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 28094.30 Day 4 Yes 2063.00 <7 Days Z-1 27135.71 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20688.01 Day 4 No 1763.41 7-30 Days A-2 21105.75 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8966.09 Day 4 No 747.14 7-30 Days A-3 9301.15 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38246.65 Day 4 Yes 2050.10 31-90 Days A-4 35481.31 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43403.97 Day 4 Yes 23.04 91-180 Days A-5 35106.06 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33908.25 Day 4 No 878.33 <7 Days CB-1 33564.84 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6403.69 Day 4 Yes 501.36 91-180 Days CB-2 5599.54 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29062.80 Day 4 Yes 1201.70 7-30 Days CB-3 31408.73 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24080.25 Day 4 No 1572.16 31-90 Days E-1 21842.44 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21303.88 Day 4 No 417.90 7-30 Days E-2 22603.87 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35669.84 Day 4 Yes 621.59 91-180 Days G-1 32061.80 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27827.63 Day 4 Yes 2.42 7-30 Days G-2 33125.72 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8278.43 Day 4 Yes 441.64 7-30 Days G-3 8497.80 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6780.25 Day 4 No 170.46 <7 Days IG-1 6444.60 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21981.21 Day 4 No 80.45 91-180 Days IG-2 19197.79 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27242.54 Day 4 No 2091.21 7-30 Days S-1 26364.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27485.44 Day 4 No 980.78 31-90 Days S-2 28840.25 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8725.22 Day 4 Yes 532.21 91-180 Days S-3 7577.16 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35279.90 Day 4 No 1793.22 31-90 Days S-4 37158.42 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37616.80 Day 4 No 995.47 31-90 Days S-5 45036.11 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37495.38 Day 4 No 3019.04 7-30 Days S-6 39994.44 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23042.98 Day 4 Yes 1148.47 31-90 Days S-7 20892.41 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43044.38 Day 5 Yes 2410.44 91-180 Days A-0-Q 39911.35 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30682.38 Day 5 No 1016.33 91-180 Days A-1-Q 27734.62 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22173.02 Day 5 Yes 384.22 31-90 Days A-2-Q 21511.08 None No Treasury