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 1404.64 Day 7 No 11.89 <7 Days IG-5 1507.76 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35133.09 Day 7 No 2250.65 91-180 Days IG-6 28447.98 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33860.71 Day 7 Yes 1776.48 31-90 Days IG-7 29580.75 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 7392.05 Day 7 Yes 309.56 <7 Days IG-8 7173.54 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 8037.62 Day 7 Yes 614.30 91-180 Days L-1 7679.86 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 31909.70 Day 7 Yes 2275.07 91-180 Days L-10 28022.72 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 5542.19 Day 7 No 468.86 7-30 Days L-11 5491.94 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 30367.82 Day 7 No 1057.09 91-180 Days L-2 36221.84 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35663.89 Day 7 No 1307.25 31-90 Days L-3 36589.87 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 41827.17 Day 7 No 1518.18 31-90 Days L-4 47618.04 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 30601.06 Day 7 Yes 2021.12 7-30 Days L-5 25072.09 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32426.95 Day 7 No 2866.05 31-90 Days L-6 31213.79 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 17470.20 Day 7 No 241.83 7-30 Days L-7 20841.10 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37053.92 Day 7 No 3283.78 31-90 Days L-8 39341.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 32964.46 Day 7 No 2839.50 91-180 Days L-9 27024.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 31624.23 Day 7 No 125.61 <7 Days LC-1 26683.01 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33851.45 Day 7 Yes 1658.49 7-30 Days LC-2 33208.19 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33880.37 Day 7 Yes 3330.65 91-180 Days N-1 31189.24 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1042.53 Day 7 No 41.21 <7 Days N-2 982.68 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 5626.73 Day 7 Yes 407.12 7-30 Days N-3 6522.01 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 26771.10 Day 7 No 1291.03 <7 Days N-4 25795.76 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43161.67 Day 7 Yes 2711.83 31-90 Days N-5 50661.60 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18597.11 Day 7 No 1730.41 31-90 Days N-6 19380.45 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 27005.47 Day 7 Yes 971.71 7-30 Days N-7 27119.87 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 27546.21 Day 7 No 2345.42 31-90 Days P-1 24146.40 None No Treasury