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 Yes 3903.75 Day 32 Yes 180.58 31-90 Days L-9 3326.82 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29303.77 Day 32 No 2924.75 31-90 Days LC-1 35065.61 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 36259.11 Day 32 Yes 2637.72 91-180 Days LC-2 35825.43 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 22614.33 Day 32 No 1535.96 7-30 Days N-1 25437.54 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1787.40 Day 32 No 95.89 91-180 Days N-2 1983.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35926.07 Day 32 Yes 2987.31 <7 Days N-3 30725.94 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28230.86 Day 32 No 296.39 91-180 Days N-4 26580.75 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37518.63 Day 32 No 3057.42 <7 Days N-5 40798.67 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12401.51 Day 32 No 965.13 7-30 Days N-6 13708.13 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20289.73 Day 32 No 1832.22 7-30 Days N-7 22225.05 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42053.87 Day 32 No 717.49 31-90 Days P-1 37867.05 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34722.81 Day 32 No 996.86 7-30 Days P-2 40791.35 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24752.97 Day 32 Yes 2146.79 <7 Days S-8 22732.76 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14355.14 Day 32 Yes 122.24 31-90 Days Y-1 15254.62 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16520.48 Day 32 Yes 360.90 <7 Days Y-2 15584.41 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18286.81 Day 32 No 853.81 7-30 Days Y-3 18357.10 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24819.59 Day 32 No 1788.03 31-90 Days Y-4 23748.29 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27560.73 Day 32 Yes 454.98 31-90 Days Z-1 23385.49 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42796.90 Day 32 No 1605.54 <7 Days A-2 37792.79 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1056.46 Day 32 Yes 73.32 91-180 Days A-3 1228.66 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10265.18 Day 32 Yes 107.36 7-30 Days A-4 12208.59 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 19078.39 Day 32 No 1719.24 91-180 Days A-5 15693.27 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17662.35 Day 32 No 518.91 91-180 Days CB-1 15929.85 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 817.81 Day 32 No 45.67 31-90 Days CB-2 834.39 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7420.78 Day 32 Yes 49.73 91-180 Days CB-3 8081.91 Partial No Treasury