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 4065.35 Day 14 No 149.67 7-30 Days A-2-Q 3394.39 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34311.36 Day 14 No 2659.68 31-90 Days A-3-Q 37590.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12445.39 Day 14 Yes 694.04 <7 Days A-4-Q 13813.50 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16813.37 Day 14 Yes 704.22 31-90 Days A-5-Q 16563.78 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12314.84 Day 14 No 910.14 91-180 Days CB-1-Q 10536.28 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9881.17 Day 14 Yes 918.73 7-30 Days CB-2-Q 9314.34 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6275.65 Day 14 Yes 341.53 <7 Days S-1-Q 6349.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9575.10 Day 14 No 31.06 91-180 Days S-2-Q 9986.59 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33092.38 Day 14 Yes 1322.46 91-180 Days S-3-Q 39194.82 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18260.79 Day 14 Yes 774.10 91-180 Days S-4-Q 17099.66 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29765.27 Day 14 Yes 447.96 7-30 Days CB-3-Q 34956.78 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12777.21 Day 14 No 59.56 <7 Days G-1-Q 14896.64 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35994.96 Day 14 No 2200.89 7-30 Days G-2-Q 33961.50 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27085.47 Day 14 No 465.22 31-90 Days G-3-Q 31658.86 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6031.35 Day 14 Yes 75.87 7-30 Days S-5-Q 6793.79 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36600.44 Day 14 Yes 1866.52 31-90 Days S-6-Q 31393.12 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39170.40 Day 14 Yes 1639.92 7-30 Days S-7-Q 46961.18 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37533.83 Day 14 No 1409.33 91-180 Days E-1-Q 35704.35 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11689.88 Day 14 Yes 5.92 7-30 Days E-2-Q 10634.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20883.58 Day 14 No 1672.38 <7 Days IG-1-Q 20303.42 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27705.43 Day 14 Yes 397.38 7-30 Days IG-2-Q 23158.66 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31959.53 Day 14 No 1072.85 91-180 Days C-1 34221.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14150.37 Day 14 No 1323.68 91-180 Days CB-4 13278.07 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 534.12 Day 14 Yes 23.95 <7 Days E-10 471.63 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5686.45 Day 14 Yes 239.71 31-90 Days E-3 6073.43 None Yes Liberty Wealth Management LLC Treasury