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 29060.95 Day 4 Yes 2345.79 <7 Days S-6-Q 32144.70 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26615.10 Day 4 No 1276.35 31-90 Days S-7-Q 24927.11 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 40487.01 Day 4 Yes 2955.08 31-90 Days E-1-Q 43570.79 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6358.38 Day 4 No 243.28 91-180 Days E-2-Q 6188.34 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10234.41 Day 4 No 947.87 7-30 Days IG-1-Q 10573.68 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15032.96 Day 4 No 1229.70 7-30 Days IG-2-Q 13764.13 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17951.12 Day 4 No 1124.09 91-180 Days C-1 20297.01 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25761.10 Day 4 Yes 1465.31 <7 Days CB-4 30350.83 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1058.28 Day 4 No 84.11 <7 Days E-10 1005.94 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39845.77 Day 4 Yes 3893.81 7-30 Days E-3 33944.14 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1416.28 Day 4 No 110.95 <7 Days E-4 1188.05 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7243.80 Day 4 Yes 489.95 91-180 Days E-5 6421.35 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 17223.19 Day 4 Yes 395.32 31-90 Days E-6 15800.68 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29507.61 Day 4 Yes 1807.00 31-90 Days E-7 26538.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41965.14 Day 4 No 3763.67 7-30 Days E-8 48821.56 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38898.49 Day 4 No 2114.01 91-180 Days E-9 37809.19 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27780.03 Day 4 Yes 438.74 <7 Days G-4 27352.46 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7414.02 Day 4 Yes 233.70 31-90 Days IG-3 7684.63 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4740.86 Day 4 Yes 427.41 91-180 Days IG-4 5172.29 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19210.25 Day 4 Yes 722.55 31-90 Days IG-5 21220.94 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4890.56 Day 4 Yes 88.01 91-180 Days IG-6 5431.31 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4122.78 Day 4 Yes 411.95 <7 Days IG-7 3309.60 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1225.44 Day 4 No 99.21 91-180 Days IG-8 1149.11 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1447.68 Day 4 Yes 108.11 <7 Days L-1 1490.37 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16695.07 Day 4 No 507.65 31-90 Days L-10 17864.70 None No Trading