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 4240.20 Day 52 Yes 117.58 <7 Days E-2-Q 4346.09 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21602.71 Day 52 Yes 1211.33 7-30 Days IG-1-Q 23603.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26228.49 Day 52 Yes 1460.16 7-30 Days IG-2-Q 29854.27 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37842.16 Day 52 Yes 3281.92 <7 Days C-1 44680.45 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33344.44 Day 52 No 741.66 7-30 Days CB-4 36351.16 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 17318.97 Day 52 Yes 869.43 7-30 Days E-10 14160.14 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43083.65 Day 52 No 1902.23 <7 Days E-3 48402.45 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29622.52 Day 52 Yes 590.05 91-180 Days E-4 31074.73 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37094.28 Day 52 No 3649.71 <7 Days E-5 44422.63 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20944.20 Day 52 Yes 257.84 7-30 Days E-6 21150.67 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 40275.22 Day 52 No 1278.40 <7 Days E-7 46926.48 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33969.84 Day 52 Yes 18.55 <7 Days E-8 31971.31 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 17149.60 Day 52 No 970.50 91-180 Days E-9 18482.55 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11136.40 Day 52 No 582.17 91-180 Days G-4 10940.93 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33418.26 Day 52 Yes 276.82 <7 Days IG-3 34548.54 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37343.56 Day 52 Yes 224.03 91-180 Days IG-4 39949.92 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 803.75 Day 52 No 14.02 7-30 Days IG-5 813.74 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14491.27 Day 52 No 527.29 91-180 Days IG-6 15580.75 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 488.91 Day 52 Yes 15.43 91-180 Days IG-7 429.84 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6705.51 Day 52 No 377.49 31-90 Days IG-8 7899.37 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21052.96 Day 52 Yes 863.01 31-90 Days L-1 18384.58 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28396.10 Day 52 No 1998.65 7-30 Days L-10 25398.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32579.94 Day 52 Yes 2789.35 31-90 Days L-11 34837.93 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23587.68 Day 52 Yes 1709.16 7-30 Days L-2 18986.49 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30130.78 Day 52 No 800.25 <7 Days L-3 35058.91 None No Trading