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 43370.25 Day 10 Yes 3892.76 7-30 Days E-1-Q 35793.10 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25049.62 Day 10 Yes 2167.38 7-30 Days E-2-Q 24047.18 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 18581.38 Day 10 Yes 187.29 91-180 Days IG-1-Q 15487.30 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 2676.24 Day 10 Yes 227.51 7-30 Days IG-2-Q 3153.36 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 11728.66 Day 10 Yes 844.97 7-30 Days C-1 13327.50 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 4407.38 Day 10 No 294.85 91-180 Days CB-4 4467.00 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 39220.87 Day 10 Yes 2910.96 7-30 Days E-10 36766.65 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 24139.02 Day 10 Yes 209.05 7-30 Days E-3 27996.77 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22633.41 Day 10 Yes 23.66 <7 Days E-4 19702.77 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 23796.51 Day 10 No 1447.47 7-30 Days E-5 26694.84 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 3297.44 Day 10 Yes 177.31 7-30 Days E-6 2897.67 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 16175.41 Day 10 Yes 1331.89 7-30 Days E-7 13601.59 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38599.70 Day 10 No 1391.92 7-30 Days E-8 40647.23 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 939.61 Day 10 Yes 84.57 91-180 Days E-9 1104.68 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 4316.31 Day 10 Yes 414.24 7-30 Days G-4 4406.94 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 9163.09 Day 10 Yes 221.95 31-90 Days IG-3 7510.22 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38642.53 Day 10 Yes 2957.67 7-30 Days IG-4 31153.92 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 42842.62 Day 10 No 143.78 <7 Days IG-5 43684.56 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 11227.45 Day 10 Yes 231.15 7-30 Days IG-6 11126.88 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 36203.05 Day 10 No 2979.52 <7 Days IG-7 39352.59 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25999.56 Day 10 Yes 561.98 91-180 Days IG-8 30689.38 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 25142.67 Day 10 Yes 612.36 7-30 Days L-1 27868.40 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 4542.72 Day 10 Yes 208.75 7-30 Days L-10 5107.57 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 3974.97 Day 10 No 2.77 7-30 Days L-11 4431.52 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38455.98 Day 10 Yes 2868.05 <7 Days L-2 36297.00 Partial Yes Liberty Capital Markets Inc. Treasury