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 31151.64 Day 54 No 2030.41 31-90 Days S-6-Q 31270.85 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33357.54 Day 54 Yes 677.56 <7 Days S-7-Q 35808.86 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32154.43 Day 54 Yes 815.78 91-180 Days E-1-Q 27970.52 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29713.53 Day 54 Yes 1309.50 91-180 Days E-2-Q 24533.55 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16490.97 Day 54 Yes 1237.64 31-90 Days IG-1-Q 16188.34 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5081.04 Day 54 No 409.67 91-180 Days IG-2-Q 4705.72 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1119.12 Day 54 Yes 78.82 31-90 Days C-1 1114.01 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42371.18 Day 54 Yes 968.02 91-180 Days CB-4 42045.02 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11790.32 Day 54 No 519.23 91-180 Days E-10 11098.97 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37811.51 Day 54 Yes 2791.41 31-90 Days E-3 34322.78 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20555.46 Day 54 No 134.53 31-90 Days E-4 22827.91 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31050.00 Day 54 Yes 2815.02 7-30 Days E-5 32175.35 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 44095.63 Day 54 No 587.82 31-90 Days E-6 49885.48 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8095.13 Day 54 No 307.95 <7 Days E-7 9545.24 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25204.54 Day 54 No 1937.78 91-180 Days E-8 22704.86 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38795.64 Day 54 No 2462.90 7-30 Days E-9 32975.78 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8101.36 Day 54 No 419.44 7-30 Days G-4 7960.73 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29735.10 Day 54 Yes 1426.37 7-30 Days IG-3 25729.55 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4599.04 Day 54 No 321.59 7-30 Days IG-4 3966.40 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30007.49 Day 54 Yes 2314.57 7-30 Days IG-5 32003.32 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19702.95 Day 54 No 1783.71 7-30 Days IG-6 18028.13 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37600.50 Day 54 Yes 2241.61 7-30 Days IG-7 36680.74 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37418.26 Day 54 No 1837.02 <7 Days IG-8 36151.91 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16106.39 Day 54 No 153.92 31-90 Days L-1 17980.93 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32017.17 Day 54 No 1489.54 7-30 Days L-10 35101.48 Full No Wholesale Lending