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 23328.20 Day 6 Yes 2114.64 7-30 Days E-1 24332.51 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 29321.00 Day 6 Yes 597.14 7-30 Days E-2 25601.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 22658.38 Day 6 No 1421.96 <7 Days G-1 21185.39 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 41176.49 Day 6 No 1731.85 91-180 Days G-2 46484.96 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 15915.62 Day 6 No 291.69 <7 Days G-3 18304.91 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33237.59 Day 6 No 1355.27 31-90 Days IG-1 39505.37 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 7715.96 Day 6 Yes 518.37 7-30 Days IG-2 7918.67 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19648.21 Day 6 Yes 1299.48 31-90 Days S-1 22624.15 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33747.58 Day 6 Yes 2027.43 <7 Days S-2 32918.39 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43429.94 Day 6 No 251.02 <7 Days S-3 49649.82 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 8207.45 Day 6 No 50.20 91-180 Days S-4 8745.71 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 30733.65 Day 6 Yes 2497.33 91-180 Days S-5 31063.90 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28828.57 Day 6 No 1525.90 31-90 Days S-6 26875.22 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1289.83 Day 6 Yes 2.57 <7 Days S-7 1321.97 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 10841.25 Day 7 Yes 1024.65 <7 Days A-0-Q 9766.09 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28615.95 Day 7 No 1383.85 7-30 Days A-1-Q 25788.74 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 7306.46 Day 7 Yes 517.08 7-30 Days A-2-Q 7172.90 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1839.58 Day 7 No 171.97 31-90 Days A-3-Q 2138.43 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 17054.78 Day 7 No 450.73 7-30 Days A-4-Q 18421.48 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 1789.83 Day 7 Yes 85.39 7-30 Days A-5-Q 1836.17 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 466.91 Day 7 No 10.66 7-30 Days CB-1-Q 524.05 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33394.38 Day 7 No 178.32 <7 Days CB-2-Q 38350.92 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 27804.90 Day 7 No 2077.37 31-90 Days S-1-Q 30848.68 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 42576.71 Day 7 Yes 1636.10 7-30 Days S-2-Q 36084.24 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 6815.83 Day 7 Yes 336.49 <7 Days S-3-Q 7676.48 Partial Yes Liberty Wealth Management LLC Wholesale Lending