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 20161.61 Day 37 No 316.12 31-90 Days E-7 24083.32 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35130.69 Day 37 Yes 3407.99 7-30 Days E-8 40181.28 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 935.28 Day 37 No 26.77 <7 Days E-9 901.39 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15961.91 Day 37 Yes 882.30 31-90 Days G-4 13321.93 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32775.47 Day 37 Yes 1485.91 <7 Days IG-3 30069.53 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40756.91 Day 37 Yes 3435.22 91-180 Days IG-4 43805.87 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6317.75 Day 37 Yes 209.47 <7 Days IG-5 5196.08 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42293.38 Day 37 No 143.98 7-30 Days IG-6 40243.00 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7754.71 Day 37 Yes 29.65 31-90 Days IG-7 7252.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11065.24 Day 37 Yes 778.57 91-180 Days IG-8 12210.68 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34610.58 Day 37 Yes 328.64 <7 Days L-1 34320.43 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3129.25 Day 37 No 309.66 91-180 Days L-10 3354.48 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29741.78 Day 37 Yes 593.47 7-30 Days L-11 34506.57 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16245.45 Day 37 Yes 547.65 7-30 Days L-2 15377.83 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10297.82 Day 37 No 929.87 7-30 Days L-3 9785.40 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36938.03 Day 37 Yes 513.09 31-90 Days L-4 39431.05 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33440.53 Day 37 No 1751.97 31-90 Days L-5 33887.40 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3313.27 Day 37 Yes 160.26 91-180 Days L-6 3964.98 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36977.52 Day 37 Yes 349.72 7-30 Days L-7 41085.41 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15974.74 Day 37 No 873.60 31-90 Days L-8 15771.76 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8881.47 Day 37 No 836.71 91-180 Days L-9 7509.96 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 717.96 Day 37 Yes 5.27 7-30 Days LC-1 587.32 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43134.73 Day 37 No 3585.37 91-180 Days LC-2 50878.35 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5735.96 Day 37 No 90.15 <7 Days N-1 6464.22 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11304.63 Day 37 No 239.27 7-30 Days N-2 10930.31 None Yes Liberty Mortgage Services Corp. Capital Markets