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 34470.37 Day 18 Yes 2360.37 91-180 Days A-5 36801.50 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34714.74 Day 18 Yes 2548.39 <7 Days CB-1 32386.78 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3400.75 Day 18 No 25.04 91-180 Days CB-2 4003.96 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26115.89 Day 18 Yes 1624.71 91-180 Days CB-3 31210.04 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31179.37 Day 18 Yes 99.58 <7 Days E-1 34086.23 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43929.78 Day 18 Yes 3057.54 7-30 Days E-2 45099.46 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21047.96 Day 18 Yes 1942.81 91-180 Days G-1 23859.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 40306.53 Day 18 No 1938.09 <7 Days G-2 39254.89 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13344.57 Day 18 Yes 87.52 31-90 Days G-3 15192.17 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18299.13 Day 18 No 499.74 7-30 Days IG-1 18935.06 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9186.45 Day 18 Yes 403.23 7-30 Days IG-2 8999.75 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8831.82 Day 18 Yes 83.84 <7 Days S-1 7718.25 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15278.01 Day 18 Yes 941.05 <7 Days S-2 15197.60 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7316.61 Day 18 No 396.85 7-30 Days S-3 8508.20 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3516.82 Day 18 Yes 42.61 7-30 Days S-4 3729.92 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5490.57 Day 18 No 294.09 <7 Days S-5 4963.67 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11557.79 Day 18 No 392.39 91-180 Days S-6 10652.44 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8699.14 Day 18 Yes 211.54 7-30 Days S-7 8531.07 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8815.60 Day 19 Yes 780.15 31-90 Days A-0-Q 9442.34 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5615.45 Day 19 No 355.04 <7 Days A-1-Q 4718.88 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33003.58 Day 19 No 568.88 31-90 Days A-2-Q 32376.14 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32311.62 Day 19 Yes 1016.23 <7 Days A-3-Q 33473.69 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42706.63 Day 19 No 3947.08 31-90 Days A-4-Q 41799.55 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21332.75 Day 19 Yes 461.38 <7 Days A-5-Q 21750.67 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2328.27 Day 19 Yes 61.73 31-90 Days CB-1-Q 2435.24 Partial Yes Liberty Capital Markets Inc. Capital Markets