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 Retail No 11396.02 Day 14 No 679.11 <7 Days LC-2 11622.53 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17464.50 Day 14 No 1613.79 31-90 Days N-1 14323.32 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15574.88 Day 14 Yes 1093.84 91-180 Days N-2 16876.20 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8752.12 Day 14 No 811.44 <7 Days N-3 10334.65 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21616.43 Day 14 No 2116.10 <7 Days N-4 18256.41 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36811.87 Day 14 No 1291.45 31-90 Days N-5 29495.78 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32172.69 Day 14 No 1177.64 91-180 Days N-6 33822.66 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23051.41 Day 14 No 1002.53 91-180 Days N-7 24144.42 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10269.06 Day 14 No 792.35 7-30 Days P-1 10486.47 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1397.30 Day 14 Yes 59.48 91-180 Days P-2 1565.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1697.51 Day 14 No 99.92 <7 Days S-8 1641.19 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24451.56 Day 14 No 280.17 <7 Days Y-1 24556.40 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6352.72 Day 14 No 277.99 7-30 Days Y-2 7589.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4532.00 Day 14 Yes 154.65 <7 Days Y-3 5311.46 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3032.13 Day 14 Yes 163.01 91-180 Days Y-4 3254.86 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5063.53 Day 14 Yes 346.18 31-90 Days Z-1 4593.50 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16895.28 Day 14 Yes 1175.25 31-90 Days A-2 14542.13 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21216.96 Day 14 Yes 563.83 <7 Days A-3 17467.61 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34314.33 Day 14 No 170.36 31-90 Days A-4 36839.87 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10799.90 Day 14 No 291.96 91-180 Days A-5 9471.87 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32209.69 Day 14 No 1023.93 7-30 Days CB-1 26271.77 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3435.05 Day 14 No 276.64 <7 Days CB-2 2757.78 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9852.43 Day 14 Yes 371.48 7-30 Days CB-3 10389.36 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29705.43 Day 14 Yes 1176.71 <7 Days E-1 28803.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8704.40 Day 14 Yes 289.37 31-90 Days E-2 8295.27 Partial No Treasury