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 9226.76 Day 19 No 156.20 91-180 Days N-5 10149.81 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 1957.98 Day 19 Yes 65.40 31-90 Days N-6 1899.79 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2927.73 Day 19 Yes 288.63 <7 Days N-7 3479.62 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8062.41 Day 19 No 524.55 <7 Days P-1 7610.70 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32077.15 Day 19 Yes 1604.82 7-30 Days P-2 29777.88 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36884.38 Day 19 Yes 669.35 91-180 Days S-8 41637.95 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20110.11 Day 19 Yes 134.95 <7 Days Y-1 21774.25 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6853.60 Day 19 No 439.09 31-90 Days Y-2 7129.29 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8671.49 Day 19 Yes 695.27 <7 Days Y-3 7484.20 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19980.23 Day 19 Yes 783.17 91-180 Days Y-4 22602.89 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12278.33 Day 19 No 684.31 31-90 Days Z-1 11230.00 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11709.61 Day 19 Yes 958.43 7-30 Days A-2 9886.60 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32865.49 Day 19 No 2917.66 91-180 Days A-3 29966.91 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29028.64 Day 19 Yes 2534.74 7-30 Days A-4 30701.74 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39550.50 Day 19 Yes 1051.70 7-30 Days A-5 46488.95 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36302.75 Day 19 Yes 2819.29 <7 Days CB-1 37169.48 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 558.49 Day 19 Yes 16.72 7-30 Days CB-2 511.20 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12468.64 Day 19 Yes 1180.01 <7 Days CB-3 12075.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18342.79 Day 19 No 1507.15 <7 Days E-1 17819.21 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39859.09 Day 19 No 1868.16 <7 Days E-2 33559.74 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42950.63 Day 19 No 559.89 31-90 Days G-1 36656.08 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40524.15 Day 19 No 3231.55 <7 Days G-2 47424.56 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38765.28 Day 19 Yes 188.41 <7 Days G-3 44755.45 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38034.94 Day 19 No 3563.89 7-30 Days IG-1 41418.99 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17313.45 Day 19 No 1710.61 91-180 Days IG-2 18430.28 Partial No Trading