Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.7: Other Asset-Backed Financing

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
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 28730.48 Day 12 No 2245.04 7-30 Days N-5 33361.33 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 23534.04 Day 12 No 1822.82 91-180 Days N-6 19883.02 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 41855.24 Day 12 No 2495.94 7-30 Days N-7 39480.55 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 9297.70 Day 12 No 746.83 91-180 Days P-1 8555.64 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 31757.55 Day 12 No 612.35 31-90 Days P-2 35268.75 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 5535.72 Day 12 No 319.48 <7 Days S-8 6417.19 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 24416.31 Day 12 No 683.49 7-30 Days Y-1 20424.90 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 9694.30 Day 12 Yes 104.49 <7 Days Y-2 7964.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 1473.98 Day 12 Yes 50.24 91-180 Days Y-3 1742.43 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 19653.94 Day 12 No 819.51 91-180 Days Y-4 21084.91 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 42438.72 Day 12 No 4010.83 91-180 Days Z-1 45743.57 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 13788.11 Day 12 No 660.20 91-180 Days A-2 11882.86 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 21169.08 Day 12 No 334.94 <7 Days A-3 19388.50 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 9920.43 Day 12 Yes 678.49 <7 Days A-4 9644.73 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 36163.77 Day 12 No 974.22 31-90 Days A-5 36648.65 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 25231.19 Day 12 No 370.34 91-180 Days CB-1 22292.07 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 18421.11 Day 12 Yes 879.31 91-180 Days CB-2 19979.32 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 6476.74 Day 12 Yes 315.60 <7 Days CB-3 5335.85 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 6509.58 Day 12 Yes 370.93 <7 Days E-1 6399.96 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 34897.78 Day 12 No 25.40 <7 Days E-2 34735.37 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 6066.04 Day 12 No 484.32 <7 Days G-1 5778.39 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 16236.06 Day 12 Yes 1296.81 91-180 Days G-2 16757.70 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 36988.19 Day 12 No 2615.52 7-30 Days G-3 31679.11 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 438.26 Day 12 Yes 27.67 91-180 Days IG-1 453.19 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 42087.77 Day 12 Yes 837.75 91-180 Days IG-2 39934.34 Full Yes Liberty Wealth Management LLC Investment Banking