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 4429.92 Day 37 No 128.41 91-180 Days IG-1 3750.06 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40374.39 Day 37 Yes 3888.65 <7 Days IG-2 39002.97 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19682.85 Day 37 No 1963.06 31-90 Days S-1 18856.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42858.09 Day 37 Yes 432.22 31-90 Days S-2 35034.39 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7302.95 Day 37 No 599.79 7-30 Days S-3 7230.27 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32970.31 Day 37 Yes 1825.47 91-180 Days S-4 30750.54 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39174.86 Day 37 No 1310.35 31-90 Days S-5 39362.47 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24740.88 Day 37 No 1697.25 31-90 Days S-6 27749.66 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43400.56 Day 37 Yes 4170.72 91-180 Days S-7 42734.55 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4866.02 Day 38 Yes 220.53 31-90 Days A-0-Q 4440.64 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13962.00 Day 38 Yes 1092.46 7-30 Days A-1-Q 12641.48 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2084.13 Day 38 No 157.67 7-30 Days A-2-Q 1801.53 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5688.76 Day 38 No 118.64 31-90 Days A-3-Q 4745.22 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34735.60 Day 38 Yes 1526.23 91-180 Days A-4-Q 32828.63 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33917.97 Day 38 Yes 2419.45 7-30 Days A-5-Q 34104.91 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5990.39 Day 38 Yes 164.01 91-180 Days CB-1-Q 6739.95 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12092.81 Day 38 Yes 130.25 <7 Days CB-2-Q 9811.84 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33287.58 Day 38 No 2745.72 7-30 Days S-1-Q 27892.98 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19594.68 Day 38 No 952.09 <7 Days S-2-Q 20446.36 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25672.98 Day 38 Yes 2514.46 7-30 Days S-3-Q 30772.76 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15041.15 Day 38 No 109.71 7-30 Days S-4-Q 14050.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30153.46 Day 38 No 2273.04 7-30 Days CB-3-Q 25113.30 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33447.17 Day 38 No 1646.74 31-90 Days G-1-Q 35642.84 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33988.73 Day 38 Yes 2137.39 91-180 Days G-2-Q 33679.99 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36411.90 Day 38 No 58.30 <7 Days G-3-Q 36508.92 None Yes Liberty Capital Markets Inc. Capital Markets