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 5892.39 Day 14 Yes 83.87 91-180 Days G-1-Q 6600.70 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 10813.66 Day 14 No 856.36 7-30 Days G-2-Q 12375.44 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 41943.44 Day 14 Yes 2213.96 <7 Days G-3-Q 39857.35 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 36334.50 Day 14 Yes 2424.15 91-180 Days S-5-Q 34251.65 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 43923.01 Day 14 Yes 3743.97 7-30 Days S-6-Q 46562.46 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 33633.98 Day 14 No 1652.14 7-30 Days S-7-Q 37943.87 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 22242.14 Day 14 Yes 2206.53 7-30 Days E-1-Q 22469.63 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 42285.09 Day 14 Yes 1860.09 7-30 Days E-2-Q 34203.11 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1670.56 Day 14 No 112.54 31-90 Days IG-1-Q 1385.48 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 10919.39 Day 14 Yes 372.49 <7 Days IG-2-Q 10993.97 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 12348.94 Day 14 No 511.23 7-30 Days C-1 12431.72 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 1611.91 Day 14 No 123.64 91-180 Days CB-4 1353.24 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 18244.28 Day 14 No 458.34 7-30 Days E-10 20915.32 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 15739.83 Day 14 Yes 310.17 91-180 Days E-3 13001.78 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 38906.97 Day 14 Yes 2705.34 31-90 Days E-4 43896.28 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 14940.01 Day 14 Yes 610.75 31-90 Days E-5 14416.61 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 13544.45 Day 14 No 1103.52 7-30 Days E-6 11740.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 18259.89 Day 14 No 1160.33 31-90 Days E-7 19661.56 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 25784.88 Day 14 Yes 1829.76 7-30 Days E-8 29304.88 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 15539.05 Day 14 No 236.74 7-30 Days E-9 13455.24 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 19963.88 Day 14 No 1963.38 91-180 Days G-4 18480.22 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 7768.43 Day 14 No 412.51 7-30 Days IG-3 7959.22 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 35441.30 Day 14 Yes 209.19 <7 Days IG-4 34788.40 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 11937.40 Day 14 No 352.01 31-90 Days IG-5 9551.85 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 22560.50 Day 14 Yes 2034.98 7-30 Days IG-6 19674.84 Partial Yes Liberty Capital Markets Inc. Capital Markets