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 43228.44 Day 10 Yes 2852.43 31-90 Days A-3 51149.89 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 39529.82 Day 10 No 2871.80 91-180 Days A-4 42580.35 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 19317.07 Day 10 Yes 1017.18 31-90 Days A-5 19224.40 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37724.74 Day 10 Yes 279.72 31-90 Days CB-1 42744.49 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 41295.21 Day 10 Yes 1273.70 <7 Days CB-2 40382.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 20188.02 Day 10 No 398.61 7-30 Days CB-3 19972.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 14971.55 Day 10 Yes 156.52 31-90 Days E-1 15371.58 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 32263.98 Day 10 No 1963.17 31-90 Days E-2 36407.71 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 10043.27 Day 10 Yes 817.28 7-30 Days G-1 11125.75 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 7618.49 Day 10 No 496.02 31-90 Days G-2 7008.30 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 11719.47 Day 10 Yes 578.87 7-30 Days G-3 13109.43 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 7540.42 Day 10 Yes 449.72 91-180 Days IG-1 8589.19 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 15403.98 Day 10 No 687.46 <7 Days IG-2 16641.88 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 38488.46 Day 10 Yes 2834.68 7-30 Days S-1 32651.48 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 9450.65 Day 10 Yes 216.08 7-30 Days S-2 7930.38 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 34047.62 Day 10 No 1007.79 7-30 Days S-3 40536.90 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33309.38 Day 10 Yes 933.93 31-90 Days S-4 33804.42 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33823.50 Day 10 No 3082.21 31-90 Days S-5 31985.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 13632.98 Day 10 Yes 1291.19 7-30 Days S-6 13292.26 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 1809.77 Day 10 No 164.42 7-30 Days S-7 1501.96 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 2070.26 Day 11 Yes 135.65 31-90 Days A-0-Q 1711.53 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 6447.90 Day 11 No 475.30 <7 Days A-1-Q 5592.00 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 18803.32 Day 11 Yes 1246.07 31-90 Days A-2-Q 17808.73 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 6147.98 Day 11 No 309.59 <7 Days A-3-Q 6561.41 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 36879.85 Day 11 No 3594.40 7-30 Days A-4-Q 36209.23 Full Yes Liberty Wealth Management LLC Capital Markets