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 No 26130.55 Day 3 Yes 748.78 31-90 Days S-6-Q 24457.14 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 21783.11 Day 3 Yes 2176.77 7-30 Days S-7-Q 23907.57 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 38248.54 Day 3 Yes 3605.76 91-180 Days E-1-Q 41960.20 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 40619.12 Day 3 Yes 148.88 <7 Days E-2-Q 44084.20 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 10489.37 Day 3 Yes 776.14 31-90 Days IG-1-Q 9918.98 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13729.37 Day 3 No 491.19 <7 Days IG-2-Q 12674.19 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 30741.40 Day 3 No 693.63 31-90 Days C-1 34218.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 5535.01 Day 3 No 258.09 7-30 Days CB-4 6606.83 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 27487.78 Day 3 Yes 1512.74 31-90 Days E-10 32888.13 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18371.53 Day 3 Yes 254.20 <7 Days E-3 21502.35 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13028.31 Day 3 Yes 618.39 <7 Days E-4 10508.03 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 9328.96 Day 3 No 509.83 91-180 Days E-5 8691.32 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 17773.14 Day 3 No 1618.18 91-180 Days E-6 17532.86 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 6839.86 Day 3 No 101.22 7-30 Days E-7 7046.71 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 30904.71 Day 3 No 2404.70 7-30 Days E-8 32240.88 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19721.32 Day 3 No 79.19 <7 Days E-9 16005.62 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 23888.67 Day 3 No 70.84 91-180 Days G-4 27513.73 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26911.42 Day 3 No 360.39 7-30 Days IG-3 26037.75 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 21977.14 Day 3 Yes 2069.82 <7 Days IG-4 20236.43 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 2765.54 Day 3 Yes 4.53 7-30 Days IG-5 2271.60 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 4858.34 Day 3 Yes 309.08 7-30 Days IG-6 5591.50 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 10260.77 Day 3 Yes 320.76 <7 Days IG-7 9043.41 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 467.12 Day 3 No 11.22 91-180 Days IG-8 408.02 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35456.63 Day 3 No 1753.77 91-180 Days L-1 39825.88 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19505.51 Day 3 No 1857.11 7-30 Days L-10 16270.78 None Yes Liberty Wealth Management LLC Trading