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 Yes 21672.71 Day 56 No 965.46 7-30 Days S-5-Q 17701.76 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 19188.29 Day 56 No 11.41 31-90 Days S-6-Q 18024.68 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 9226.64 Day 56 Yes 59.39 <7 Days S-7-Q 10178.26 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 32508.02 Day 56 No 2492.54 <7 Days E-1-Q 34906.91 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 22826.78 Day 56 No 323.88 7-30 Days E-2-Q 27034.20 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 17499.13 Day 56 No 171.78 7-30 Days IG-1-Q 18858.40 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 8422.31 Day 56 Yes 204.24 91-180 Days IG-2-Q 6928.56 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 5485.73 Day 56 No 402.50 <7 Days C-1 5411.02 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 15668.94 Day 56 No 703.10 91-180 Days CB-4 15757.07 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 12602.61 Day 56 Yes 189.16 7-30 Days E-10 11880.10 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 30348.52 Day 56 Yes 1728.51 91-180 Days E-3 28015.74 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 14097.32 Day 56 Yes 1077.67 31-90 Days E-4 15855.46 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 4819.77 Day 56 Yes 75.93 7-30 Days E-5 4826.29 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 43299.02 Day 56 No 1107.50 <7 Days E-6 36349.43 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 37172.85 Day 56 No 1467.81 91-180 Days E-7 32524.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 23971.24 Day 56 No 1727.59 91-180 Days E-8 25257.97 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 38928.01 Day 56 Yes 1960.70 91-180 Days E-9 35443.61 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 21552.71 Day 56 No 1649.95 7-30 Days G-4 17817.95 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 29744.99 Day 56 Yes 2516.23 91-180 Days IG-3 28545.19 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 3915.14 Day 56 No 242.58 7-30 Days IG-4 3811.96 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 3428.77 Day 56 Yes 286.39 <7 Days IG-5 3917.66 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 44093.91 Day 56 No 3502.90 <7 Days IG-6 38986.09 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 8818.55 Day 56 Yes 410.49 <7 Days IG-7 9458.07 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 10456.90 Day 56 No 702.01 <7 Days IG-8 12428.05 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 17441.57 Day 56 No 1438.67 91-180 Days L-1 16945.28 Partial No Investment Banking