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
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10150.36 Perpetual No 998.99 <7 Days A-2-Q 9436.16 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 26897.73 Perpetual No 1686.54 91-180 Days A-3-Q 31984.67 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9271.61 Perpetual Yes 684.12 91-180 Days A-4-Q 9120.61 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10029.24 Perpetual Yes 644.81 <7 Days A-5-Q 8374.72 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 38700.87 Perpetual No 3697.18 31-90 Days CB-1-Q 39025.40 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7191.85 Perpetual No 201.34 7-30 Days CB-2-Q 5949.23 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 26820.41 Perpetual No 1167.84 31-90 Days S-1-Q 29154.68 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 10523.22 Perpetual No 611.53 7-30 Days S-2-Q 10616.17 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 2834.66 Perpetual No 23.25 31-90 Days S-3-Q 2348.99 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 28826.47 Perpetual No 2109.15 7-30 Days S-4-Q 34023.12 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 25382.74 Perpetual No 1560.71 7-30 Days CB-3-Q 28101.19 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 6058.03 Perpetual Yes 77.84 <7 Days G-1-Q 6914.07 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 44016.35 Perpetual No 1144.49 <7 Days G-2-Q 43029.02 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 34420.51 Perpetual Yes 2729.97 31-90 Days G-3-Q 29600.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 15950.31 Perpetual No 963.37 91-180 Days S-5-Q 14893.36 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 24457.96 Perpetual Yes 2234.46 <7 Days S-6-Q 19964.39 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 35868.89 Perpetual Yes 894.87 31-90 Days S-7-Q 33546.94 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9973.35 Perpetual No 442.96 31-90 Days E-1-Q 11861.86 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 3253.63 Perpetual No 49.32 7-30 Days E-2-Q 3746.44 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 16763.54 Perpetual No 521.47 91-180 Days IG-1-Q 17300.49 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 34475.78 Perpetual No 744.06 31-90 Days IG-2-Q 32956.62 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7078.67 Perpetual Yes 270.07 <7 Days C-1 8050.42 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 33246.65 Perpetual No 1140.98 <7 Days CB-4 36379.35 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2810.30 Perpetual Yes 229.04 91-180 Days E-10 2313.48 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 1853.37 Perpetual No 102.15 <7 Days E-3 2035.35 Partial Yes Liberty Wealth Management LLC Capital Markets