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 40717.34 271 - 364 Days Yes 1888.24 31-90 Days CB-2-Q 39392.77 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24784.93 271 - 364 Days No 1661.31 7-30 Days S-1-Q 21059.07 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30246.20 271 - 364 Days No 1818.86 7-30 Days S-2-Q 34197.60 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8107.45 271 - 364 Days Yes 582.19 31-90 Days S-3-Q 7676.33 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33607.65 271 - 364 Days Yes 641.45 91-180 Days S-4-Q 32558.43 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33167.77 271 - 364 Days Yes 750.60 31-90 Days CB-3-Q 30533.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 31094.78 271 - 364 Days No 100.62 91-180 Days G-1-Q 28920.70 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 21495.51 271 - 364 Days Yes 1398.07 <7 Days G-2-Q 18828.66 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 29193.04 271 - 364 Days Yes 1091.81 7-30 Days G-3-Q 33393.62 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8171.08 271 - 364 Days No 517.02 91-180 Days S-5-Q 8855.05 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40054.68 271 - 364 Days Yes 1235.34 7-30 Days S-6-Q 45177.36 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6604.92 271 - 364 Days No 527.84 91-180 Days S-7-Q 7861.52 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 15709.02 271 - 364 Days Yes 747.84 <7 Days E-1-Q 14721.48 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2789.48 271 - 364 Days No 92.31 31-90 Days E-2-Q 2553.80 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14413.93 271 - 364 Days Yes 415.18 31-90 Days IG-1-Q 11568.84 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29046.00 271 - 364 Days Yes 2122.27 <7 Days IG-2-Q 28886.70 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 39429.77 271 - 364 Days No 2433.65 <7 Days C-1 45651.75 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35457.22 271 - 364 Days Yes 2260.86 7-30 Days CB-4 37739.21 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18629.01 271 - 364 Days Yes 1396.73 <7 Days E-10 19132.30 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35129.69 271 - 364 Days Yes 3017.84 31-90 Days E-3 32739.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28297.22 271 - 364 Days No 2562.22 91-180 Days E-4 28003.63 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28162.51 271 - 364 Days Yes 911.28 <7 Days E-5 26210.61 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27322.29 271 - 364 Days No 1515.49 31-90 Days E-6 28001.54 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25295.30 271 - 364 Days No 1524.78 31-90 Days E-7 28905.87 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 720.56 271 - 364 Days No 56.94 <7 Days E-8 851.44 None Yes Liberty Wealth Management LLC Wholesale Lending