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
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34645.72 271 - 364 Days Yes 1997.72 91-180 Days N-5 32728.83 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1913.14 271 - 364 Days No 176.52 91-180 Days N-6 1918.69 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22838.68 271 - 364 Days No 1785.34 7-30 Days N-7 20694.47 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18293.19 271 - 364 Days Yes 1433.20 7-30 Days P-1 15043.00 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20347.72 271 - 364 Days Yes 223.40 31-90 Days P-2 18002.32 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28371.88 271 - 364 Days Yes 894.28 31-90 Days S-8 24795.42 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38587.63 271 - 364 Days No 336.40 <7 Days Y-1 41737.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7141.33 271 - 364 Days No 145.83 7-30 Days Y-2 7528.46 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6622.20 271 - 364 Days No 528.18 31-90 Days Y-3 6574.61 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2852.27 271 - 364 Days No 247.92 31-90 Days Y-4 2774.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26347.53 271 - 364 Days Yes 224.22 91-180 Days Z-1 28096.89 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8613.18 271 - 364 Days Yes 395.01 91-180 Days A-2 9988.01 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29858.32 271 - 364 Days Yes 905.26 7-30 Days A-3 29292.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6534.42 271 - 364 Days No 128.58 91-180 Days A-4 6780.91 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3776.63 271 - 364 Days No 171.34 91-180 Days A-5 3462.15 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36830.89 271 - 364 Days Yes 2226.89 31-90 Days CB-1 35584.40 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6663.05 271 - 364 Days No 594.77 31-90 Days CB-2 7424.28 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27530.04 271 - 364 Days No 2640.33 31-90 Days CB-3 25243.97 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9623.26 271 - 364 Days Yes 572.17 <7 Days E-1 10516.95 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9623.88 271 - 364 Days Yes 608.18 91-180 Days E-2 10167.13 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16416.19 271 - 364 Days Yes 417.85 31-90 Days G-1 15080.39 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35553.78 271 - 364 Days No 598.11 91-180 Days G-2 30313.70 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2968.90 271 - 364 Days Yes 246.90 7-30 Days G-3 2395.29 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28682.55 271 - 364 Days No 1475.34 31-90 Days IG-1 28849.18 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15061.31 271 - 364 Days Yes 4.53 <7 Days IG-2 12092.95 Partial No Capital Markets