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 34601.10 Day 1 No 150.48 7-30 Days A-4 39457.95 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 40805.39 Day 1 No 2122.97 <7 Days A-5 48505.84 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 31741.60 Day 1 Yes 2153.50 91-180 Days CB-1 30072.18 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 29070.87 Day 1 No 180.74 31-90 Days CB-2 31446.50 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37562.83 Day 1 No 2411.89 <7 Days CB-3 39881.37 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 36262.52 Day 1 No 2078.24 <7 Days E-1 40152.54 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 6282.67 Day 1 No 582.09 <7 Days E-2 6472.96 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 17336.87 Day 1 No 321.04 <7 Days G-1 18575.14 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 20018.43 Day 1 Yes 1870.63 7-30 Days G-2 17208.62 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 34488.71 Day 1 Yes 2371.81 91-180 Days G-3 28013.26 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 41065.14 Day 1 Yes 3999.07 <7 Days IG-1 45991.92 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26353.14 Day 1 No 63.86 91-180 Days IG-2 30675.44 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 30217.78 Day 1 Yes 2682.73 91-180 Days S-1 28889.59 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 17515.94 Day 1 Yes 994.65 91-180 Days S-2 19202.91 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35749.55 Day 1 Yes 3107.04 7-30 Days S-3 30175.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1641.28 Day 1 No 73.75 91-180 Days S-4 1646.03 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1899.65 Day 1 Yes 186.49 31-90 Days S-5 1752.60 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35092.03 Day 1 No 740.50 31-90 Days S-6 37413.21 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 36925.09 Day 1 Yes 3167.24 <7 Days S-7 34826.08 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 40302.58 Day 2 Yes 4028.15 31-90 Days A-0-Q 35390.00 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33325.62 Day 2 No 2661.80 <7 Days A-1-Q 27924.51 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 2233.96 Day 2 No 49.95 <7 Days A-2-Q 2159.13 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 12243.87 Day 2 No 1140.64 <7 Days A-3-Q 13202.38 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 38709.22 Day 2 No 395.07 7-30 Days A-4-Q 39690.82 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 8634.92 Day 2 Yes 186.99 <7 Days A-5-Q 7436.39 Partial Yes Liberty Mortgage Services Corp. Capital Markets