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 27590.32 Day 38 Yes 1900.66 91-180 Days Y-4 28867.89 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23352.88 Day 38 Yes 2240.32 <7 Days Z-1 26640.46 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41853.59 Day 38 No 2949.49 7-30 Days A-2 49109.56 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3278.00 Day 38 Yes 258.66 91-180 Days A-3 3662.40 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12845.09 Day 38 No 959.33 7-30 Days A-4 10658.95 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26157.05 Day 38 Yes 2330.03 91-180 Days A-5 25844.22 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7704.49 Day 38 No 50.77 91-180 Days CB-1 8339.04 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5663.07 Day 38 Yes 65.65 <7 Days CB-2 6462.03 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40910.24 Day 38 Yes 3959.01 31-90 Days CB-3 44053.28 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19492.59 Day 38 Yes 1880.61 91-180 Days E-1 15876.43 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21343.04 Day 38 Yes 1392.50 <7 Days E-2 22185.78 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41181.30 Day 38 Yes 542.85 7-30 Days G-1 37747.27 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9910.91 Day 38 Yes 654.73 <7 Days G-2 11467.45 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31128.20 Day 38 No 241.54 31-90 Days G-3 34401.91 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13001.66 Day 38 No 297.81 91-180 Days IG-1 13935.36 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11876.03 Day 38 Yes 673.34 7-30 Days IG-2 12381.29 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31889.13 Day 38 Yes 2552.45 <7 Days S-1 34587.12 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42306.26 Day 38 Yes 3510.45 91-180 Days S-2 39854.96 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9906.66 Day 38 No 708.70 91-180 Days S-3 10376.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19497.25 Day 38 Yes 1767.80 91-180 Days S-4 18348.79 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33148.02 Day 38 No 2469.01 91-180 Days S-5 33119.18 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30994.07 Day 38 Yes 617.11 7-30 Days S-6 35121.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25118.87 Day 38 Yes 1999.04 <7 Days S-7 25392.48 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32564.68 Day 39 No 3103.68 91-180 Days A-0-Q 27248.06 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10182.60 Day 39 No 1001.14 31-90 Days A-1-Q 11350.11 None Yes Liberty International Finance Ltd. Capital Markets