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 37841.97 Day 3 No 3631.98 31-90 Days Z-1 40101.71 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 1281.66 Day 3 Yes 106.43 31-90 Days A-2 1045.13 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 2707.99 Day 3 Yes 231.99 31-90 Days A-3 2422.12 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34076.02 Day 3 Yes 1257.17 7-30 Days A-4 33697.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 19435.90 Day 3 No 1834.00 31-90 Days A-5 22581.03 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 16448.55 Day 3 Yes 627.61 7-30 Days CB-1 18466.32 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 43374.55 Day 3 Yes 4093.23 91-180 Days CB-2 50487.25 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 13371.44 Day 3 No 1187.21 7-30 Days CB-3 11765.13 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 38216.96 Day 3 No 3002.10 31-90 Days E-1 44241.72 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 2042.46 Day 3 No 182.40 31-90 Days E-2 2435.07 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 24554.09 Day 3 Yes 298.31 91-180 Days G-1 23781.97 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 27282.41 Day 3 Yes 1738.19 <7 Days G-2 30794.46 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 38286.80 Day 3 No 1049.45 7-30 Days G-3 33951.96 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 33298.93 Day 3 No 1410.09 <7 Days IG-1 33396.23 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 24712.79 Day 3 No 1239.31 <7 Days IG-2 22536.61 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 42158.29 Day 3 Yes 273.49 91-180 Days S-1 41244.74 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 1331.55 Day 3 Yes 79.45 31-90 Days S-2 1431.65 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 13207.67 Day 3 Yes 858.69 31-90 Days S-3 11994.19 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 37909.67 Day 3 Yes 1888.76 31-90 Days S-4 33780.95 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 3478.27 Day 3 No 230.51 31-90 Days S-5 4013.45 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 40043.85 Day 3 No 1019.17 31-90 Days S-6 40781.85 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 27894.73 Day 3 No 1151.47 31-90 Days S-7 32005.07 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 1432.12 Day 4 Yes 19.79 91-180 Days A-0-Q 1692.92 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 37539.39 Day 4 Yes 1294.19 <7 Days A-1-Q 43020.39 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 17378.17 Day 4 Yes 1247.97 31-90 Days A-2-Q 19938.10 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending