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 25627.30 Day 11 Yes 63.64 <7 Days A-5-Q 22167.50 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 3173.52 Day 11 No 214.45 <7 Days CB-1-Q 2751.22 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 36025.62 Day 11 Yes 2191.77 91-180 Days CB-2-Q 33271.94 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 4480.10 Day 11 No 140.32 7-30 Days S-1-Q 3745.84 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 26933.92 Day 11 Yes 1417.34 7-30 Days S-2-Q 27657.74 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 16682.89 Day 11 Yes 1029.77 91-180 Days S-3-Q 14146.34 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 21457.78 Day 11 No 458.16 <7 Days S-4-Q 24358.21 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 38072.10 Day 11 Yes 1712.39 31-90 Days CB-3-Q 41301.34 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 26341.09 Day 11 Yes 1478.31 7-30 Days G-1-Q 26565.32 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 17707.43 Day 11 No 1629.06 7-30 Days G-2-Q 17874.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34434.10 Day 11 Yes 1966.95 <7 Days G-3-Q 33238.66 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 20290.59 Day 11 No 685.04 7-30 Days S-5-Q 20481.89 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38835.77 Day 11 No 1380.13 91-180 Days S-6-Q 45954.69 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 20164.03 Day 11 Yes 452.27 7-30 Days S-7-Q 22848.11 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 39955.69 Day 11 Yes 3504.24 31-90 Days E-1-Q 46312.57 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 29803.39 Day 11 No 457.50 7-30 Days E-2-Q 31270.92 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 30198.31 Day 11 Yes 543.97 7-30 Days IG-1-Q 28957.77 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 19747.26 Day 11 No 639.10 <7 Days IG-2-Q 21995.02 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22862.44 Day 11 Yes 1833.82 7-30 Days C-1 22672.73 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 605.83 Day 11 No 19.97 <7 Days CB-4 722.08 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 13770.87 Day 11 Yes 103.06 <7 Days E-10 13593.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 4249.17 Day 11 No 399.44 <7 Days E-3 4160.13 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 19965.54 Day 11 No 1344.85 <7 Days E-4 20575.08 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 6859.14 Day 11 No 675.19 7-30 Days E-5 8035.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 31785.22 Day 11 No 515.99 7-30 Days E-6 35932.74 None No Wholesale Lending