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 Yes 8204.25 Day 43 Yes 472.61 91-180 Days L-5 8318.78 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21081.01 Day 43 No 794.76 <7 Days L-6 25231.86 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24399.20 Day 43 Yes 902.03 7-30 Days L-7 23399.51 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39315.98 Day 43 Yes 1556.68 31-90 Days L-8 45775.80 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9683.17 Day 43 Yes 46.19 91-180 Days L-9 11485.64 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3278.16 Day 43 No 7.31 31-90 Days LC-1 3507.66 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13592.27 Day 43 No 486.26 91-180 Days LC-2 14286.82 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43192.65 Day 43 No 2538.63 31-90 Days N-1 47942.50 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16727.37 Day 43 Yes 420.39 7-30 Days N-2 14418.46 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8395.11 Day 43 Yes 535.75 91-180 Days N-3 7470.70 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12433.39 Day 43 Yes 59.01 91-180 Days N-4 13196.11 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39774.36 Day 43 No 3108.32 31-90 Days N-5 39010.23 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14945.51 Day 43 No 978.37 7-30 Days N-6 12208.95 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12098.34 Day 43 Yes 1114.88 91-180 Days N-7 10475.86 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9909.14 Day 43 Yes 831.84 <7 Days P-1 8730.44 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40977.91 Day 43 No 2613.89 7-30 Days P-2 34699.81 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9389.98 Day 43 Yes 574.74 31-90 Days S-8 9989.79 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2723.80 Day 43 Yes 268.57 31-90 Days Y-1 2304.93 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26830.71 Day 43 No 162.50 31-90 Days Y-2 24309.26 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7704.03 Day 43 No 525.97 31-90 Days Y-3 8428.22 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42846.11 Day 43 No 2010.79 <7 Days Y-4 36793.89 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1246.04 Day 43 No 14.79 31-90 Days Z-1 1183.08 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18650.71 Day 43 No 1689.64 <7 Days A-2 19166.11 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20207.63 Day 43 Yes 486.15 <7 Days A-3 16478.54 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24542.90 Day 43 Yes 358.73 31-90 Days A-4 19810.79 Partial Yes Liberty Wealth Management LLC Investment Banking