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 29559.35 Day 1 No 2857.05 <7 Days N-7 30484.25 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34559.62 Day 1 Yes 1756.68 31-90 Days P-1 33171.68 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29025.28 Day 1 Yes 1985.27 31-90 Days P-2 31309.24 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39463.08 Day 1 Yes 3769.90 7-30 Days S-8 46025.67 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25965.33 Day 1 No 961.14 7-30 Days Y-1 28608.92 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36662.28 Day 1 Yes 1814.12 7-30 Days Y-2 32059.18 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23191.73 Day 1 No 471.28 31-90 Days Y-3 24173.34 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43508.60 Day 1 Yes 2077.80 7-30 Days Y-4 41732.31 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37209.99 Day 1 Yes 3110.27 31-90 Days Z-1 43594.83 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7411.20 Day 1 Yes 450.83 31-90 Days A-2 6987.97 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6889.98 Day 1 No 49.83 <7 Days A-3 6510.04 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18522.54 Day 1 No 842.70 <7 Days A-4 15938.87 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41321.41 Day 1 Yes 3692.54 31-90 Days A-5 39059.16 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14170.58 Day 1 No 479.81 31-90 Days CB-1 16284.11 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8073.07 Day 1 Yes 62.30 91-180 Days CB-2 7055.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41175.78 Day 1 Yes 267.94 7-30 Days CB-3 48016.95 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28001.46 Day 1 Yes 35.27 <7 Days E-1 30800.87 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32087.53 Day 1 Yes 919.95 7-30 Days E-2 35762.00 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26868.84 Day 1 Yes 1441.06 91-180 Days G-1 25493.47 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37739.73 Day 1 No 551.63 <7 Days G-2 43588.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13753.47 Day 1 No 47.97 <7 Days G-3 12288.20 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13650.27 Day 1 No 1049.06 91-180 Days IG-1 12946.88 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43497.63 Day 1 Yes 1178.76 31-90 Days IG-2 44491.21 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4147.47 Day 1 Yes 240.48 91-180 Days S-1 4260.92 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12247.29 Day 1 No 753.32 31-90 Days S-2 13313.15 None No Investment Banking