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 25396.82 121 - 150 Days No 86.56 7-30 Days CB-4 26294.74 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24289.10 121 - 150 Days No 286.73 31-90 Days E-10 29032.54 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11187.11 121 - 150 Days Yes 61.07 <7 Days E-3 12436.84 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38618.91 121 - 150 Days No 2636.45 7-30 Days E-4 40236.41 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10190.16 121 - 150 Days No 626.57 31-90 Days E-5 10741.14 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3124.06 121 - 150 Days Yes 76.81 31-90 Days E-6 2512.59 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39915.84 121 - 150 Days Yes 470.60 7-30 Days E-7 39080.99 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26814.22 121 - 150 Days No 2113.83 <7 Days E-8 23813.85 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18156.09 121 - 150 Days Yes 1593.96 7-30 Days E-9 18906.29 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7521.67 121 - 150 Days No 709.09 31-90 Days G-4 6620.74 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25204.92 121 - 150 Days No 48.98 91-180 Days IG-3 21521.61 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7932.20 121 - 150 Days Yes 579.96 7-30 Days IG-4 8040.76 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26557.02 121 - 150 Days No 1524.44 <7 Days IG-5 31536.70 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19643.36 121 - 150 Days No 1134.89 <7 Days IG-6 16866.99 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13256.47 121 - 150 Days Yes 994.92 <7 Days IG-7 14045.24 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14966.42 121 - 150 Days Yes 790.87 31-90 Days IG-8 12792.52 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3351.55 121 - 150 Days No 264.96 91-180 Days L-1 3883.98 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41450.54 121 - 150 Days No 1675.53 31-90 Days L-10 45989.41 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36054.96 121 - 150 Days No 2470.89 31-90 Days L-11 37327.93 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11855.41 121 - 150 Days Yes 622.22 91-180 Days L-2 13113.91 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23701.53 121 - 150 Days Yes 1759.37 <7 Days L-3 26729.59 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37556.47 121 - 150 Days Yes 2372.70 91-180 Days L-4 36292.65 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13333.17 121 - 150 Days No 974.31 31-90 Days L-5 13691.00 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14216.46 121 - 150 Days Yes 1058.59 91-180 Days L-6 13601.89 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13758.30 121 - 150 Days Yes 135.64 31-90 Days L-7 14177.06 None Yes Liberty Mortgage Services Corp. Capital Markets