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
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 38955.94 >= 1 Yr <= 2 Yr Yes 783.57 7-30 Days IG-2-Q 39159.80 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 20343.63 >= 1 Yr <= 2 Yr No 1399.24 91-180 Days C-1 19849.12 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 5727.38 >= 1 Yr <= 2 Yr No 284.66 <7 Days CB-4 4755.46 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 2348.94 >= 1 Yr <= 2 Yr Yes 34.86 <7 Days E-10 2814.29 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 4098.48 >= 1 Yr <= 2 Yr No 215.25 91-180 Days E-3 4741.90 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2702.06 >= 1 Yr <= 2 Yr Yes 66.50 31-90 Days E-4 2532.63 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 33657.71 >= 1 Yr <= 2 Yr Yes 2476.57 7-30 Days E-5 38797.69 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18185.07 >= 1 Yr <= 2 Yr No 470.25 91-180 Days E-6 15304.62 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 25042.52 >= 1 Yr <= 2 Yr Yes 479.02 31-90 Days E-7 24566.37 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 41784.56 >= 1 Yr <= 2 Yr No 1798.55 7-30 Days E-8 49867.54 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 16058.82 >= 1 Yr <= 2 Yr Yes 1228.98 91-180 Days E-9 17636.62 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 5639.98 >= 1 Yr <= 2 Yr No 186.94 <7 Days G-4 5948.98 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 9911.06 >= 1 Yr <= 2 Yr Yes 95.20 31-90 Days IG-3 8008.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 37077.73 >= 1 Yr <= 2 Yr Yes 1201.07 <7 Days IG-4 38813.27 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 17773.99 >= 1 Yr <= 2 Yr No 1003.61 91-180 Days IG-5 18711.94 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 32526.30 >= 1 Yr <= 2 Yr No 824.26 91-180 Days IG-6 33285.88 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 40945.14 >= 1 Yr <= 2 Yr No 2798.80 7-30 Days IG-7 44401.85 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35551.43 >= 1 Yr <= 2 Yr Yes 1255.06 <7 Days IG-8 31942.80 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 3160.62 >= 1 Yr <= 2 Yr No 42.25 91-180 Days L-1 2634.91 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 25040.96 >= 1 Yr <= 2 Yr No 2140.21 7-30 Days L-10 27071.85 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 41861.86 >= 1 Yr <= 2 Yr No 1856.53 91-180 Days L-11 34448.29 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 27541.70 >= 1 Yr <= 2 Yr No 2132.99 91-180 Days L-2 32658.68 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 11546.27 >= 1 Yr <= 2 Yr Yes 334.56 91-180 Days L-3 10905.76 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 6127.89 >= 1 Yr <= 2 Yr No 485.57 <7 Days L-4 7113.76 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 7540.77 >= 1 Yr <= 2 Yr Yes 345.82 7-30 Days L-5 6438.58 None Yes Liberty Capital Markets Inc. Wholesale Lending