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 24639.41 Day 13 No 2167.13 <7 Days E-4 20454.09 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 10039.81 Day 13 No 377.21 31-90 Days E-5 10179.53 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 29990.04 Day 13 No 2676.72 <7 Days E-6 27425.76 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 19831.68 Day 13 No 381.54 7-30 Days E-7 23225.77 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 11522.38 Day 13 Yes 689.00 31-90 Days E-8 9843.97 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 23252.26 Day 13 No 364.05 7-30 Days E-9 20474.77 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 480.44 Day 13 Yes 38.12 <7 Days G-4 418.10 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 15228.92 Day 13 No 1217.67 7-30 Days IG-3 15998.08 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 6486.95 Day 13 No 122.73 7-30 Days IG-4 6011.42 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 33663.44 Day 13 Yes 2774.82 7-30 Days IG-5 39590.52 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 11081.08 Day 13 Yes 578.94 91-180 Days IG-6 8904.58 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28260.02 Day 13 Yes 1597.27 31-90 Days IG-7 25489.15 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 8106.31 Day 13 No 551.35 91-180 Days IG-8 8294.32 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 24915.38 Day 13 Yes 2041.65 31-90 Days L-1 22648.21 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 40814.15 Day 13 No 2184.32 31-90 Days L-10 47101.12 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 23532.93 Day 13 Yes 1059.27 <7 Days L-11 21772.93 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37726.96 Day 13 Yes 670.42 <7 Days L-2 30769.38 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 9028.70 Day 13 Yes 225.87 <7 Days L-3 7975.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 24686.17 Day 13 No 2445.07 <7 Days L-4 23966.46 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 38562.54 Day 13 No 3789.61 91-180 Days L-5 44612.83 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 19493.13 Day 13 No 638.44 31-90 Days L-6 16769.93 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 4943.23 Day 13 No 400.61 7-30 Days L-7 4818.55 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18008.17 Day 13 No 733.47 31-90 Days L-8 15478.29 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 37949.02 Day 13 Yes 2784.62 <7 Days L-9 39421.92 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 21868.60 Day 13 No 542.30 31-90 Days LC-1 17951.91 Partial No Investment Banking