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 36439.88 Day 11 No 3573.32 7-30 Days IG-1 31304.55 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 21227.68 Day 11 Yes 258.29 91-180 Days IG-2 17325.56 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 14245.54 Day 11 No 235.76 91-180 Days S-1 14831.88 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 39377.32 Day 11 No 3334.51 7-30 Days S-2 36962.22 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1824.76 Day 11 No 52.35 31-90 Days S-3 2097.56 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 19313.01 Day 11 Yes 159.33 <7 Days S-4 15860.68 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1811.21 Day 11 No 76.03 31-90 Days S-5 1473.80 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32287.88 Day 11 No 75.10 <7 Days S-6 31213.58 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 34855.06 Day 11 No 1863.21 91-180 Days S-7 34280.96 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 10499.92 Day 12 Yes 220.47 31-90 Days A-0-Q 10409.38 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 7311.95 Day 12 No 161.15 91-180 Days A-1-Q 6634.42 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 29800.64 Day 12 Yes 1837.11 31-90 Days A-2-Q 30777.34 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37626.99 Day 12 No 2333.82 7-30 Days A-3-Q 36256.94 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 37470.72 Day 12 No 3640.92 91-180 Days A-4-Q 39983.99 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32597.92 Day 12 No 1269.93 7-30 Days A-5-Q 35883.83 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 5773.02 Day 12 No 24.30 <7 Days CB-1-Q 5214.57 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 35233.07 Day 12 No 2282.67 <7 Days CB-2-Q 31276.47 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28239.39 Day 12 Yes 2626.89 <7 Days S-1-Q 23068.61 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19622.55 Day 12 No 431.72 91-180 Days S-2-Q 20273.89 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 24351.41 Day 12 Yes 43.61 7-30 Days S-3-Q 20600.02 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 32995.40 Day 12 Yes 597.61 <7 Days S-4-Q 27923.28 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1273.00 Day 12 Yes 35.75 7-30 Days CB-3-Q 1062.71 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 1312.24 Day 12 No 115.35 <7 Days G-1-Q 1240.73 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19956.18 Day 12 No 1791.43 <7 Days G-2-Q 19725.71 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 25713.96 Day 12 Yes 1335.23 31-90 Days G-3-Q 25273.54 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending