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 Yes 34715.16 Day 24 No 1288.95 91-180 Days S-8 36676.34 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9701.79 Day 24 Yes 256.60 31-90 Days Y-1 11511.63 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4427.81 Day 24 No 433.16 <7 Days Y-2 4877.00 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11831.67 Day 24 Yes 1079.15 7-30 Days Y-3 12790.61 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22161.26 Day 24 Yes 1345.90 91-180 Days Y-4 24103.08 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21001.49 Day 24 Yes 1081.23 7-30 Days Z-1 24446.85 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 40321.67 Day 24 No 1896.62 <7 Days A-2 34134.65 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30690.14 Day 24 Yes 1143.01 7-30 Days A-3 32060.81 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33631.22 Day 24 No 204.20 31-90 Days A-4 31834.25 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21476.40 Day 24 Yes 393.78 31-90 Days A-5 18074.54 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31956.87 Day 24 Yes 2258.44 7-30 Days CB-1 31201.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17267.64 Day 24 No 1405.28 <7 Days CB-2 19253.70 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2533.68 Day 24 No 165.18 91-180 Days CB-3 2456.26 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21841.22 Day 24 No 1318.87 91-180 Days E-1 25495.56 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7228.38 Day 24 No 92.04 <7 Days E-2 7406.18 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1626.37 Day 24 No 63.29 <7 Days G-1 1906.42 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39169.10 Day 24 Yes 1612.14 91-180 Days G-2 33824.01 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4524.15 Day 24 Yes 261.17 31-90 Days G-3 3880.94 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43847.34 Day 24 Yes 1198.06 91-180 Days IG-1 37450.46 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21927.53 Day 24 No 168.58 31-90 Days IG-2 23297.44 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9039.81 Day 24 Yes 318.35 91-180 Days S-1 9610.11 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42715.24 Day 24 Yes 218.14 91-180 Days S-2 40637.99 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14815.06 Day 24 No 250.41 31-90 Days S-3 14644.80 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6341.63 Day 24 No 537.52 7-30 Days S-4 6450.09 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7354.56 Day 24 No 219.07 91-180 Days S-5 7363.04 Full Yes Liberty Wealth Management LLC Capital Markets