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
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 7026705256.98 Day 60 Yes 9722304847.60 91-180 Days Corporate Bonds 5122645673.99 Partial Yes IntW-1848 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 6452805397.90 Day 5 Yes 9290350932.42 31-90 Days Cash 17994409602.34 None Yes Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43771.92 Open Yes 3175.53 <7 Days A-0-Q 40027.48 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3485.31 Open Yes 92.77 7-30 Days A-1-Q 3146.15 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25159.75 Open No 1577.07 <7 Days A-2-Q 20410.09 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23401.29 Open Yes 2011.13 7-30 Days A-3-Q 24900.35 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26028.73 Open No 1535.84 91-180 Days A-4-Q 23922.48 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26220.82 Open Yes 605.00 31-90 Days A-5-Q 26013.02 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22323.26 Open No 1762.50 <7 Days CB-1-Q 24730.88 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9153.73 Open Yes 59.05 91-180 Days CB-2-Q 7336.31 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42693.85 Open Yes 3883.35 <7 Days S-1-Q 49562.54 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5251.89 Open Yes 447.91 31-90 Days S-2-Q 5693.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37103.46 Open Yes 3561.58 91-180 Days S-3-Q 39366.51 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37848.15 Open No 114.10 7-30 Days S-4-Q 33922.21 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8276.93 Open Yes 19.50 7-30 Days CB-3-Q 9458.92 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16109.13 Open Yes 1254.86 91-180 Days G-1-Q 15086.68 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38811.34 Open No 99.30 91-180 Days G-2-Q 42957.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10600.24 Open Yes 976.05 <7 Days G-3-Q 10929.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38339.59 Open No 1893.29 91-180 Days S-5-Q 42170.54 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8825.21 Open No 340.23 31-90 Days S-6-Q 10282.77 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42643.16 Open No 2486.66 91-180 Days S-7-Q 45148.37 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4538.81 Open Yes 54.55 <7 Days E-1-Q 4913.33 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32036.28 Open Yes 2046.70 31-90 Days E-2-Q 33273.64 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30194.38 Open Yes 2666.84 91-180 Days IG-1-Q 35259.48 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43071.26 Open No 2382.69 91-180 Days IG-2-Q 42016.32 None Yes Liberty Capital Markets Inc. Capital Markets