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 39847.34 Day 29 Yes 329.74 91-180 Days Z-1 44296.03 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16240.25 Day 29 No 839.02 91-180 Days A-2 13879.03 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24575.70 Day 29 No 822.80 <7 Days A-3 28337.14 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37291.78 Day 29 Yes 1678.47 31-90 Days A-4 32778.82 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14034.32 Day 29 Yes 234.61 91-180 Days A-5 13572.54 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18881.27 Day 29 No 1283.91 7-30 Days CB-1 16626.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2867.09 Day 29 Yes 110.51 91-180 Days CB-2 2852.89 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 22506.55 Day 29 Yes 1727.98 91-180 Days CB-3 25174.53 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 19570.69 Day 29 Yes 449.61 91-180 Days E-1 17684.64 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14508.49 Day 29 No 67.57 7-30 Days E-2 11985.83 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 7674.26 Day 29 No 464.40 <7 Days G-1 6195.96 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 704.62 Day 29 Yes 6.79 7-30 Days G-2 814.67 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13045.70 Day 29 No 136.10 91-180 Days G-3 13826.46 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1905.07 Day 29 No 156.60 31-90 Days IG-1 1776.80 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32236.54 Day 29 No 1869.96 <7 Days IG-2 36128.00 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33987.56 Day 29 Yes 551.04 91-180 Days S-1 34153.60 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 29515.77 Day 29 Yes 1293.25 7-30 Days S-2 25100.51 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32455.21 Day 29 No 1517.57 31-90 Days S-3 28184.19 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27120.96 Day 29 No 138.32 <7 Days S-4 29887.96 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 19227.20 Day 29 No 910.73 91-180 Days S-5 17027.62 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27527.02 Day 29 No 2034.52 91-180 Days S-6 28447.04 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2165.70 Day 29 Yes 121.72 7-30 Days S-7 2467.54 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40607.65 Day 30 Yes 1185.35 7-30 Days A-0-Q 37321.42 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17899.82 Day 30 No 1511.89 <7 Days A-1-Q 20354.22 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18080.92 Day 30 Yes 680.61 31-90 Days A-2-Q 17358.98 None Yes Liberty Mortgage Services Corp. Capital Markets