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 37434.11 Day 29 Yes 1694.79 91-180 Days S-6-Q 44419.39 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1957.22 Day 29 No 63.69 91-180 Days S-7-Q 2155.47 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15592.84 Day 29 No 128.03 7-30 Days E-1-Q 16755.78 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3790.52 Day 29 Yes 222.41 91-180 Days E-2-Q 3479.75 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28540.04 Day 29 No 1186.43 91-180 Days IG-1-Q 29680.28 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33349.53 Day 29 Yes 1958.89 91-180 Days IG-2-Q 35695.82 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43379.22 Day 29 Yes 399.84 7-30 Days C-1 45583.47 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6794.41 Day 29 Yes 393.51 <7 Days CB-4 6004.35 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18853.06 Day 29 Yes 1452.51 31-90 Days E-10 22154.27 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17368.51 Day 29 Yes 614.23 7-30 Days E-3 19465.75 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35054.29 Day 29 Yes 2603.39 31-90 Days E-4 36449.97 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 31225.52 Day 29 No 3068.91 7-30 Days E-5 36781.56 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35862.57 Day 29 Yes 1809.65 91-180 Days E-6 39561.21 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 22066.47 Day 29 No 2007.47 7-30 Days E-7 24677.98 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29261.10 Day 29 No 1216.88 31-90 Days E-8 29915.75 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20546.16 Day 29 No 1753.48 <7 Days E-9 22767.65 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 3563.80 Day 29 Yes 306.23 7-30 Days G-4 4090.05 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8796.04 Day 29 Yes 797.21 91-180 Days IG-3 8844.08 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13513.24 Day 29 Yes 560.65 31-90 Days IG-4 10888.98 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18417.35 Day 29 No 1077.14 7-30 Days IG-5 17122.04 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25315.36 Day 29 Yes 2263.53 <7 Days IG-6 25662.95 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24406.98 Day 29 No 1658.69 31-90 Days IG-7 28736.08 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36347.71 Day 29 No 876.23 91-180 Days IG-8 34553.40 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12499.40 Day 29 Yes 604.17 31-90 Days L-1 11372.01 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30522.36 Day 29 No 2920.34 31-90 Days L-10 30624.92 None Yes Liberty Wealth Management LLC Treasury