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 31863.19 Day 9 No 2350.14 7-30 Days S-1-Q 32588.76 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37640.37 Day 9 Yes 3381.58 91-180 Days S-2-Q 32520.06 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13445.28 Day 9 No 400.94 <7 Days S-3-Q 15237.40 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26017.85 Day 9 Yes 2336.46 31-90 Days S-4-Q 23043.37 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 22926.51 Day 9 No 1019.57 91-180 Days CB-3-Q 24274.14 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 31385.30 Day 9 No 442.36 31-90 Days G-1-Q 33145.34 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 17490.18 Day 9 Yes 0.35 <7 Days G-2-Q 15037.30 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 1349.33 Day 9 Yes 62.67 91-180 Days G-3-Q 1410.45 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 9656.73 Day 9 Yes 940.15 91-180 Days S-5-Q 10424.98 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 39297.45 Day 9 Yes 2299.59 31-90 Days S-6-Q 33918.03 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 12888.98 Day 9 Yes 779.35 31-90 Days S-7-Q 14130.32 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 38405.76 Day 9 No 606.76 31-90 Days E-1-Q 34544.42 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 35038.94 Day 9 Yes 1941.95 <7 Days E-2-Q 37895.61 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 20714.72 Day 9 No 1933.33 7-30 Days IG-1-Q 21653.18 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 38438.38 Day 9 No 2672.55 91-180 Days IG-2-Q 40839.06 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 22729.31 Day 9 No 76.82 91-180 Days C-1 20055.05 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 13109.50 Day 9 Yes 1139.92 31-90 Days CB-4 13822.34 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 8321.79 Day 9 No 349.19 91-180 Days E-10 8850.99 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 32764.04 Day 9 No 2554.27 91-180 Days E-3 36830.03 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 34845.79 Day 9 No 2423.74 31-90 Days E-4 33799.38 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43132.75 Day 9 No 1498.80 7-30 Days E-5 46404.28 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 20544.27 Day 9 Yes 597.07 31-90 Days E-6 20549.93 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 483.27 Day 9 No 21.32 31-90 Days E-7 412.98 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26662.54 Day 9 Yes 1684.90 7-30 Days E-8 29043.63 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 29428.48 Day 9 Yes 1316.39 31-90 Days E-9 33858.95 Full No Capital Markets