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
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29431.15 Day 28 No 1796.15 91-180 Days N-4 26608.57 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 548.79 Day 28 No 3.33 91-180 Days N-5 621.21 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1458.85 Day 28 No 123.97 31-90 Days N-6 1620.72 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25892.83 Day 28 No 405.32 7-30 Days N-7 24418.72 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39924.61 Day 28 Yes 3546.12 31-90 Days P-1 32879.90 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25929.68 Day 28 No 2472.10 7-30 Days P-2 26894.61 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39963.10 Day 28 No 3272.96 31-90 Days S-8 36263.80 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18658.71 Day 28 No 792.86 31-90 Days Y-1 18884.61 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26628.61 Day 28 Yes 318.70 7-30 Days Y-2 26537.07 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20919.20 Day 28 No 1919.44 31-90 Days Y-3 20099.53 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30018.21 Day 28 No 210.39 <7 Days Y-4 26755.40 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29291.12 Day 28 No 295.18 7-30 Days Z-1 32525.42 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28787.94 Day 28 No 605.88 31-90 Days A-2 27540.56 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40771.90 Day 28 Yes 1134.92 <7 Days A-3 39361.17 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1858.31 Day 28 Yes 152.92 91-180 Days A-4 1715.74 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32470.33 Day 28 Yes 181.13 <7 Days A-5 36476.68 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41964.78 Day 28 No 2376.64 91-180 Days CB-1 36786.36 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 38598.33 Day 28 Yes 2035.59 <7 Days CB-2 32117.50 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25682.31 Day 28 Yes 215.59 7-30 Days CB-3 22064.43 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8143.05 Day 28 No 557.07 <7 Days E-1 7735.21 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10803.29 Day 28 No 842.29 <7 Days E-2 9271.43 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5471.39 Day 28 No 78.78 91-180 Days G-1 5722.97 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 26476.61 Day 28 No 56.50 91-180 Days G-2 22761.04 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33674.66 Day 28 Yes 549.50 91-180 Days G-3 33411.40 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42565.36 Day 28 Yes 4219.96 31-90 Days IG-1 47869.82 Full Yes Liberty Capital Markets Inc. Treasury