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 36062.63 Day 60 Yes 2724.78 31-90 Days G-4 34173.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23141.97 Day 60 No 1347.62 31-90 Days IG-3 26681.27 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11868.03 Day 60 No 186.19 91-180 Days IG-4 10153.57 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28810.79 Day 60 Yes 164.55 31-90 Days IG-5 24897.53 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5788.27 Day 60 Yes 8.70 <7 Days IG-6 6317.47 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24801.98 Day 60 Yes 657.29 <7 Days IG-7 27047.29 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7960.84 Day 60 Yes 394.30 <7 Days IG-8 9133.87 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27793.20 Day 60 Yes 1169.19 91-180 Days L-1 25901.58 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10741.20 Day 60 No 834.58 91-180 Days L-10 10650.65 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6133.20 Day 60 No 539.90 <7 Days L-11 7313.04 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11447.23 Day 60 No 10.11 7-30 Days L-2 11480.37 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18895.75 Day 60 No 316.86 7-30 Days L-3 21996.42 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34950.49 Day 60 No 1614.72 7-30 Days L-4 37298.49 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29773.27 Day 60 No 2898.60 31-90 Days L-5 28370.66 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36979.17 Day 60 No 569.66 7-30 Days L-6 34057.22 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15177.93 Day 60 No 937.96 7-30 Days L-7 13352.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32087.62 Day 60 No 1326.75 <7 Days L-8 34592.70 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36092.79 Day 60 No 2393.84 <7 Days L-9 33235.45 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28530.78 Day 60 No 908.04 7-30 Days LC-1 31704.07 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31932.46 Day 60 Yes 1417.24 7-30 Days LC-2 31355.67 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6826.37 Day 60 Yes 475.90 91-180 Days N-1 7613.20 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10305.73 Day 60 Yes 1021.21 7-30 Days N-2 11113.13 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32005.68 Day 60 Yes 3158.06 <7 Days N-3 38357.85 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7270.33 Day 60 No 702.63 91-180 Days N-4 6140.47 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33842.92 Day 60 No 2357.76 <7 Days N-5 35204.31 Full Yes Liberty Capital Markets Inc. Capital Markets