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 Yes 37301.34 Day 6 Yes 2478.64 7-30 Days IG-8 33449.09 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 5242.13 Day 6 Yes 20.87 7-30 Days L-1 6129.99 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20548.54 Day 6 No 396.93 <7 Days L-10 19387.17 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13012.70 Day 6 Yes 1273.64 <7 Days L-11 12374.04 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29443.72 Day 6 No 1426.70 <7 Days L-2 28550.26 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38749.38 Day 6 Yes 3117.91 7-30 Days L-3 39127.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18079.86 Day 6 No 696.87 7-30 Days L-4 20057.60 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43578.87 Day 6 Yes 4006.49 7-30 Days L-5 38803.57 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33802.56 Day 6 No 228.26 7-30 Days L-6 36063.91 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43468.83 Day 6 No 20.00 <7 Days L-7 44600.75 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14411.08 Day 6 Yes 1099.51 91-180 Days L-8 12811.11 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 23819.09 Day 6 Yes 1689.10 31-90 Days L-9 21598.17 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7581.99 Day 6 Yes 32.51 <7 Days LC-1 6303.27 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17210.86 Day 6 No 460.36 <7 Days LC-2 14681.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21783.46 Day 6 No 152.71 7-30 Days N-1 17620.77 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 37895.54 Day 6 Yes 1366.16 31-90 Days N-2 45452.25 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 4579.88 Day 6 Yes 215.74 91-180 Days N-3 4801.64 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26733.89 Day 6 No 652.04 31-90 Days N-4 26934.11 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12214.78 Day 6 No 690.83 <7 Days N-5 10685.49 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41831.09 Day 6 Yes 3796.78 31-90 Days N-6 40013.95 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35195.60 Day 6 Yes 1479.14 <7 Days N-7 31032.10 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 32211.21 Day 6 No 3021.87 7-30 Days P-1 29392.96 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1842.13 Day 6 No 2.37 <7 Days P-2 1537.32 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 30075.36 Day 6 Yes 1648.82 91-180 Days S-8 32880.11 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10145.88 Day 6 No 930.20 7-30 Days Y-1 11487.04 Full No Trading