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 7985.97 Day 9 No 398.53 31-90 Days N-6 8883.11 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38675.37 Day 9 Yes 2558.07 7-30 Days N-7 38833.04 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34868.63 Day 9 Yes 1675.36 91-180 Days P-1 32957.47 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 4622.21 Day 9 Yes 299.11 7-30 Days P-2 4454.63 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 13410.49 Day 9 No 1195.71 91-180 Days S-8 13231.72 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 31230.43 Day 9 Yes 2873.62 7-30 Days Y-1 26403.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 40385.51 Day 9 No 1108.18 91-180 Days Y-2 39203.73 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 31978.86 Day 9 No 1545.45 <7 Days Y-3 28185.70 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 691.22 Day 9 No 30.33 <7 Days Y-4 778.84 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 7199.21 Day 9 No 713.61 31-90 Days Z-1 6659.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 32153.87 Day 9 Yes 796.23 7-30 Days A-2 35482.69 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 41496.97 Day 9 Yes 77.73 91-180 Days A-3 48983.94 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22846.74 Day 9 No 1396.32 91-180 Days A-4 21987.64 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 28227.61 Day 9 Yes 1752.55 <7 Days A-5 28302.82 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 33053.89 Day 9 No 1709.54 7-30 Days CB-1 28023.60 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 43677.23 Day 9 Yes 2935.10 31-90 Days CB-2 49559.96 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 36986.95 Day 9 Yes 3108.56 31-90 Days CB-3 36332.08 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 39769.90 Day 9 Yes 40.15 91-180 Days E-1 34876.95 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 19686.68 Day 9 No 1010.51 91-180 Days E-2 23210.94 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 27662.87 Day 9 No 1111.13 31-90 Days G-1 32514.87 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 35276.37 Day 9 No 3518.48 91-180 Days G-2 39109.61 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 33246.31 Day 9 Yes 237.53 <7 Days G-3 26966.05 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 27323.89 Day 9 No 635.87 91-180 Days IG-1 28153.00 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 12854.78 Day 9 Yes 1017.81 31-90 Days IG-2 15253.48 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 35075.74 Day 9 No 731.33 7-30 Days S-1 35817.74 Full Yes Liberty Capital Markets Inc. Trading