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 35352.66 271 - 364 Days No 2554.77 7-30 Days N-5 40574.18 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26671.89 271 - 364 Days No 2515.55 31-90 Days N-6 27151.71 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13980.14 271 - 364 Days Yes 526.76 31-90 Days N-7 16367.50 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13672.90 271 - 364 Days Yes 567.96 7-30 Days P-1 14102.69 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41160.72 271 - 364 Days No 3143.83 91-180 Days P-2 36707.84 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2260.49 271 - 364 Days No 201.22 31-90 Days S-8 2273.24 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41152.54 271 - 364 Days No 1007.65 31-90 Days Y-1 41186.53 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41492.20 271 - 364 Days Yes 1209.69 31-90 Days Y-2 40067.11 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3965.86 271 - 364 Days No 32.03 7-30 Days Y-3 4636.16 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1533.16 271 - 364 Days No 141.01 <7 Days Y-4 1519.83 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 37923.49 271 - 364 Days Yes 493.57 91-180 Days Z-1 42187.96 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26449.30 271 - 364 Days Yes 436.27 <7 Days A-2 23388.05 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40864.58 271 - 364 Days Yes 1420.42 31-90 Days A-3 46468.29 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11895.19 271 - 364 Days No 128.75 91-180 Days A-4 11128.83 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 11804.24 271 - 364 Days No 960.55 31-90 Days A-5 13299.37 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25539.01 271 - 364 Days Yes 878.55 7-30 Days CB-1 28697.81 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1454.66 271 - 364 Days Yes 106.57 7-30 Days CB-2 1288.95 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25766.91 271 - 364 Days No 1629.06 <7 Days CB-3 29874.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16235.38 271 - 364 Days Yes 743.38 7-30 Days E-1 19284.42 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 3577.26 271 - 364 Days Yes 281.42 91-180 Days E-2 3609.23 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40638.25 271 - 364 Days No 1928.89 7-30 Days G-1 47844.17 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 36769.60 271 - 364 Days No 1194.17 91-180 Days G-2 33530.97 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6433.78 271 - 364 Days No 73.42 7-30 Days G-3 7454.26 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25161.50 271 - 364 Days Yes 2329.14 31-90 Days IG-1 27206.86 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15761.87 271 - 364 Days Yes 1520.26 7-30 Days IG-2 18427.03 Partial Yes Liberty Wealth Management LLC Trading