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 Yes 38008.46 >5 Yr No 26.29 7-30 Days Y-4 36961.20 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 23661.85 >5 Yr Yes 2043.07 31-90 Days Z-1 24208.17 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29349.36 >5 Yr No 1344.39 31-90 Days A-2 33458.70 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10763.37 >5 Yr Yes 883.89 7-30 Days A-3 11811.01 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 34508.58 >5 Yr No 2476.05 31-90 Days A-4 40538.45 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 41063.59 >5 Yr Yes 2478.73 <7 Days A-5 34591.52 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 23083.40 >5 Yr No 233.51 <7 Days CB-1 22842.94 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 27494.79 >5 Yr No 2055.13 91-180 Days CB-2 29340.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 26969.36 >5 Yr Yes 295.50 <7 Days CB-3 26151.54 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 28926.55 >5 Yr Yes 2825.82 31-90 Days E-1 25109.02 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 727.00 >5 Yr No 71.90 7-30 Days E-2 717.11 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18805.87 >5 Yr Yes 20.89 91-180 Days G-1 16149.34 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 7954.89 >5 Yr Yes 736.23 91-180 Days G-2 7961.96 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 24113.90 >5 Yr Yes 1581.45 7-30 Days G-3 24618.57 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7092.75 >5 Yr Yes 503.76 7-30 Days IG-1 7221.78 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30387.12 >5 Yr No 2961.74 <7 Days IG-2 36004.46 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 5411.03 >5 Yr Yes 206.12 31-90 Days S-1 5345.44 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 8681.19 >5 Yr No 571.26 <7 Days S-2 7935.26 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 3736.80 >5 Yr Yes 216.56 91-180 Days S-3 3268.84 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18714.95 >5 Yr Yes 858.84 7-30 Days S-4 18691.93 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 30416.55 >5 Yr No 2983.04 91-180 Days S-5 27717.48 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 15279.90 >5 Yr No 1076.84 91-180 Days S-6 15839.41 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 21369.15 >5 Yr No 1974.99 31-90 Days S-7 24080.09 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 440.81 Perpetual No 23.82 31-90 Days A-0-Q 467.21 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 26261.16 Perpetual Yes 910.08 31-90 Days A-1-Q 28011.45 Partial Yes Liberty Capital Markets Inc. Wholesale Lending