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 4477.48 151 - 179 Days Yes 140.73 <7 Days P-1 4153.88 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20276.22 151 - 179 Days Yes 82.03 <7 Days P-2 18139.76 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42634.22 151 - 179 Days No 1236.79 <7 Days S-8 40087.03 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 11510.75 151 - 179 Days Yes 339.90 <7 Days Y-1 11585.67 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28456.59 151 - 179 Days No 2566.26 <7 Days Y-2 23347.91 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25350.54 151 - 179 Days No 1663.51 <7 Days Y-3 26086.63 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42377.77 151 - 179 Days Yes 1437.85 7-30 Days Y-4 50753.63 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32303.11 151 - 179 Days No 2970.59 91-180 Days Z-1 28829.95 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1192.61 151 - 179 Days Yes 49.36 91-180 Days A-2 1301.79 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3957.92 151 - 179 Days Yes 1.94 7-30 Days A-3 4292.38 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34867.10 151 - 179 Days Yes 1308.61 7-30 Days A-4 31165.18 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40524.73 151 - 179 Days No 178.43 7-30 Days A-5 44929.17 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21822.98 151 - 179 Days No 1208.59 7-30 Days CB-1 26075.06 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32172.60 151 - 179 Days Yes 1981.37 <7 Days CB-2 27339.67 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32994.40 151 - 179 Days Yes 1999.50 7-30 Days CB-3 39191.93 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15785.11 151 - 179 Days No 226.32 31-90 Days E-1 18415.32 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35032.28 151 - 179 Days Yes 616.26 91-180 Days E-2 29436.01 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 4512.80 151 - 179 Days No 101.10 91-180 Days G-1 4344.52 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2387.11 151 - 179 Days No 200.44 31-90 Days G-2 1933.71 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43625.90 151 - 179 Days Yes 3307.00 91-180 Days G-3 49191.43 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33012.35 151 - 179 Days No 2748.61 <7 Days IG-1 39153.90 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14518.22 151 - 179 Days Yes 67.76 31-90 Days IG-2 12836.80 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33007.08 151 - 179 Days Yes 2392.53 7-30 Days S-1 35198.93 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23721.08 151 - 179 Days Yes 128.18 91-180 Days S-2 19413.86 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1410.78 151 - 179 Days No 0.89 7-30 Days S-3 1266.34 Partial No Treasury