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 17485.77 Day 19 No 1681.66 7-30 Days N-5 14697.10 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33202.11 Day 19 No 2905.60 7-30 Days N-6 33283.91 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35870.67 Day 19 No 2584.08 91-180 Days N-7 36228.88 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 32848.73 Day 19 No 1018.97 <7 Days P-1 32833.19 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26067.53 Day 19 No 1906.16 <7 Days P-2 30006.55 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18991.59 Day 19 No 679.94 7-30 Days S-8 21856.58 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 37978.94 Day 19 No 1265.27 7-30 Days Y-1 45225.51 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16327.65 Day 19 Yes 1108.19 <7 Days Y-2 17710.54 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9641.66 Day 19 Yes 940.16 91-180 Days Y-3 10552.59 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37734.45 Day 19 Yes 1085.10 <7 Days Y-4 33096.86 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1380.79 Day 19 No 94.94 31-90 Days Z-1 1237.48 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30495.46 Day 19 No 1720.25 91-180 Days A-2 26083.24 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 19110.01 Day 19 No 1823.79 91-180 Days A-3 19833.91 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 3355.19 Day 19 No 23.10 91-180 Days A-4 3043.98 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25613.83 Day 19 Yes 2397.60 7-30 Days A-5 28080.53 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 29852.82 Day 19 No 1186.34 <7 Days CB-1 35344.04 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12799.59 Day 19 Yes 382.06 7-30 Days CB-2 11266.25 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12876.94 Day 19 Yes 1104.19 7-30 Days CB-3 14270.44 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35163.90 Day 19 No 1193.67 31-90 Days E-1 29387.12 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10974.06 Day 19 Yes 1006.61 <7 Days E-2 12176.16 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18020.11 Day 19 No 1687.42 91-180 Days G-1 18028.29 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27567.49 Day 19 No 810.07 7-30 Days G-2 32273.79 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 15550.57 Day 19 No 536.84 <7 Days G-3 17878.25 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3504.41 Day 19 Yes 37.19 <7 Days IG-1 2864.82 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18693.62 Day 19 Yes 522.02 <7 Days IG-2 18782.33 Partial Yes Liberty Wealth Management LLC Wholesale Lending