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 2731.31 >5 Yr No 234.74 91-180 Days S-5-Q 3045.95 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 19753.95 >5 Yr No 25.72 31-90 Days S-6-Q 22826.77 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 15230.87 >5 Yr No 1386.67 <7 Days S-7-Q 17179.79 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 34660.77 >5 Yr Yes 1282.78 7-30 Days E-1-Q 36445.41 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 31892.73 >5 Yr Yes 732.14 31-90 Days E-2-Q 32020.12 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30888.74 >5 Yr Yes 413.79 31-90 Days IG-1-Q 31793.80 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9668.37 >5 Yr Yes 578.88 91-180 Days IG-2-Q 9699.83 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 31964.25 >5 Yr Yes 188.85 7-30 Days C-1 36907.67 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18694.44 >5 Yr No 715.68 91-180 Days CB-4 18113.79 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18761.73 >5 Yr Yes 1508.46 7-30 Days E-10 21905.02 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 21847.52 >5 Yr No 1256.85 91-180 Days E-3 18381.36 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 14600.90 >5 Yr No 506.95 91-180 Days E-4 16385.32 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18669.79 >5 Yr No 5.72 7-30 Days E-5 21936.25 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 1533.19 >5 Yr No 76.24 7-30 Days E-6 1420.73 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 470.19 >5 Yr No 22.74 91-180 Days E-7 390.59 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 15825.13 >5 Yr No 1428.59 7-30 Days E-8 16683.98 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4238.83 >5 Yr No 225.92 7-30 Days E-9 5072.10 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35283.26 >5 Yr No 2186.53 <7 Days G-4 38633.91 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 24155.63 >5 Yr Yes 715.86 31-90 Days IG-3 26799.68 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 32617.49 >5 Yr Yes 465.76 <7 Days IG-4 31007.16 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4406.37 >5 Yr No 218.04 7-30 Days IG-5 3657.82 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 34081.68 >5 Yr No 929.60 7-30 Days IG-6 36330.34 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 27603.39 >5 Yr Yes 1975.90 <7 Days IG-7 31540.07 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 30255.56 >5 Yr Yes 2886.99 <7 Days IG-8 34617.80 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 27651.41 >5 Yr No 153.07 91-180 Days L-1 28248.36 None Yes Liberty Mortgage Services Corp. Capital Markets