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 1623.06 Day 13 Yes 42.50 7-30 Days LC-2 1459.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 37305.77 Day 13 No 1306.62 31-90 Days N-1 36045.41 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 18510.41 Day 13 Yes 84.03 91-180 Days N-2 16079.80 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 31587.09 Day 13 Yes 2746.68 31-90 Days N-3 27089.31 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 16819.35 Day 13 Yes 619.35 91-180 Days N-4 14645.96 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 39375.49 Day 13 Yes 3437.00 <7 Days N-5 36189.21 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 21655.29 Day 13 No 1218.80 91-180 Days N-6 21765.35 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 146.39 Day 13 Yes 1.80 91-180 Days N-7 164.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 23060.56 Day 13 No 2295.21 7-30 Days P-1 23966.58 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 5862.65 Day 13 Yes 432.97 31-90 Days P-2 5818.60 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 41424.04 Day 13 Yes 2904.77 91-180 Days S-8 36051.55 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 32527.78 Day 13 Yes 2790.95 31-90 Days Y-1 34631.21 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 26044.94 Day 13 Yes 2429.44 7-30 Days Y-2 26447.83 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 9401.15 Day 13 No 433.70 <7 Days Y-3 10842.19 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 20113.33 Day 13 No 1404.91 91-180 Days Y-4 16617.30 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 34679.08 Day 13 No 223.48 31-90 Days Z-1 39897.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 24710.51 Day 13 No 151.18 31-90 Days A-2 22812.35 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 22231.43 Day 13 No 150.85 <7 Days A-3 26111.32 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 2685.77 Day 13 No 181.54 <7 Days A-4 3118.69 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 16374.09 Day 13 No 239.31 31-90 Days A-5 13337.95 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 4049.82 Day 13 Yes 213.54 31-90 Days CB-1 4601.05 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 18938.22 Day 13 No 36.06 31-90 Days CB-2 18708.75 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 32187.62 Day 13 No 2609.30 91-180 Days CB-3 31117.11 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 20144.81 Day 13 Yes 513.88 <7 Days E-1 21405.67 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 29323.98 Day 13 No 875.35 <7 Days E-2 28888.25 Partial No Treasury