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 10982.77 Day 6 No 558.71 91-180 Days E-10 12578.71 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 34531.39 Day 6 Yes 2616.28 7-30 Days E-3 32260.90 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 36353.89 Day 6 Yes 3114.42 7-30 Days E-4 41719.25 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26585.83 Day 6 Yes 684.58 91-180 Days E-5 24322.55 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 6410.65 Day 6 Yes 187.75 7-30 Days E-6 6514.24 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 2178.83 Day 6 No 137.18 31-90 Days E-7 2467.03 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 37485.78 Day 6 Yes 1424.58 31-90 Days E-8 36720.79 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 38805.61 Day 6 Yes 3871.06 31-90 Days E-9 34162.30 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 25337.39 Day 6 No 2529.76 91-180 Days G-4 25766.34 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 5141.27 Day 6 Yes 91.29 7-30 Days IG-3 4137.26 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 10373.93 Day 6 Yes 734.61 91-180 Days IG-4 11927.25 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26897.74 Day 6 Yes 2446.27 7-30 Days IG-5 25328.31 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33360.30 Day 6 No 398.70 91-180 Days IG-6 27485.64 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 29556.93 Day 6 Yes 140.01 7-30 Days IG-7 33666.95 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 28796.96 Day 6 Yes 1468.57 7-30 Days IG-8 31371.58 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 18845.64 Day 6 Yes 23.81 91-180 Days L-1 17952.30 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 38274.07 Day 6 No 420.59 91-180 Days L-10 44469.68 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37908.44 Day 6 Yes 2918.44 31-90 Days L-11 30446.32 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 38173.71 Day 6 No 2978.32 <7 Days L-2 35901.86 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 19334.70 Day 6 No 578.25 31-90 Days L-3 19562.16 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18363.09 Day 6 No 1055.43 31-90 Days L-4 20552.25 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 2625.79 Day 6 No 144.00 <7 Days L-5 2402.53 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 26439.97 Day 6 Yes 2364.48 <7 Days L-6 22034.29 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 27983.53 Day 6 Yes 1502.61 91-180 Days L-7 28494.90 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 30076.82 Day 6 No 2301.14 7-30 Days L-8 26358.55 Full No Capital Markets