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 Small Business Yes 10128.06 Open No 953.11 31-90 Days S-3 9944.67 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 29636.77 Open Yes 1368.59 91-180 Days S-4 23818.07 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 39605.17 Open Yes 2615.18 31-90 Days S-5 45638.09 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19276.91 Open No 1888.28 91-180 Days S-6 19180.29 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 29350.86 Open Yes 456.86 7-30 Days S-7 30792.28 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 7008.85 Day 1 No 303.43 <7 Days A-0-Q 7382.82 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 6897.95 Day 1 No 416.63 31-90 Days A-1-Q 6957.74 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33689.50 Day 1 Yes 669.12 91-180 Days A-2-Q 29441.71 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 41647.53 Day 1 Yes 4015.39 31-90 Days A-3-Q 35283.52 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13924.84 Day 1 No 318.46 7-30 Days A-4-Q 16561.19 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 5205.70 Day 1 Yes 418.15 31-90 Days A-5-Q 5396.32 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 4902.54 Day 1 Yes 23.34 91-180 Days CB-1-Q 4101.36 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 4079.54 Day 1 No 299.31 31-90 Days CB-2-Q 3388.00 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 11768.25 Day 1 No 96.45 91-180 Days S-1-Q 11264.52 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 1085.15 Day 1 No 99.68 <7 Days S-2-Q 1125.33 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 30091.59 Day 1 Yes 2326.00 <7 Days S-3-Q 33770.47 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 36639.52 Day 1 No 2385.93 <7 Days S-4-Q 40643.51 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 36944.64 Day 1 No 1713.37 7-30 Days CB-3-Q 34364.20 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 8257.47 Day 1 Yes 378.12 <7 Days G-1-Q 9605.03 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19207.33 Day 1 No 949.13 <7 Days G-2-Q 21641.36 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43471.95 Day 1 Yes 2373.43 31-90 Days G-3-Q 41848.95 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 36216.72 Day 1 No 2648.87 <7 Days S-5-Q 32701.68 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 39544.09 Day 1 No 2989.53 7-30 Days S-6-Q 38993.89 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 5578.04 Day 1 No 24.32 7-30 Days S-7-Q 4505.89 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28941.64 Day 1 No 2198.42 91-180 Days E-1-Q 26215.84 Full Yes Liberty Capital Markets Inc. Capital Markets