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 No 1535.71 Day 32 Yes 59.13 91-180 Days A-0-Q 1443.85 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25922.18 Day 32 Yes 2152.53 91-180 Days A-1-Q 23278.22 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4561.31 Day 32 Yes 214.40 <7 Days A-2-Q 4685.83 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27824.36 Day 32 No 1734.53 7-30 Days A-3-Q 32324.27 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37517.18 Day 32 No 2031.34 31-90 Days A-4-Q 35313.73 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33788.92 Day 32 Yes 1432.32 7-30 Days A-5-Q 40390.29 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7546.63 Day 32 Yes 716.52 7-30 Days CB-1-Q 7906.03 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39342.60 Day 32 Yes 3559.55 7-30 Days CB-2-Q 46321.51 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22708.03 Day 32 Yes 562.34 <7 Days S-1-Q 25028.11 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23037.26 Day 32 No 114.86 91-180 Days S-2-Q 20255.80 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5362.68 Day 32 No 336.85 91-180 Days S-3-Q 5680.01 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35262.64 Day 32 No 1124.89 7-30 Days S-4-Q 39977.11 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29856.89 Day 32 Yes 1996.05 91-180 Days CB-3-Q 33577.44 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32576.36 Day 32 Yes 3013.10 91-180 Days G-1-Q 34755.16 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36274.69 Day 32 Yes 1475.12 31-90 Days G-2-Q 32728.51 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10004.67 Day 32 Yes 854.57 91-180 Days G-3-Q 10242.01 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12387.26 Day 32 No 1065.90 91-180 Days S-5-Q 12385.10 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14166.04 Day 32 No 727.74 31-90 Days S-6-Q 11428.74 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41185.54 Day 32 No 2985.04 <7 Days S-7-Q 44612.81 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11070.26 Day 32 No 485.90 91-180 Days E-1-Q 10156.46 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2958.99 Day 32 Yes 16.59 91-180 Days E-2-Q 3048.00 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2071.45 Day 32 No 134.86 7-30 Days IG-1-Q 2409.81 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35142.56 Day 32 Yes 3505.78 7-30 Days IG-2-Q 38230.84 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34097.34 Day 32 Yes 2256.65 91-180 Days C-1 36463.46 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4731.63 Day 32 No 8.04 31-90 Days CB-4 5136.06 Partial No Capital Markets