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 32925.22 Day 48 Yes 1299.03 91-180 Days LC-1 30209.03 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23424.27 Day 48 Yes 1163.29 91-180 Days LC-2 23956.38 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6364.45 Day 48 Yes 559.58 7-30 Days N-1 5429.26 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20984.70 Day 48 No 1357.31 91-180 Days N-2 24248.98 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13442.47 Day 48 Yes 749.63 7-30 Days N-3 10908.33 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17493.92 Day 48 No 589.10 7-30 Days N-4 15655.56 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16969.46 Day 48 Yes 800.56 7-30 Days N-5 19167.26 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30902.51 Day 48 No 1605.17 7-30 Days N-6 30834.35 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29218.44 Day 48 Yes 871.02 31-90 Days N-7 35059.22 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36353.34 Day 48 Yes 2650.94 91-180 Days P-1 39385.27 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4919.40 Day 48 Yes 66.88 31-90 Days P-2 5671.60 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25950.31 Day 48 Yes 442.69 <7 Days S-8 20901.34 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10566.76 Day 48 Yes 919.18 7-30 Days Y-1 12465.44 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36504.40 Day 48 Yes 2010.15 7-30 Days Y-2 38171.72 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15867.63 Day 48 Yes 167.74 31-90 Days Y-3 12988.53 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35693.38 Day 48 Yes 2382.79 <7 Days Y-4 35981.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42235.72 Day 48 No 652.36 31-90 Days Z-1 46563.76 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34036.07 Day 48 No 869.27 91-180 Days A-2 36584.78 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25634.57 Day 48 Yes 27.76 31-90 Days A-3 24810.88 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12088.23 Day 48 Yes 157.67 91-180 Days A-4 14259.25 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29581.69 Day 48 No 531.81 <7 Days A-5 25390.84 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21956.74 Day 48 No 1311.09 <7 Days CB-1 19370.79 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5875.44 Day 48 Yes 381.95 7-30 Days CB-2 6487.43 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13639.97 Day 48 No 934.06 31-90 Days CB-3 15352.05 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1373.03 Day 48 No 8.12 91-180 Days E-1 1141.04 None No Investment Banking