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 13162.46 Open Yes 151.30 7-30 Days L-7 15550.32 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21204.73 Open No 975.77 7-30 Days L-8 22882.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4729.09 Open No 382.76 91-180 Days L-9 5638.91 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34911.64 Open No 2756.64 31-90 Days LC-1 29442.76 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30994.97 Open Yes 1271.81 31-90 Days LC-2 36506.65 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17113.70 Open No 1003.35 <7 Days N-1 14324.60 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19904.10 Open No 270.77 7-30 Days N-2 16389.60 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42442.03 Open Yes 3129.99 <7 Days N-3 41238.47 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4415.17 Open No 233.18 7-30 Days N-4 4899.00 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43240.38 Open Yes 1010.98 7-30 Days N-5 38465.46 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4520.80 Open Yes 222.19 <7 Days N-6 3940.46 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19552.84 Open Yes 144.33 31-90 Days N-7 21302.01 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39573.04 Open Yes 1865.93 91-180 Days P-1 41774.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25074.76 Open Yes 42.00 7-30 Days P-2 26956.76 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22692.35 Open No 1411.84 31-90 Days S-8 18690.84 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41477.75 Open Yes 2689.67 91-180 Days Y-1 48219.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36961.48 Open Yes 1414.88 <7 Days Y-2 43826.72 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43436.36 Open Yes 4256.76 7-30 Days Y-3 38164.30 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19384.56 Open Yes 569.66 7-30 Days Y-4 19301.66 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26592.97 Open No 2366.81 31-90 Days Z-1 26446.09 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 411.55 Open Yes 23.01 7-30 Days A-2 343.22 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31598.09 Open Yes 1143.88 31-90 Days A-3 27013.96 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26975.90 Open No 1376.91 7-30 Days A-4 30457.04 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13046.89 Open Yes 408.74 31-90 Days A-5 12306.53 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22404.68 Open No 690.80 91-180 Days CB-1 20646.85 Full No Investment Banking