7-30 Days E-5 32052.23 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 24668.74 >2 Yr <= 3 Yr Yes 1287.46 <7 Days E-6 20562.89 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35408.60 >2 Yr <= 3 Yr Yes 762.16 91-180 Days E-7 40585.16 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 10806.48 >2 Yr <= 3 Yr Yes 507.04 91-180 Days E-8 10115.32 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35110.29 >2 Yr <= 3 Yr No 2230.87 7-30 Days E-9 38177.70 None No Treasury