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 11051.82 180 - 270 Days No 388.70 <7 Days A-5 12111.13 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18116.91 180 - 270 Days Yes 1066.25 <7 Days CB-1 19955.05 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 2608.25 180 - 270 Days No 43.65 <7 Days CB-2 2325.93 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12027.51 180 - 270 Days No 9.83 31-90 Days CB-3 13546.18 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17482.00 180 - 270 Days Yes 691.42 91-180 Days E-1 16165.32 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28065.09 180 - 270 Days Yes 792.29 31-90 Days E-2 26186.45 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27676.11 180 - 270 Days No 2678.78 91-180 Days G-1 27246.97 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42266.60 180 - 270 Days Yes 3435.87 91-180 Days G-2 45812.52 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 21120.64 180 - 270 Days Yes 494.59 <7 Days G-3 23513.11 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30568.99 180 - 270 Days No 1084.01 7-30 Days IG-1 27150.12 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41547.63 180 - 270 Days Yes 4097.82 7-30 Days IG-2 48589.29 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12887.13 180 - 270 Days No 308.73 7-30 Days S-1 11198.94 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 15864.54 180 - 270 Days No 875.90 7-30 Days S-2 12917.71 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27480.75 180 - 270 Days Yes 1338.30 91-180 Days S-3 22825.55 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24950.17 180 - 270 Days No 437.74 <7 Days S-4 22679.38 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 36261.24 180 - 270 Days No 1781.46 7-30 Days S-5 36953.57 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6402.41 180 - 270 Days Yes 308.08 91-180 Days S-6 6672.02 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 38247.54 180 - 270 Days Yes 1532.15 31-90 Days S-7 33226.10 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25361.55 271 - 364 Days Yes 278.03 31-90 Days A-0-Q 20938.43 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34341.42 271 - 364 Days No 3363.52 31-90 Days A-1-Q 30368.52 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30202.21 271 - 364 Days Yes 2868.12 91-180 Days A-2-Q 34938.78 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14369.37 271 - 364 Days Yes 541.82 <7 Days A-3-Q 14736.89 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24697.95 271 - 364 Days No 374.49 31-90 Days A-4-Q 22133.35 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 37947.74 271 - 364 Days Yes 569.84 <7 Days A-5-Q 31690.66 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18046.22 271 - 364 Days Yes 642.71 7-30 Days CB-1-Q 19492.99 Full No Trading