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 7829.17 Day 6 No 255.32 31-90 Days L-9 8873.42 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 26370.38 Day 6 No 1100.95 7-30 Days LC-1 25177.64 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 6083.65 Day 6 Yes 169.83 91-180 Days LC-2 6267.02 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38415.45 Day 6 Yes 1687.46 7-30 Days N-1 43969.43 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 26574.07 Day 6 No 883.72 31-90 Days N-2 23574.02 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 10196.47 Day 6 Yes 66.26 91-180 Days N-3 10869.21 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 29240.36 Day 6 Yes 409.30 <7 Days N-4 24441.14 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 35885.07 Day 6 Yes 958.65 7-30 Days N-5 40420.29 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 23675.86 Day 6 Yes 1908.17 91-180 Days N-6 26425.54 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 20165.76 Day 6 No 1453.87 91-180 Days N-7 18446.01 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 10970.02 Day 6 Yes 864.05 91-180 Days P-1 10274.08 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 42552.55 Day 6 No 3475.07 31-90 Days P-2 47649.49 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 7826.50 Day 6 Yes 333.88 7-30 Days S-8 8031.83 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 20731.47 Day 6 Yes 646.10 91-180 Days Y-1 18123.06 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 4645.00 Day 6 No 448.48 31-90 Days Y-2 5197.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 29436.81 Day 6 No 336.85 91-180 Days Y-3 26092.76 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34208.31 Day 6 Yes 1892.74 7-30 Days Y-4 33404.57 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 23789.98 Day 6 No 1249.53 7-30 Days Z-1 20359.22 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 10030.80 Day 6 Yes 91.14 <7 Days A-2 11123.62 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 29004.12 Day 6 No 2636.16 31-90 Days A-3 27356.04 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 41327.39 Day 6 Yes 1069.47 31-90 Days A-4 44422.61 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 20573.85 Day 6 Yes 148.32 <7 Days A-5 18224.85 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 30275.62 Day 6 No 2367.26 <7 Days CB-1 25500.06 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25435.50 Day 6 No 98.66 <7 Days CB-2 21265.19 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 20967.65 Day 6 Yes 1000.26 <7 Days CB-3 24181.95 Full No Trading