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 29337.05 Day 6 No 1504.53 7-30 Days E-10 30745.19 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 8945.06 Day 6 No 735.00 <7 Days E-3 9456.79 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 30070.87 Day 6 Yes 419.01 <7 Days E-4 33781.24 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 35395.27 Day 6 No 1608.53 7-30 Days E-5 30968.28 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 3842.17 Day 6 No 264.71 7-30 Days E-6 4452.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 5274.54 Day 6 Yes 440.21 91-180 Days E-7 6125.39 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 5601.05 Day 6 Yes 233.46 91-180 Days E-8 4694.90 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 7907.53 Day 6 No 83.30 7-30 Days E-9 9222.50 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25038.47 Day 6 Yes 1232.49 31-90 Days G-4 27088.99 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 27397.85 Day 6 No 1770.33 31-90 Days IG-3 30187.66 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 25034.22 Day 6 No 2088.79 91-180 Days IG-4 26112.84 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 40252.48 Day 6 No 2956.15 91-180 Days IG-5 32247.34 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 35513.70 Day 6 No 3322.75 7-30 Days IG-6 41073.01 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 31443.12 Day 6 No 1005.48 91-180 Days IG-7 36052.02 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 3837.23 Day 6 Yes 221.51 31-90 Days IG-8 3554.14 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 40182.22 Day 6 Yes 2428.42 91-180 Days L-1 37403.83 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 5913.02 Day 6 No 76.07 <7 Days L-10 5771.35 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 39909.73 Day 6 Yes 3697.83 91-180 Days L-11 41893.31 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 17002.76 Day 6 No 1223.04 31-90 Days L-2 17022.20 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 20629.21 Day 6 No 417.84 7-30 Days L-3 20343.11 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 4467.35 Day 6 Yes 124.84 31-90 Days L-4 5046.72 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 40861.65 Day 6 No 4033.99 <7 Days L-5 33806.17 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25624.23 Day 6 No 1001.57 91-180 Days L-6 26940.82 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14718.74 Day 6 No 616.88 <7 Days L-7 14671.72 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 31016.91 Day 6 No 821.29 <7 Days L-8 33585.35 Full No Investment Banking