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 2411.78 Day 59 No 53.61 31-90 Days CB-1 2060.27 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26267.03 Day 59 Yes 1149.67 91-180 Days CB-2 23257.23 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15259.50 Day 59 Yes 1455.84 7-30 Days CB-3 16975.03 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41309.45 Day 59 Yes 4014.55 31-90 Days E-1 39028.99 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2513.45 Day 59 No 56.70 7-30 Days E-2 2970.34 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16082.70 Day 59 No 1150.49 7-30 Days G-1 15775.08 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2021.97 Day 59 Yes 44.29 <7 Days G-2 1740.07 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8006.16 Day 59 Yes 655.54 <7 Days G-3 6430.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3389.72 Day 59 Yes 17.66 31-90 Days IG-1 3133.59 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25351.22 Day 59 No 698.41 91-180 Days IG-2 29247.88 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41688.88 Day 59 No 3991.96 7-30 Days S-1 44188.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11324.18 Day 59 Yes 1050.49 <7 Days S-2 11224.47 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22381.54 Day 59 Yes 1575.51 91-180 Days S-3 18238.62 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42688.69 Day 59 Yes 250.83 31-90 Days S-4 40955.56 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5777.15 Day 59 Yes 40.44 7-30 Days S-5 5793.95 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42285.85 Day 59 No 4205.21 31-90 Days S-6 35151.51 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24070.19 Day 59 Yes 1506.44 31-90 Days S-7 20232.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39749.09 Day 60 No 576.02 31-90 Days A-0-Q 40804.43 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29795.16 Day 60 No 216.20 31-90 Days A-1-Q 25494.61 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2040.54 Day 60 No 185.12 91-180 Days A-2-Q 1722.07 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43060.10 Day 60 Yes 3329.53 91-180 Days A-3-Q 50560.03 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35338.37 Day 60 Yes 2047.28 7-30 Days A-4-Q 41877.50 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17366.48 Day 60 Yes 556.01 91-180 Days A-5-Q 15059.18 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9988.70 Day 60 No 507.21 91-180 Days CB-1-Q 10917.37 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19457.86 Day 60 Yes 1018.86 31-90 Days CB-2-Q 20235.60 Partial Yes Liberty Mortgage Services Corp. Treasury