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 6841.82 Perpetual No 301.91 91-180 Days L-9 7794.84 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 21809.03 Perpetual No 152.67 7-30 Days LC-1 23981.01 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 42642.95 Perpetual No 1854.17 7-30 Days LC-2 46354.39 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 22373.96 Perpetual Yes 1787.29 7-30 Days N-1 20277.00 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 34219.86 Perpetual Yes 2431.66 91-180 Days N-2 33340.85 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 40818.06 Perpetual No 393.00 91-180 Days N-3 33763.48 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 2495.07 Perpetual No 184.43 91-180 Days N-4 2374.74 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 26071.94 Perpetual Yes 1133.01 31-90 Days N-5 30712.20 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 20128.06 Perpetual Yes 971.58 91-180 Days N-6 22022.52 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 26101.18 Perpetual No 54.60 7-30 Days N-7 26944.06 None No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 16059.36 Perpetual No 974.85 7-30 Days P-1 16141.66 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 31841.46 Perpetual Yes 1304.64 91-180 Days P-2 30041.14 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 16802.18 Perpetual Yes 1581.83 7-30 Days S-8 16404.70 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 11995.20 Perpetual Yes 596.69 31-90 Days Y-1 13750.67 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 35285.13 Perpetual No 3068.67 31-90 Days Y-2 34746.36 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 1579.42 Perpetual No 123.86 7-30 Days Y-3 1836.12 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 42879.62 Perpetual Yes 2879.57 31-90 Days Y-4 42695.68 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 34868.80 Perpetual No 1935.20 <7 Days Z-1 38335.01 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 12660.27 Perpetual Yes 893.77 31-90 Days A-2 11286.75 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 39573.11 Perpetual No 564.25 <7 Days A-3 46861.57 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 21272.32 Perpetual No 417.80 7-30 Days A-4 19383.44 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 35051.55 Perpetual Yes 572.68 <7 Days A-5 37291.88 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 14744.99 Perpetual No 1026.17 91-180 Days CB-1 16060.58 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 13248.78 Perpetual Yes 1041.58 31-90 Days CB-2 13053.78 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 10508.59 Perpetual Yes 520.20 7-30 Days CB-3 11416.37 Partial No Capital Markets