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 Yes 32367.44 Day 13 No 1803.20 <7 Days S-7-Q 33261.16 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 40391.77 Day 13 Yes 63.11 31-90 Days E-1-Q 35440.01 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 28832.85 Day 13 Yes 1546.21 <7 Days E-2-Q 23569.25 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 17768.45 Day 13 No 1149.34 31-90 Days IG-1-Q 20681.46 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 18124.06 Day 13 No 292.03 <7 Days IG-2-Q 15871.29 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 42661.71 Day 13 Yes 2438.87 <7 Days C-1 42610.48 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 26238.27 Day 13 No 711.95 31-90 Days CB-4 21702.77 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 43163.69 Day 13 Yes 3457.63 91-180 Days E-10 44719.57 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 4559.20 Day 13 Yes 409.90 7-30 Days E-3 4150.71 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 5707.71 Day 13 No 357.66 <7 Days E-4 4714.17 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 36513.20 Day 13 No 252.56 31-90 Days E-5 42070.11 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 7903.58 Day 13 No 465.42 91-180 Days E-6 6402.12 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 13748.38 Day 13 No 768.24 91-180 Days E-7 15266.55 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 24607.92 Day 13 No 462.37 91-180 Days E-8 28121.13 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 34868.91 Day 13 No 1966.92 91-180 Days E-9 38932.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 23596.84 Day 13 Yes 2292.15 31-90 Days G-4 27676.54 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 4640.35 Day 13 Yes 221.05 91-180 Days IG-3 4193.77 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 42696.68 Day 13 No 943.13 31-90 Days IG-4 39352.22 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 42427.89 Day 13 No 1837.81 7-30 Days IG-5 35014.55 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 1128.82 Day 13 Yes 55.75 7-30 Days IG-6 1299.15 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 9730.77 Day 13 Yes 850.71 31-90 Days IG-7 10820.04 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 35418.26 Day 13 No 1263.82 7-30 Days IG-8 28687.54 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 13503.68 Day 13 No 265.71 <7 Days L-1 14594.91 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 14855.67 Day 13 Yes 511.74 91-180 Days L-10 14221.78 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 4786.38 Day 13 Yes 59.88 31-90 Days L-11 3829.82 None No Wholesale Lending