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 24232.21 Day 55 No 555.39 7-30 Days N-1 26107.98 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27844.24 Day 55 No 1330.27 91-180 Days N-2 23706.89 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 30998.20 Day 55 Yes 478.70 7-30 Days N-3 29578.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 115.56 Day 55 No 3.48 <7 Days N-4 100.91 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 4531.27 Day 55 No 154.25 7-30 Days N-5 5188.28 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 29563.43 Day 55 Yes 408.61 7-30 Days N-6 31201.76 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9800.69 Day 55 No 3.42 7-30 Days N-7 8456.32 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27754.97 Day 55 Yes 538.30 31-90 Days P-1 25481.09 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35615.12 Day 55 Yes 635.96 91-180 Days P-2 40040.92 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20435.70 Day 55 Yes 408.90 <7 Days S-8 24076.39 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41121.99 Day 55 No 3759.32 <7 Days Y-1 41209.78 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 539.27 Day 55 Yes 38.93 7-30 Days Y-2 598.97 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14318.71 Day 55 Yes 1245.04 <7 Days Y-3 15044.86 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28565.00 Day 55 No 2502.45 91-180 Days Y-4 22957.91 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27084.07 Day 55 No 65.99 91-180 Days Z-1 24500.75 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 37276.49 Day 55 Yes 2931.55 7-30 Days A-2 42790.99 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 36028.37 Day 55 No 3437.04 31-90 Days A-3 40492.44 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 26470.26 Day 55 Yes 953.55 91-180 Days A-4 24385.86 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33540.91 Day 55 No 233.72 7-30 Days A-5 38064.81 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30086.08 Day 55 No 1033.70 91-180 Days CB-1 28129.39 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25449.87 Day 55 Yes 1609.63 91-180 Days CB-2 22476.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 37606.57 Day 55 Yes 1912.72 <7 Days CB-3 38707.06 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 31968.81 Day 55 Yes 2311.97 31-90 Days E-1 37060.34 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28012.05 Day 55 Yes 1268.96 91-180 Days E-2 22960.67 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20291.89 Day 55 Yes 1737.83 7-30 Days G-1 20162.20 None No Wholesale Lending