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 13295.05 >4 Yr <= 5 Yr Yes 162.56 91-180 Days E-7 14539.86 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 22723.82 >4 Yr <= 5 Yr No 788.24 31-90 Days E-8 27007.09 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 28127.21 >4 Yr <= 5 Yr No 719.35 91-180 Days E-9 24532.95 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18478.75 >4 Yr <= 5 Yr No 1384.36 <7 Days G-4 22131.44 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 15931.05 >4 Yr <= 5 Yr Yes 754.70 91-180 Days IG-3 14496.97 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 22186.46 >4 Yr <= 5 Yr No 271.44 31-90 Days IG-4 24232.87 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 42006.32 >4 Yr <= 5 Yr No 1472.75 <7 Days IG-5 35982.88 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 13400.02 >4 Yr <= 5 Yr No 430.16 <7 Days IG-6 14646.93 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 38358.63 >4 Yr <= 5 Yr No 3670.79 <7 Days IG-7 36066.35 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 21080.54 >4 Yr <= 5 Yr No 11.78 31-90 Days IG-8 18195.44 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 11859.43 >4 Yr <= 5 Yr Yes 637.35 <7 Days L-1 10051.79 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 2870.81 >4 Yr <= 5 Yr Yes 142.15 7-30 Days L-10 2825.14 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 12837.59 >4 Yr <= 5 Yr No 1239.68 <7 Days L-11 14091.03 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 5076.42 >4 Yr <= 5 Yr Yes 181.66 31-90 Days L-2 5466.81 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4110.44 >4 Yr <= 5 Yr Yes 129.93 7-30 Days L-3 3452.49 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 34481.82 >4 Yr <= 5 Yr No 2704.58 <7 Days L-4 32754.10 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 28543.76 >4 Yr <= 5 Yr Yes 1734.45 31-90 Days L-5 28967.65 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 43247.68 >4 Yr <= 5 Yr No 2869.19 7-30 Days L-6 50698.58 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 11474.08 >4 Yr <= 5 Yr No 212.15 31-90 Days L-7 13693.05 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 29951.19 >4 Yr <= 5 Yr Yes 2101.43 7-30 Days L-8 33315.50 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 8965.09 >4 Yr <= 5 Yr Yes 591.58 <7 Days L-9 9687.07 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2406.23 >4 Yr <= 5 Yr Yes 54.81 7-30 Days LC-1 2279.94 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7066.98 >4 Yr <= 5 Yr No 101.03 91-180 Days LC-2 6710.88 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 1673.89 >4 Yr <= 5 Yr No 108.83 91-180 Days N-1 1608.83 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 24686.23 >4 Yr <= 5 Yr No 1060.84 31-90 Days N-2 29004.66 None Yes Liberty Wealth Management LLC Capital Markets