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 33146.09 Day 2 Yes 947.92 31-90 Days N-4 29201.39 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43218.18 Day 2 Yes 3441.17 <7 Days N-5 37372.82 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33678.02 Day 2 No 962.06 7-30 Days N-6 40190.81 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 11408.82 Day 2 Yes 705.24 <7 Days N-7 9276.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 31789.46 Day 2 Yes 98.25 91-180 Days P-1 32833.76 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 37367.83 Day 2 No 3295.19 <7 Days P-2 30269.72 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 32262.78 Day 2 No 2301.44 <7 Days S-8 36638.96 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19280.17 Day 2 No 1421.46 7-30 Days Y-1 16381.71 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 23563.09 Day 2 Yes 64.61 <7 Days Y-2 27541.81 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 36710.47 Day 2 Yes 1046.61 31-90 Days Y-3 38528.68 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 17144.69 Day 2 Yes 261.71 7-30 Days Y-4 15290.31 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 28561.30 Day 2 Yes 2744.51 31-90 Days Z-1 33494.76 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18598.63 Day 2 Yes 1680.27 91-180 Days A-2 17906.13 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 10731.38 Day 2 No 86.44 7-30 Days A-3 11263.77 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 8714.14 Day 2 Yes 744.74 91-180 Days A-4 9228.75 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32941.33 Day 2 Yes 731.46 <7 Days A-5 35251.46 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 9267.89 Day 2 Yes 833.72 7-30 Days CB-1 10657.78 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 5681.34 Day 2 Yes 365.68 31-90 Days CB-2 6094.07 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 39271.17 Day 2 No 3619.67 7-30 Days CB-3 34960.24 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 21878.01 Day 2 Yes 1476.77 7-30 Days E-1 20027.57 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 20783.64 Day 2 No 317.91 7-30 Days E-2 24103.09 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 29329.96 Day 2 Yes 2327.60 31-90 Days G-1 24529.65 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 17183.23 Day 2 Yes 1282.80 7-30 Days G-2 16682.12 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 4650.56 Day 2 Yes 287.35 91-180 Days G-3 4075.01 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 34910.60 Day 2 No 3210.12 31-90 Days IG-1 36775.80 Partial No Trading