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 23484.91 Day 11 Yes 378.16 7-30 Days E-7 27775.87 Full No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 34252.23 Day 11 No 427.24 7-30 Days E-8 29752.40 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 42135.13 Day 11 Yes 3274.19 7-30 Days E-9 37216.92 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 708.65 Day 11 No 2.00 31-90 Days G-4 653.42 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 13836.73 Day 11 Yes 688.77 31-90 Days IG-3 14272.19 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 23328.17 Day 11 No 1520.85 <7 Days IG-4 26792.29 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 37978.87 Day 11 No 835.12 31-90 Days IG-5 41879.45 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 33807.45 Day 11 No 3319.26 91-180 Days IG-6 29658.35 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22107.23 Day 11 Yes 681.35 <7 Days IG-7 20546.15 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 35866.62 Day 11 No 22.80 31-90 Days IG-8 36092.67 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 36831.90 Day 11 Yes 954.62 <7 Days L-1 43970.17 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 8696.99 Day 11 No 113.66 31-90 Days L-10 8800.21 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 30711.65 Day 11 Yes 1433.53 7-30 Days L-11 33025.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 25608.06 Day 11 No 2232.95 91-180 Days L-2 22680.32 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38176.44 Day 11 No 1604.24 91-180 Days L-3 42026.84 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 38000.14 Day 11 No 1013.11 7-30 Days L-4 39445.07 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 9888.89 Day 11 No 837.17 7-30 Days L-5 11688.52 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 40525.21 Day 11 Yes 3240.61 91-180 Days L-6 40574.40 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 37273.29 Day 11 Yes 512.62 31-90 Days L-7 40406.34 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22629.55 Day 11 Yes 223.79 7-30 Days L-8 26908.55 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 22812.11 Day 11 No 1844.43 7-30 Days L-9 26406.56 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 26351.95 Day 11 Yes 2261.28 <7 Days LC-1 22470.90 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 43645.90 Day 11 No 3925.63 91-180 Days LC-2 45397.02 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 43539.83 Day 11 No 405.73 31-90 Days N-1 43879.39 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 29876.70 Day 11 No 154.14 <7 Days N-2 28966.41 Full No Investment Banking