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 30452.09 Day 32 No 2962.92 7-30 Days E-1 27369.19 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39265.63 Day 32 Yes 3886.72 31-90 Days E-2 39723.42 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16619.55 Day 32 No 1311.64 <7 Days G-1 14909.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9778.45 Day 32 Yes 107.71 91-180 Days G-2 8092.52 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6543.69 Day 32 No 34.44 <7 Days G-3 6939.34 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41722.20 Day 32 Yes 2550.81 91-180 Days IG-1 45761.18 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8160.21 Day 32 Yes 244.44 91-180 Days IG-2 8761.88 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14116.71 Day 32 No 721.48 <7 Days S-1 14928.03 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11327.17 Day 32 Yes 487.03 31-90 Days S-2 9413.29 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43588.21 Day 32 No 3261.21 <7 Days S-3 45619.37 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24235.68 Day 32 Yes 768.33 7-30 Days S-4 25030.24 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 2598.91 Day 32 Yes 190.28 7-30 Days S-5 3027.10 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40635.15 Day 32 No 3845.16 7-30 Days S-6 44825.73 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 17964.67 Day 32 No 1592.06 7-30 Days S-7 19128.50 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 22796.76 Day 33 Yes 1474.89 91-180 Days A-0-Q 21651.70 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10135.91 Day 33 No 559.80 7-30 Days A-1-Q 8280.74 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11562.66 Day 33 No 1012.59 7-30 Days A-2-Q 10678.02 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6153.20 Day 33 No 134.18 31-90 Days A-3-Q 7096.97 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 115.05 Day 33 No 0.60 7-30 Days A-4-Q 128.57 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43325.86 Day 33 Yes 2254.68 7-30 Days A-5-Q 36054.29 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36802.78 Day 33 Yes 3436.13 7-30 Days CB-1-Q 40366.70 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10608.42 Day 33 No 368.84 7-30 Days CB-2-Q 11322.55 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27994.82 Day 33 No 168.00 31-90 Days S-1-Q 28316.80 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18315.99 Day 33 Yes 912.25 31-90 Days S-2-Q 18706.94 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1649.97 Day 33 Yes 12.83 <7 Days S-3-Q 1713.48 Partial No Capital Markets