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 Retail Yes 39112.64 Day 6 No 815.50 91-180 Days Y-2 32640.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4076.92 Day 6 No 340.03 91-180 Days Y-3 4361.48 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10976.09 Day 6 Yes 47.71 <7 Days Y-4 11313.08 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24347.78 Day 6 No 2154.15 <7 Days Z-1 28156.01 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24777.35 Day 6 Yes 384.87 31-90 Days A-2 22354.20 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28384.27 Day 6 Yes 2655.36 31-90 Days A-3 25689.77 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9012.89 Day 6 No 661.35 <7 Days A-4 10105.47 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39254.21 Day 6 No 807.72 <7 Days A-5 41660.25 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34114.71 Day 6 No 1405.17 <7 Days CB-1 40385.86 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4933.89 Day 6 No 378.49 31-90 Days CB-2 4925.61 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34612.43 Day 6 No 60.31 91-180 Days CB-3 32130.80 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26640.61 Day 6 Yes 1005.01 <7 Days E-1 27393.52 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4442.81 Day 6 Yes 365.25 <7 Days E-2 5320.08 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12820.35 Day 6 Yes 476.00 <7 Days G-1 11091.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9121.26 Day 6 No 897.02 91-180 Days G-2 10608.68 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20688.21 Day 6 No 840.81 <7 Days G-3 20879.19 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15207.71 Day 6 No 1001.94 7-30 Days IG-1 16546.04 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34532.23 Day 6 Yes 1139.19 31-90 Days IG-2 35879.71 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43979.05 Day 6 No 85.13 <7 Days S-1 38811.36 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27141.59 Day 6 Yes 2293.10 91-180 Days S-2 31572.60 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36103.21 Day 6 Yes 3275.28 31-90 Days S-3 29019.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41702.03 Day 6 Yes 3414.74 31-90 Days S-4 34300.65 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16360.74 Day 6 No 1452.40 91-180 Days S-5 13643.37 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18539.50 Day 6 No 1399.80 7-30 Days S-6 19865.37 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27120.95 Day 6 Yes 1599.25 <7 Days S-7 26505.83 Full No Trading