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 32619.78 Day 38 Yes 711.88 91-180 Days S-5-Q 29617.75 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3553.34 Day 38 Yes 220.29 7-30 Days S-6-Q 3249.84 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 5932.26 Day 38 Yes 336.00 31-90 Days S-7-Q 5579.09 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42661.21 Day 38 Yes 761.17 7-30 Days E-1-Q 47268.00 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29367.80 Day 38 No 1612.58 31-90 Days E-2-Q 32990.82 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 605.44 Day 38 Yes 32.58 7-30 Days IG-1-Q 645.73 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18568.59 Day 38 No 1198.56 7-30 Days IG-2-Q 16275.16 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7223.62 Day 38 Yes 194.28 31-90 Days C-1 6733.26 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 627.10 Day 38 Yes 25.45 31-90 Days CB-4 732.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12906.44 Day 38 No 256.52 91-180 Days E-10 10555.85 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18378.61 Day 38 No 446.23 31-90 Days E-3 15622.40 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35095.30 Day 38 Yes 2136.03 7-30 Days E-4 29883.61 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28930.06 Day 38 Yes 22.86 31-90 Days E-5 24601.22 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 38671.35 Day 38 Yes 488.43 91-180 Days E-6 31458.49 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 164.87 Day 38 No 3.17 <7 Days E-7 180.06 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 7685.39 Day 38 No 286.10 31-90 Days E-8 7272.08 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8127.83 Day 38 Yes 53.38 31-90 Days E-9 7833.31 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42880.85 Day 38 Yes 4036.09 91-180 Days G-4 47292.13 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41912.65 Day 38 No 1018.38 91-180 Days IG-3 49568.38 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26128.21 Day 38 No 752.18 91-180 Days IG-4 31200.17 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30287.60 Day 38 No 2674.80 91-180 Days IG-5 26571.99 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1307.62 Day 38 No 81.19 31-90 Days IG-6 1324.28 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28096.74 Day 38 No 2578.01 7-30 Days IG-7 22700.34 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15428.12 Day 38 No 281.72 <7 Days IG-8 17716.87 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41205.11 Day 38 No 2634.45 7-30 Days L-1 38080.56 None No Wholesale Lending