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 Small Business No 8298.71 Day 7 Yes 331.40 7-30 Days P-2 9015.03 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18409.89 Day 7 Yes 58.49 <7 Days S-8 21060.59 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 41922.32 Day 7 No 3124.46 <7 Days Y-1 38683.83 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 10194.28 Day 7 No 644.97 91-180 Days Y-2 10792.78 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 42808.42 Day 7 No 640.92 91-180 Days Y-3 51283.36 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28324.31 Day 7 No 674.11 31-90 Days Y-4 28479.44 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 2222.76 Day 7 No 8.41 <7 Days Z-1 2318.69 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 27964.85 Day 7 Yes 2374.84 31-90 Days A-2 30986.30 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 20440.83 Day 7 Yes 941.49 91-180 Days A-3 23813.16 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 5805.41 Day 7 No 299.47 31-90 Days A-4 5053.10 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 27867.19 Day 7 Yes 1061.10 7-30 Days A-5 27924.72 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32887.77 Day 7 No 2833.59 <7 Days CB-1 37128.60 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 15924.32 Day 7 Yes 152.20 <7 Days CB-2 13845.23 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 20245.97 Day 7 No 654.26 31-90 Days CB-3 16817.11 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 37412.39 Day 7 No 1072.46 91-180 Days E-1 42862.00 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 42179.93 Day 7 No 393.87 31-90 Days E-2 36055.73 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 12040.22 Day 7 Yes 758.98 91-180 Days G-1 13557.52 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 43766.02 Day 7 Yes 3972.51 7-30 Days G-2 45085.47 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 36704.78 Day 7 Yes 1509.98 31-90 Days G-3 41618.60 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33260.34 Day 7 Yes 99.34 91-180 Days IG-1 39081.86 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33729.77 Day 7 Yes 1746.07 7-30 Days IG-2 31591.97 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 25966.84 Day 7 Yes 1113.65 91-180 Days S-1 23096.03 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 25526.82 Day 7 Yes 1398.83 31-90 Days S-2 21891.65 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 31108.67 Day 7 No 348.72 31-90 Days S-3 33691.68 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 12478.64 Day 7 Yes 191.14 91-180 Days S-4 14780.48 Partial Yes Liberty Mortgage Services Corp. Capital Markets