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 5475.06 Open Yes 168.69 7-30 Days C-1 5626.35 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2036.50 Open No 138.40 31-90 Days CB-4 1891.96 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2288.10 Open Yes 53.91 31-90 Days E-10 2166.11 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6451.67 Open No 383.93 <7 Days E-3 6926.38 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39515.76 Open No 1.18 <7 Days E-4 46592.90 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20906.65 Open Yes 628.97 31-90 Days E-5 24650.37 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6186.72 Open No 196.59 91-180 Days E-6 7213.23 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7202.18 Open Yes 703.41 31-90 Days E-7 5829.54 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29647.67 Open No 780.83 7-30 Days E-8 34786.24 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31607.66 Open Yes 1470.87 91-180 Days E-9 31520.20 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2461.52 Open No 238.39 7-30 Days G-4 2921.39 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26717.61 Open No 398.11 91-180 Days IG-3 30713.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25386.85 Open No 680.15 91-180 Days IG-4 22703.94 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21158.12 Open Yes 1244.88 <7 Days IG-5 24500.59 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11293.34 Open No 830.73 7-30 Days IG-6 9554.00 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43753.60 Open Yes 1508.69 7-30 Days IG-7 47065.53 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25740.27 Open Yes 2129.25 <7 Days IG-8 29762.18 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23841.68 Open Yes 1407.26 7-30 Days L-1 24101.22 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11703.88 Open No 289.39 7-30 Days L-10 13837.24 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4454.18 Open Yes 384.03 7-30 Days L-11 5235.50 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35651.12 Open No 1750.55 7-30 Days L-2 29202.52 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39868.27 Open No 3068.46 <7 Days L-3 36637.63 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5259.74 Open No 14.51 31-90 Days L-4 6268.20 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26934.36 Open Yes 2267.32 7-30 Days L-5 24715.46 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10879.65 Open Yes 986.21 91-180 Days L-6 10695.08 Partial No Treasury