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 28134.74 Day 47 Yes 1034.76 7-30 Days Y-3 24943.92 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12529.58 Day 47 Yes 930.66 7-30 Days Y-4 14332.01 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28094.16 Day 47 Yes 2554.84 31-90 Days Z-1 29541.40 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26731.30 Day 47 No 2249.51 91-180 Days A-2 26254.40 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22459.39 Day 47 Yes 1143.55 <7 Days A-3 18352.20 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2058.49 Day 47 No 34.88 31-90 Days A-4 1707.11 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41894.37 Day 47 No 3914.73 31-90 Days A-5 38087.59 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15660.86 Day 47 Yes 1047.82 31-90 Days CB-1 17315.27 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38252.83 Day 47 Yes 2468.04 91-180 Days CB-2 30995.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23716.95 Day 47 No 2024.90 91-180 Days CB-3 27048.00 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23496.30 Day 47 Yes 2199.71 91-180 Days E-1 26748.98 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34309.61 Day 47 Yes 2.70 <7 Days E-2 38072.23 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5297.55 Day 47 Yes 42.13 <7 Days G-1 5268.54 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8510.34 Day 47 No 708.86 91-180 Days G-2 9385.04 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6413.40 Day 47 Yes 205.15 31-90 Days G-3 6305.29 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36422.38 Day 47 Yes 2177.93 <7 Days IG-1 31464.76 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31304.20 Day 47 No 2424.61 7-30 Days IG-2 33717.03 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42139.86 Day 47 No 3700.20 31-90 Days S-1 41644.69 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5165.01 Day 47 Yes 247.38 7-30 Days S-2 4225.80 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42444.21 Day 47 No 629.36 31-90 Days S-3 44361.79 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12941.12 Day 47 No 341.52 7-30 Days S-4 11046.12 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5284.61 Day 47 No 71.34 31-90 Days S-5 4457.33 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28224.45 Day 47 No 419.15 7-30 Days S-6 30435.76 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42761.27 Day 47 No 641.65 91-180 Days S-7 36251.77 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21897.69 Day 48 Yes 633.28 7-30 Days A-0-Q 25153.70 Full Yes Liberty Capital Markets Inc. Capital Markets