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 7713.50 Day 12 No 75.54 <7 Days L-10 6466.93 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 39609.10 Day 12 No 2212.95 31-90 Days L-11 45012.09 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 32552.00 Day 12 Yes 1832.59 91-180 Days L-2 29922.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 34470.14 Day 12 Yes 1826.75 <7 Days L-3 32829.27 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 28874.57 Day 12 No 2265.40 <7 Days L-4 28040.59 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 9598.68 Day 12 No 434.44 <7 Days L-5 8155.97 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 9281.48 Day 12 No 364.88 31-90 Days L-6 8980.32 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 26622.28 Day 12 Yes 646.69 7-30 Days L-7 24985.71 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 5554.07 Day 12 No 552.18 31-90 Days L-8 5484.75 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 13280.65 Day 12 No 1180.79 91-180 Days L-9 12785.22 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 37861.80 Day 12 No 3549.54 31-90 Days LC-1 41278.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 42474.38 Day 12 No 378.06 7-30 Days LC-2 36044.21 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 17702.58 Day 12 Yes 810.07 7-30 Days N-1 16027.44 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 192.70 Day 12 No 6.80 91-180 Days N-2 222.60 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 25955.92 Day 12 Yes 204.20 7-30 Days N-3 29639.38 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 43779.02 Day 12 Yes 2839.21 <7 Days N-4 47845.19 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 39477.33 Day 12 No 1414.59 31-90 Days N-5 40240.18 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 19060.59 Day 12 Yes 1813.44 91-180 Days N-6 22070.35 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 13756.36 Day 12 No 214.92 31-90 Days N-7 14209.11 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 4183.33 Day 12 No 377.14 31-90 Days P-1 4595.79 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 24005.47 Day 12 Yes 807.43 31-90 Days P-2 27336.55 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 42552.04 Day 12 No 1921.49 <7 Days S-8 47061.32 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business Yes 31337.36 Day 12 Yes 519.37 <7 Days Y-1 36788.97 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 39974.70 Day 12 Yes 472.98 91-180 Days Y-2 35429.83 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Small Business No 12859.18 Day 12 Yes 302.46 <7 Days Y-3 12589.28 Partial No Treasury