Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 14202.28 Day 54 No 632.30 <7 Days Z-1 15589.17 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1126.97 Day 54 No 13.22 <7 Days A-2 1204.94 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4148.62 Day 54 Yes 383.77 31-90 Days A-3 3792.71 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16698.42 Day 54 Yes 316.28 <7 Days A-4 15354.22 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25989.42 Day 54 Yes 2576.21 31-90 Days A-5 29947.74 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26883.32 Day 54 Yes 1619.94 7-30 Days CB-1 26158.43 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6934.92 Day 54 Yes 352.54 31-90 Days CB-2 6128.52 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17125.90 Day 54 No 602.10 7-30 Days CB-3 14528.69 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15615.82 Day 54 No 470.16 91-180 Days E-1 16333.88 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8621.42 Day 54 No 72.67 7-30 Days E-2 7840.43 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9854.69 Day 54 Yes 907.54 31-90 Days G-1 10742.21 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15144.38 Day 54 No 82.49 91-180 Days G-2 12539.91 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29235.12 Day 54 No 72.38 7-30 Days G-3 32201.19 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7409.21 Day 54 No 665.71 91-180 Days IG-1 8868.00 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20356.91 Day 54 No 485.02 91-180 Days IG-2 16829.05 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2725.50 Day 54 No 187.09 <7 Days S-1 2928.33 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16323.23 Day 54 No 433.49 <7 Days S-2 13318.52 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34830.74 Day 54 Yes 407.52 91-180 Days S-3 31005.07 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7205.38 Day 54 Yes 546.60 7-30 Days S-4 8355.13 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43979.23 Day 54 No 897.45 7-30 Days S-5 40208.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 324.47 Day 54 Yes 25.85 7-30 Days S-6 316.26 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29723.24 Day 54 No 2240.72 <7 Days S-7 24171.04 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26113.51 Day 55 Yes 7.45 91-180 Days A-0-Q 24534.19 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22356.51 Day 55 No 1134.57 <7 Days A-1-Q 21834.92 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27489.17 Day 55 Yes 439.78 91-180 Days A-2-Q 26590.60 None Yes Liberty Capital Markets Inc. Investment Banking