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 38411.36 Day 11 Yes 1647.14 <7 Days E-7 45419.00 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 6959.56 Day 11 Yes 425.61 31-90 Days E-8 8221.50 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 31444.32 Day 11 No 1743.10 91-180 Days E-9 32845.71 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 27543.96 Day 11 No 2088.63 7-30 Days G-4 26646.09 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26618.53 Day 11 No 183.71 31-90 Days IG-3 27431.59 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37799.49 Day 11 Yes 1501.71 <7 Days IG-4 32805.97 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 25903.17 Day 11 Yes 1037.96 7-30 Days IG-5 21042.55 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13692.87 Day 11 No 232.32 91-180 Days IG-6 13798.09 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 3844.81 Day 11 No 264.40 7-30 Days IG-7 3306.73 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 2102.35 Day 11 No 29.36 <7 Days IG-8 2090.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 38438.63 Day 11 No 1239.77 91-180 Days L-1 44365.50 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 4536.69 Day 11 Yes 73.59 31-90 Days L-10 4191.19 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 22728.35 Day 11 Yes 1270.51 7-30 Days L-11 23968.27 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13478.99 Day 11 No 876.14 <7 Days L-2 13587.95 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 14310.25 Day 11 No 684.34 91-180 Days L-3 13258.22 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 21155.30 Day 11 Yes 1295.17 91-180 Days L-4 18966.66 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 3224.31 Day 11 No 18.23 91-180 Days L-5 3523.51 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 39297.54 Day 11 No 2974.30 <7 Days L-6 38702.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28064.09 Day 11 Yes 2142.59 7-30 Days L-7 25258.81 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 12454.91 Day 11 Yes 794.05 91-180 Days L-8 12209.65 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 12071.07 Day 11 No 621.06 91-180 Days L-9 13267.16 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 39258.69 Day 11 Yes 289.85 31-90 Days LC-1 37667.14 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32267.29 Day 11 No 392.42 <7 Days LC-2 32506.26 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 22984.26 Day 11 Yes 465.35 91-180 Days N-1 21704.13 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 19554.14 Day 11 No 1487.49 <7 Days N-2 20573.45 Full No Capital Markets