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 Yes 21985.34 Day 4 Yes 283.80 91-180 Days E-5 22732.87 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 20894.08 Day 4 No 685.58 7-30 Days E-6 19620.78 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 4383.69 Day 4 No 42.65 31-90 Days E-7 4049.28 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 28821.83 Day 4 Yes 226.56 7-30 Days E-8 24019.24 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 3901.65 Day 4 No 339.05 7-30 Days E-9 4042.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 24979.48 Day 4 Yes 1582.28 31-90 Days G-4 23221.25 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 19691.35 Day 4 No 1059.56 <7 Days IG-3 16724.48 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 19586.42 Day 4 No 413.99 31-90 Days IG-4 23154.11 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 28202.61 Day 4 No 2450.98 7-30 Days IG-5 24848.02 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 30120.26 Day 4 No 2631.63 <7 Days IG-6 31733.35 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 35608.21 Day 4 Yes 2238.96 <7 Days IG-7 32974.79 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 27399.84 Day 4 No 2214.34 91-180 Days IG-8 26371.70 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 12767.99 Day 4 No 793.92 7-30 Days L-1 14302.02 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34778.42 Day 4 No 2094.59 7-30 Days L-10 28935.62 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25172.66 Day 4 Yes 323.02 <7 Days L-11 23751.36 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 37276.24 Day 4 No 3282.09 31-90 Days L-2 40818.22 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 9590.85 Day 4 Yes 243.91 91-180 Days L-3 10999.53 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 3997.77 Day 4 Yes 236.83 <7 Days L-4 3525.82 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 3102.22 Day 4 No 301.08 91-180 Days L-5 2756.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 2149.27 Day 4 No 186.98 91-180 Days L-6 1969.60 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 33456.21 Day 4 Yes 1690.21 <7 Days L-7 34028.68 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 40030.92 Day 4 Yes 248.08 7-30 Days L-8 47788.66 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 1750.12 Day 4 No 38.77 <7 Days L-9 1482.85 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 21136.81 Day 4 No 1650.09 <7 Days LC-1 19755.40 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 8503.27 Day 4 No 547.17 91-180 Days LC-2 7761.35 Partial No Investment Banking