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 20646.13 Day 5 No 1206.10 31-90 Days Y-2 19407.73 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 40345.96 Day 5 No 1549.73 31-90 Days Y-3 32563.85 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 31222.96 Day 5 Yes 2529.51 31-90 Days Y-4 35753.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 31712.31 Day 5 No 2142.73 31-90 Days Z-1 30015.07 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 34758.82 Day 5 Yes 339.83 31-90 Days A-2 36836.77 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 31548.45 Day 5 Yes 269.65 <7 Days A-3 36509.77 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 22344.50 Day 5 Yes 2060.76 <7 Days A-4 18073.97 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32561.24 Day 5 No 2550.13 91-180 Days A-5 31139.54 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 36486.26 Day 5 Yes 1704.30 <7 Days CB-1 41118.28 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 8059.17 Day 5 No 245.66 <7 Days CB-2 7410.65 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 42541.70 Day 5 Yes 1491.37 7-30 Days CB-3 36633.39 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 29473.28 Day 5 No 443.23 7-30 Days E-1 31824.82 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 10518.34 Day 5 Yes 1034.67 31-90 Days E-2 10553.49 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 19916.15 Day 5 Yes 1701.07 <7 Days G-1 17960.39 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13633.12 Day 5 Yes 998.69 91-180 Days G-2 15550.12 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 39983.59 Day 5 Yes 3003.34 91-180 Days G-3 35743.80 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 8055.30 Day 5 Yes 411.12 7-30 Days IG-1 8389.88 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 8635.98 Day 5 Yes 231.40 7-30 Days IG-2 7622.04 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 15299.78 Day 5 No 1352.75 7-30 Days S-1 15138.87 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 24470.14 Day 5 Yes 2193.71 7-30 Days S-2 22687.54 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 13854.13 Day 5 Yes 621.99 <7 Days S-3 11469.31 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 4004.06 Day 5 Yes 360.81 <7 Days S-4 4332.86 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 42986.64 Day 5 No 703.05 <7 Days S-5 50406.66 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1685.37 Day 5 No 95.03 <7 Days S-6 1677.03 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 11273.89 Day 5 No 77.55 31-90 Days S-7 12939.91 None No Capital Markets