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 29147.49 Day 8 No 1474.81 31-90 Days L-6 30806.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 12406.30 Day 8 Yes 607.66 31-90 Days L-7 12657.00 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32065.99 Day 8 Yes 2691.19 91-180 Days L-8 31119.59 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 22011.67 Day 8 No 2113.74 91-180 Days L-9 20896.77 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 29414.05 Day 8 No 1263.94 <7 Days LC-1 29120.07 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 771.97 Day 8 No 42.97 <7 Days LC-2 859.00 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 10640.09 Day 8 Yes 621.29 91-180 Days N-1 10571.84 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 20286.19 Day 8 No 800.83 7-30 Days N-2 22299.83 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33021.08 Day 8 No 2100.77 91-180 Days N-3 27522.13 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33106.77 Day 8 No 3261.32 31-90 Days N-4 34312.39 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 30159.58 Day 8 Yes 1561.67 7-30 Days N-5 29612.16 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 4748.18 Day 8 No 454.03 7-30 Days N-6 3912.93 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 26767.26 Day 8 Yes 1029.44 31-90 Days N-7 21640.02 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 38129.65 Day 8 Yes 2488.55 <7 Days P-1 41408.58 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 25708.27 Day 8 Yes 2450.78 91-180 Days P-2 28014.64 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 29735.50 Day 8 Yes 228.95 91-180 Days S-8 30431.99 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 1426.21 Day 8 No 30.52 31-90 Days Y-1 1700.95 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35325.02 Day 8 No 724.00 7-30 Days Y-2 33072.54 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43439.29 Day 8 No 1121.29 <7 Days Y-3 47101.85 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 4779.79 Day 8 No 389.75 31-90 Days Y-4 5263.65 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35689.06 Day 8 Yes 1611.33 7-30 Days Z-1 29956.38 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26342.06 Day 8 No 1247.06 7-30 Days A-2 21594.75 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1268.25 Day 8 No 79.51 91-180 Days A-3 1514.07 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26347.01 Day 8 Yes 1831.29 91-180 Days A-4 27949.48 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 24267.44 Day 8 No 2382.14 7-30 Days A-5 20904.39 None No Treasury