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 1794.68 Day 14 No 162.39 <7 Days LC-2 2010.74 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25456.80 Day 14 Yes 245.55 31-90 Days N-1 21461.05 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32145.55 Day 14 No 2343.18 31-90 Days N-2 33254.20 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14063.50 Day 14 No 725.95 91-180 Days N-3 15552.68 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18895.41 Day 14 No 1535.16 <7 Days N-4 15893.62 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6030.96 Day 14 Yes 295.55 91-180 Days N-5 5624.89 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 29035.74 Day 14 No 636.31 <7 Days N-6 24621.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9293.72 Day 14 No 208.46 7-30 Days N-7 11021.74 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33764.72 Day 14 Yes 1281.28 <7 Days P-1 31917.65 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27405.22 Day 14 No 993.71 31-90 Days P-2 23776.17 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13571.32 Day 14 No 696.97 7-30 Days S-8 10868.25 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16503.31 Day 14 No 251.41 91-180 Days Y-1 18017.42 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27999.08 Day 14 Yes 160.93 <7 Days Y-2 31293.99 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 11051.90 Day 14 No 507.65 <7 Days Y-3 10430.65 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21975.64 Day 14 Yes 707.07 31-90 Days Y-4 17583.82 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1461.06 Day 14 Yes 122.26 31-90 Days Z-1 1666.81 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24851.19 Day 14 No 1629.07 <7 Days A-2 20695.67 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15274.49 Day 14 Yes 911.81 31-90 Days A-3 15566.77 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5859.33 Day 14 No 315.25 31-90 Days A-4 5144.86 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6465.89 Day 14 No 147.82 <7 Days A-5 5700.99 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6044.83 Day 14 No 75.09 91-180 Days CB-1 6700.11 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 19907.32 Day 14 No 563.25 <7 Days CB-2 19329.68 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13164.67 Day 14 No 864.19 91-180 Days CB-3 11940.29 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 5166.21 Day 14 No 261.06 91-180 Days E-1 5848.05 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6622.36 Day 14 No 129.86 91-180 Days E-2 7018.12 None Yes Liberty Mortgage Services Corp. Capital Markets