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 10931.22 Day 6 Yes 399.26 91-180 Days Y-2 10726.39 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35097.81 Day 6 Yes 1698.94 31-90 Days Y-3 35821.14 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16726.32 Day 6 Yes 1229.83 91-180 Days Y-4 14041.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27408.63 Day 6 Yes 708.52 <7 Days Z-1 30785.80 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7171.09 Day 6 No 231.82 <7 Days A-2 6955.07 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41432.15 Day 6 Yes 2462.37 <7 Days A-3 35833.47 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13107.51 Day 6 No 661.22 91-180 Days A-4 12388.04 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43405.46 Day 6 No 397.26 91-180 Days A-5 50578.76 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 590.43 Day 6 Yes 53.76 <7 Days CB-1 665.55 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3678.62 Day 6 Yes 222.54 91-180 Days CB-2 3134.29 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42253.07 Day 6 Yes 3005.56 <7 Days CB-3 50531.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 32254.24 Day 6 No 3050.69 31-90 Days E-1 34484.93 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 22629.33 Day 6 Yes 100.62 31-90 Days E-2 21971.95 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9024.29 Day 6 Yes 510.15 91-180 Days G-1 10464.07 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29481.46 Day 6 Yes 2386.87 31-90 Days G-2 30038.79 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 4806.98 Day 6 Yes 420.13 91-180 Days G-3 4543.04 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40260.76 Day 6 No 1672.53 31-90 Days IG-1 43161.88 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5576.15 Day 6 No 506.23 <7 Days IG-2 5955.03 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 39260.23 Day 6 No 3608.45 7-30 Days S-1 37948.46 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10567.57 Day 6 Yes 597.00 91-180 Days S-2 10482.95 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20292.05 Day 6 No 630.31 91-180 Days S-3 20787.41 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24928.36 Day 6 No 744.27 7-30 Days S-4 24678.80 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16931.89 Day 6 No 431.09 31-90 Days S-5 17815.78 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16522.80 Day 6 Yes 269.24 91-180 Days S-6 18884.32 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28920.59 Day 6 No 1413.94 31-90 Days S-7 31642.32 Partial Yes Liberty International Finance Ltd. Capital Markets