Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.12: Structured Long Term Debt

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.12 Structured Long Term Debt Small Business No 6402.92 Open Yes 343.12 91-180 Days S-2-Q 6843.09 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 7033.39 Open Yes 330.80 31-90 Days S-3-Q 8375.05 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 9133.20 Open Yes 420.22 31-90 Days S-4-Q 7662.91 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 15947.00 Open Yes 504.34 91-180 Days CB-3-Q 13341.35 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 33326.49 Open No 1951.56 <7 Days G-1-Q 35843.78 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 17728.84 Open Yes 1632.93 31-90 Days G-2-Q 19854.28 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 34307.06 Open Yes 2683.22 31-90 Days G-3-Q 40477.28 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 31008.73 Open No 409.50 91-180 Days S-5-Q 36317.51 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 28763.25 Open Yes 268.49 7-30 Days S-6-Q 33450.71 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 21792.47 Open No 1325.40 <7 Days S-7-Q 19864.48 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38620.13 Open Yes 3659.11 7-30 Days E-1-Q 31552.62 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 8363.59 Open Yes 541.33 7-30 Days E-2-Q 7302.78 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 32804.27 Open No 824.92 <7 Days IG-1-Q 29498.40 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 36080.97 Open No 2392.69 <7 Days IG-2-Q 36178.73 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 9013.31 Open No 412.48 31-90 Days C-1 7557.35 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 31251.30 Open Yes 3107.26 91-180 Days CB-4 34002.27 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 31793.79 Open Yes 1589.93 31-90 Days E-10 35869.46 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 6877.27 Open No 657.54 <7 Days E-3 8159.30 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 33027.70 Open No 2629.22 7-30 Days E-4 39511.94 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14611.83 Open No 719.05 31-90 Days E-5 15434.12 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 37251.14 Open No 1885.05 91-180 Days E-6 39010.25 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 18499.78 Open No 1214.10 <7 Days E-7 16392.24 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34619.00 Open No 821.47 <7 Days E-8 39740.61 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25325.61 Open No 1411.04 7-30 Days E-9 23732.79 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 36554.98 Open Yes 646.68 31-90 Days G-4 41159.68 Partial Yes Liberty Capital Markets Inc. Treasury