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 30116.37 Day 45 Yes 2983.52 7-30 Days A-2 25353.24 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6654.60 Day 45 No 511.30 91-180 Days A-3 5779.30 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41819.21 Day 45 Yes 477.21 7-30 Days A-4 45589.67 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3905.53 Day 45 No 197.74 31-90 Days A-5 3372.21 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19080.10 Day 45 No 1413.50 <7 Days CB-1 19743.60 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10103.20 Day 45 Yes 618.94 31-90 Days CB-2 10303.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37559.11 Day 45 Yes 1393.56 31-90 Days CB-3 44486.77 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30175.25 Day 45 No 1393.45 7-30 Days E-1 25752.90 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5147.32 Day 45 Yes 486.79 7-30 Days E-2 4831.33 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39511.46 Day 45 No 1894.66 <7 Days G-1 34634.23 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2339.04 Day 45 Yes 230.84 <7 Days G-2 2559.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18074.11 Day 45 Yes 1476.64 7-30 Days G-3 21623.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22558.40 Day 45 No 1446.14 31-90 Days IG-1 21836.33 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43911.48 Day 45 No 195.91 <7 Days IG-2 43157.09 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30764.51 Day 45 No 1410.23 <7 Days S-1 30889.64 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15775.38 Day 45 No 478.02 7-30 Days S-2 16103.88 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1464.78 Day 45 No 131.74 <7 Days S-3 1674.80 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42554.92 Day 45 Yes 1540.39 <7 Days S-4 34485.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 770.67 Day 45 No 65.54 31-90 Days S-5 619.37 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14148.20 Day 45 No 1196.56 7-30 Days S-6 14568.51 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31146.26 Day 45 Yes 2046.24 <7 Days S-7 32220.22 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16688.18 Day 46 No 48.83 91-180 Days A-0-Q 15412.77 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39197.91 Day 46 No 2110.07 7-30 Days A-1-Q 41696.87 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4701.11 Day 46 No 458.34 91-180 Days A-2-Q 4787.25 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 17233.49 Day 46 No 1414.37 91-180 Days A-3-Q 20587.29 Partial No Trading