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 14218.85 Day 4 Yes 751.06 <7 Days N-1 14327.89 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34361.12 Day 4 No 143.02 <7 Days N-2 35710.14 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 27597.04 Day 4 Yes 1616.40 31-90 Days N-3 32100.28 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 12503.30 Day 4 Yes 12.81 <7 Days N-4 10216.44 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 30770.07 Day 4 No 380.74 <7 Days N-5 32162.46 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 17620.81 Day 4 Yes 1340.27 31-90 Days N-6 19137.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 2672.53 Day 4 Yes 140.03 31-90 Days N-7 2282.19 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 39160.97 Day 4 No 3736.87 7-30 Days P-1 33409.79 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 20052.92 Day 4 No 226.76 <7 Days P-2 22270.27 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 18915.77 Day 4 No 45.09 31-90 Days S-8 17330.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 22303.44 Day 4 Yes 977.69 7-30 Days Y-1 25644.18 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 28567.74 Day 4 Yes 952.36 31-90 Days Y-2 33838.40 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 23015.58 Day 4 Yes 54.62 7-30 Days Y-3 25671.07 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 5600.81 Day 4 No 418.59 31-90 Days Y-4 5392.55 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 6532.27 Day 4 No 611.25 7-30 Days Z-1 7533.35 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 10708.34 Day 4 No 308.49 7-30 Days A-2 12080.06 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 30272.44 Day 4 Yes 621.72 7-30 Days A-3 26378.72 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 14356.80 Day 4 No 513.61 31-90 Days A-4 12507.43 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 397.33 Day 4 Yes 37.91 91-180 Days A-5 359.94 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 36776.39 Day 4 No 3625.91 7-30 Days CB-1 32813.30 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 12189.34 Day 4 No 1082.93 7-30 Days CB-2 11208.07 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 30713.78 Day 4 Yes 2948.73 <7 Days CB-3 31293.35 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 22910.87 Day 4 No 1358.22 91-180 Days E-1 20378.39 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 38996.57 Day 4 No 3798.41 91-180 Days E-2 37835.69 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 17561.80 Day 4 No 1476.33 31-90 Days G-1 15829.67 Full Yes Liberty Wealth Management LLC Investment Banking