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
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 26984.53 Day 32 Yes 171.69 31-90 Days LC-2 25516.62 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 39904.67 Day 32 No 3578.24 7-30 Days N-1 39314.31 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 34531.01 Day 32 No 1077.15 31-90 Days N-2 31428.80 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 33856.15 Day 32 No 359.98 <7 Days N-3 38877.60 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 36647.46 Day 32 Yes 2267.50 7-30 Days N-4 31661.15 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 2721.45 Day 32 Yes 161.61 31-90 Days N-5 2610.01 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 3126.24 Day 32 No 146.86 91-180 Days N-6 2733.93 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 42075.67 Day 32 Yes 356.09 7-30 Days N-7 39373.94 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 27330.57 Day 32 No 1922.24 7-30 Days P-1 32326.51 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 5584.63 Day 32 Yes 294.87 <7 Days P-2 5495.86 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 17983.12 Day 32 Yes 539.54 <7 Days S-8 14449.56 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 37825.80 Day 32 Yes 2887.34 91-180 Days Y-1 31590.17 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 466.01 Day 32 No 37.82 7-30 Days Y-2 515.18 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 18347.96 Day 32 Yes 1445.15 31-90 Days Y-3 16152.37 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 3240.09 Day 32 Yes 89.21 91-180 Days Y-4 2610.40 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 21392.05 Day 32 Yes 122.67 31-90 Days Z-1 22807.08 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 12401.23 Day 32 No 1214.55 7-30 Days A-2 12308.80 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 38585.44 Day 32 Yes 947.89 7-30 Days A-3 32113.08 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 41807.91 Day 32 No 759.92 31-90 Days A-4 41939.41 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 29144.74 Day 32 No 637.21 <7 Days A-5 32633.50 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 32756.75 Day 32 No 865.69 <7 Days CB-1 36583.94 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 13284.90 Day 32 Yes 370.68 31-90 Days CB-2 10636.73 None No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 9372.91 Day 32 No 815.03 91-180 Days CB-3 9560.01 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 2239.99 Day 32 Yes 180.14 91-180 Days E-1 2314.16 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 27978.11 Day 32 No 1213.84 7-30 Days E-2 31441.07 None No Investment Banking