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 32331.76 Day 8 Yes 1752.92 <7 Days L-6 31721.66 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 4788.73 Day 8 Yes 227.48 7-30 Days L-7 4197.51 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 5431.31 Day 8 Yes 145.18 7-30 Days L-8 5890.81 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22378.88 Day 8 No 217.65 7-30 Days L-9 19531.06 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38448.76 Day 8 Yes 1367.55 91-180 Days LC-1 38601.25 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 43629.80 Day 8 Yes 2241.00 7-30 Days LC-2 50502.70 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 13079.40 Day 8 Yes 163.05 <7 Days N-1 12600.35 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 10925.22 Day 8 Yes 50.40 31-90 Days N-2 12721.07 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 14953.83 Day 8 No 1189.84 31-90 Days N-3 16987.43 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 16971.54 Day 8 No 526.29 91-180 Days N-4 19365.38 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 42648.65 Day 8 No 1475.92 <7 Days N-5 44626.41 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 29731.37 Day 8 Yes 515.67 7-30 Days N-6 30649.25 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 6975.59 Day 8 Yes 445.75 7-30 Days N-7 5600.14 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 11599.38 Day 8 Yes 203.57 91-180 Days P-1 9995.79 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 5069.82 Day 8 Yes 6.37 <7 Days P-2 5826.87 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 14299.28 Day 8 Yes 1281.23 <7 Days S-8 14789.56 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 30070.03 Day 8 Yes 569.70 7-30 Days Y-1 31425.03 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 12392.72 Day 8 No 939.61 7-30 Days Y-2 14011.84 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 13299.19 Day 8 Yes 126.52 7-30 Days Y-3 12440.38 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14455.28 Day 8 Yes 696.96 91-180 Days Y-4 12321.58 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 33586.75 Day 8 Yes 1169.96 7-30 Days Z-1 38937.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 12943.20 Day 8 Yes 720.25 <7 Days A-2 12362.59 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 1250.54 Day 8 Yes 37.82 7-30 Days A-3 1056.86 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14479.33 Day 8 Yes 387.83 91-180 Days A-4 17074.78 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 32007.99 Day 8 No 1629.56 31-90 Days A-5 31096.36 None Yes Liberty International Finance Ltd. Wholesale Lending