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 10657.12 Day 4 Yes 807.04 7-30 Days N-1 11956.79 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1408.44 Day 4 Yes 78.25 31-90 Days N-2 1591.58 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18712.85 Day 4 Yes 1078.63 7-30 Days N-3 17459.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 14959.25 Day 4 Yes 1303.53 7-30 Days N-4 17466.06 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 12609.12 Day 4 No 1153.95 <7 Days N-5 14769.55 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 31525.48 Day 4 No 2083.93 31-90 Days N-6 26677.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 20533.60 Day 4 Yes 179.10 31-90 Days N-7 18636.71 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 20087.76 Day 4 Yes 726.20 7-30 Days P-1 20992.05 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 17867.78 Day 4 Yes 440.00 7-30 Days P-2 19025.36 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 1734.76 Day 4 Yes 30.57 7-30 Days S-8 1480.13 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 42617.42 Day 4 No 2934.61 <7 Days Y-1 41978.03 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35994.14 Day 4 No 1050.03 7-30 Days Y-2 29404.98 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 10131.03 Day 4 Yes 242.10 91-180 Days Y-3 11124.95 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 4116.33 Day 4 Yes 20.46 7-30 Days Y-4 4783.39 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 13063.56 Day 4 No 823.15 31-90 Days Z-1 11035.09 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 21888.16 Day 4 Yes 1076.37 <7 Days A-2 25383.66 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43023.33 Day 4 Yes 357.64 91-180 Days A-3 40594.69 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 31035.08 Day 4 Yes 2668.67 31-90 Days A-4 32550.80 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 9737.57 Day 4 Yes 711.07 <7 Days A-5 8446.04 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 16074.08 Day 4 Yes 1399.66 91-180 Days CB-1 16572.59 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 42501.00 Day 4 No 535.80 31-90 Days CB-2 49103.68 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 6718.72 Day 4 Yes 423.48 7-30 Days CB-3 5824.17 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 44016.15 Day 4 No 1391.16 31-90 Days E-1 35356.27 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18024.93 Day 4 Yes 1770.16 <7 Days E-2 14967.49 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 43573.02 Day 4 No 789.85 7-30 Days G-1 37700.58 Partial Yes Liberty International Finance Ltd. Investment Banking