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 18680.54 Day 14 No 681.92 31-90 Days G-1 15897.02 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42736.72 Day 14 Yes 1981.36 <7 Days G-2 49476.27 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35369.98 Day 14 No 409.38 7-30 Days G-3 37649.03 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16517.25 Day 14 No 816.76 <7 Days IG-1 14656.60 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26719.46 Day 14 No 1908.98 31-90 Days IG-2 27229.03 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29035.75 Day 14 Yes 513.87 31-90 Days S-1 28461.73 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39105.20 Day 14 No 2729.91 31-90 Days S-2 36676.94 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3991.08 Day 14 Yes 299.78 91-180 Days S-3 3406.48 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34362.80 Day 14 Yes 579.89 91-180 Days S-4 28089.44 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35824.32 Day 14 Yes 2659.78 31-90 Days S-5 34734.15 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12868.82 Day 14 Yes 474.69 31-90 Days S-6 14007.97 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13422.01 Day 14 Yes 630.18 31-90 Days S-7 14845.84 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28901.34 Day 15 No 309.28 91-180 Days A-0-Q 23312.35 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32445.91 Day 15 No 81.93 31-90 Days A-1-Q 31445.32 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22343.57 Day 15 No 746.85 <7 Days A-2-Q 21303.88 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4715.16 Day 15 Yes 321.64 <7 Days A-3-Q 4596.98 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4870.57 Day 15 Yes 475.65 7-30 Days A-4-Q 5082.26 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11951.99 Day 15 No 641.69 91-180 Days A-5-Q 10982.03 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13472.65 Day 15 No 141.41 91-180 Days CB-1-Q 15712.35 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29964.49 Day 15 No 1783.33 <7 Days CB-2-Q 29975.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41167.18 Day 15 Yes 404.87 7-30 Days S-1-Q 41233.12 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18715.39 Day 15 Yes 110.63 91-180 Days S-2-Q 15217.80 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5115.54 Day 15 Yes 375.84 <7 Days S-3-Q 5307.75 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11027.66 Day 15 Yes 859.37 <7 Days S-4-Q 12776.16 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19796.89 Day 15 Yes 641.07 31-90 Days CB-3-Q 20067.61 Full Yes Liberty Capital Markets Inc. Treasury