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 9934.80 Day 10 Yes 548.76 <7 Days A-3 10398.25 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 42283.26 Day 10 Yes 2850.36 91-180 Days A-4 43601.21 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 18144.36 Day 10 No 1218.62 7-30 Days A-5 19915.03 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 2293.54 Day 10 No 37.72 91-180 Days CB-1 1966.96 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 24766.43 Day 10 Yes 2100.41 91-180 Days CB-2 21950.00 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 1518.34 Day 10 Yes 147.41 7-30 Days CB-3 1803.11 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 28064.44 Day 10 Yes 2194.48 <7 Days E-1 25004.95 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 41462.30 Day 10 No 3329.84 91-180 Days E-2 44923.24 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 6085.57 Day 10 No 327.69 <7 Days G-1 5051.96 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 20055.90 Day 10 No 256.47 <7 Days G-2 20662.92 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 15.32 Day 10 No 1.36 7-30 Days G-3 16.76 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 9699.65 Day 10 Yes 511.33 91-180 Days IG-1 8094.11 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 17032.73 Day 10 No 455.02 31-90 Days IG-2 17080.89 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 8714.48 Day 10 No 96.60 <7 Days S-1 9482.27 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 21674.31 Day 10 No 2111.49 91-180 Days S-2 19243.11 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 33868.75 Day 10 Yes 3105.92 91-180 Days S-3 39998.75 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14427.75 Day 10 Yes 388.37 <7 Days S-4 12046.54 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 20961.56 Day 10 No 1941.01 <7 Days S-5 21244.31 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 18378.49 Day 10 Yes 518.07 91-180 Days S-6 16485.10 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22270.50 Day 10 Yes 1884.37 91-180 Days S-7 26701.75 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 6642.98 Day 11 No 156.60 7-30 Days A-0-Q 6963.91 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 14566.33 Day 11 No 965.42 31-90 Days A-1-Q 13573.69 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 26921.69 Day 11 Yes 2639.42 7-30 Days A-2-Q 25111.62 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38529.96 Day 11 Yes 2825.74 91-180 Days A-3-Q 32027.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 13920.43 Day 11 No 1100.49 <7 Days A-4-Q 13707.81 None No Trading