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 16616.58 Day 10 Yes 157.60 7-30 Days L-3 13636.46 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 9595.47 Day 10 Yes 397.70 7-30 Days L-4 10189.87 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 27360.28 Day 10 No 428.68 31-90 Days L-5 24694.39 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 27959.27 Day 10 Yes 1078.30 31-90 Days L-6 27883.02 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 42394.75 Day 10 No 2278.82 31-90 Days L-7 37465.84 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 12603.90 Day 10 Yes 924.41 91-180 Days L-8 11534.67 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 43504.89 Day 10 Yes 241.57 91-180 Days L-9 50201.62 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 26323.40 Day 10 No 2124.05 7-30 Days LC-1 23196.75 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 6275.34 Day 10 Yes 315.64 31-90 Days LC-2 6799.80 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 15024.09 Day 10 No 198.36 <7 Days N-1 12111.96 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 24161.75 Day 10 Yes 63.95 31-90 Days N-2 27407.43 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 39393.73 Day 10 No 1280.39 91-180 Days N-3 46502.34 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 8063.77 Day 10 No 114.02 7-30 Days N-4 6581.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 23858.69 Day 10 No 1243.11 31-90 Days N-5 25581.53 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 23526.40 Day 10 Yes 2038.62 31-90 Days N-6 19372.52 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 22994.65 Day 10 Yes 1103.17 <7 Days N-7 22125.59 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 3905.54 Day 10 Yes 380.15 31-90 Days P-1 3708.76 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 11253.36 Day 10 Yes 452.97 91-180 Days P-2 9198.46 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34862.58 Day 10 No 2045.09 <7 Days S-8 29026.78 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 36010.88 Day 10 Yes 2029.81 7-30 Days Y-1 38497.75 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 42997.31 Day 10 No 4182.54 91-180 Days Y-2 35274.39 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 19184.36 Day 10 No 718.01 31-90 Days Y-3 19945.19 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 18676.83 Day 10 Yes 838.50 <7 Days Y-4 17222.71 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 16632.75 Day 10 Yes 408.94 <7 Days Z-1 19753.12 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 31496.34 Day 10 Yes 2398.98 91-180 Days A-2 36377.91 Full Yes Liberty Mortgage Services Corp. Investment Banking