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 42029.37 Day 26 No 4111.35 <7 Days IG-3 36430.31 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14866.55 Day 26 Yes 1359.94 <7 Days IG-4 15213.16 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39253.64 Day 26 No 324.89 7-30 Days IG-5 36790.47 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24873.39 Day 26 Yes 54.90 91-180 Days IG-6 29400.25 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28720.99 Day 26 No 883.66 91-180 Days IG-7 31050.79 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23600.87 Day 26 No 1099.53 <7 Days IG-8 27971.48 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17348.35 Day 26 No 1534.13 7-30 Days L-1 17139.93 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13674.01 Day 26 No 7.97 91-180 Days L-10 14299.70 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30561.94 Day 26 No 1979.70 31-90 Days L-11 25036.14 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40509.38 Day 26 No 1592.38 <7 Days L-2 40257.97 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25083.72 Day 26 No 2357.06 31-90 Days L-3 26442.70 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9107.97 Day 26 Yes 306.82 31-90 Days L-4 7547.57 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30820.51 Day 26 No 2406.34 <7 Days L-5 29446.09 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6723.43 Day 26 No 382.26 31-90 Days L-6 7783.66 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4333.77 Day 26 No 261.00 7-30 Days L-7 4226.00 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22609.63 Day 26 No 392.52 91-180 Days L-8 23155.91 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 641.03 Day 26 Yes 27.10 31-90 Days L-9 594.32 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42320.50 Day 26 Yes 1780.06 7-30 Days LC-1 37685.04 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38646.54 Day 26 Yes 2909.92 31-90 Days LC-2 40219.62 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19471.21 Day 26 No 1646.92 <7 Days N-1 17268.43 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4623.92 Day 26 No 399.34 31-90 Days N-2 5107.53 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17396.52 Day 26 No 284.97 <7 Days N-3 18908.92 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41649.53 Day 26 Yes 2734.63 31-90 Days N-4 41026.84 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39519.28 Day 26 Yes 965.93 31-90 Days N-5 37807.77 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35699.28 Day 26 No 3165.21 <7 Days N-6 41769.92 None Yes Liberty Mortgage Services Corp. Trading