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
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 6450.06 >4 Yr <= 5 Yr Yes 610.66 <7 Days IG-1 5384.31 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 16930.59 >4 Yr <= 5 Yr No 630.58 31-90 Days IG-2 17455.48 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35637.66 >4 Yr <= 5 Yr Yes 1719.91 <7 Days S-1 40126.08 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 6208.74 >4 Yr <= 5 Yr No 315.66 7-30 Days S-2 5159.74 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 40290.97 >4 Yr <= 5 Yr Yes 3616.72 31-90 Days S-3 45774.40 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 20384.64 >4 Yr <= 5 Yr Yes 713.95 31-90 Days S-4 17066.47 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 23620.75 >4 Yr <= 5 Yr No 834.70 <7 Days S-5 19568.55 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 37648.96 >4 Yr <= 5 Yr Yes 1261.11 7-30 Days S-6 31238.63 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 23980.12 >4 Yr <= 5 Yr Yes 1545.46 7-30 Days S-7 27905.11 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 470.48 >5 Yr Yes 14.86 <7 Days A-0-Q 549.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 13303.41 >5 Yr Yes 26.12 7-30 Days A-1-Q 14749.39 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 13528.15 >5 Yr Yes 723.84 91-180 Days A-2-Q 16177.84 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39843.56 >5 Yr No 1595.09 31-90 Days A-3-Q 43173.75 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29052.44 >5 Yr No 1131.68 31-90 Days A-4-Q 31417.54 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 32251.69 >5 Yr No 1051.51 7-30 Days A-5-Q 28351.30 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39696.89 >5 Yr Yes 1866.47 91-180 Days CB-1-Q 41958.84 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 22874.30 >5 Yr No 1817.45 31-90 Days CB-2-Q 24921.03 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 21790.42 >5 Yr No 1979.65 7-30 Days S-1-Q 20657.10 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 42359.63 >5 Yr No 2422.74 7-30 Days S-2-Q 50334.65 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 12859.64 >5 Yr Yes 653.14 91-180 Days S-3-Q 15062.08 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18643.60 >5 Yr Yes 1655.44 <7 Days S-4-Q 20110.37 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 24423.07 >5 Yr Yes 1018.40 7-30 Days CB-3-Q 27015.06 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 19406.65 >5 Yr No 99.02 7-30 Days G-1-Q 19697.56 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2507.52 >5 Yr No 83.01 <7 Days G-2-Q 2756.66 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 39947.63 >5 Yr No 1832.48 31-90 Days G-3-Q 36603.41 None No Trading