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 21777.22 Day 34 Yes 1833.03 <7 Days L-6 19190.07 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5566.79 Day 34 No 23.73 <7 Days L-7 6406.63 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10952.70 Day 34 No 327.75 7-30 Days L-8 9677.84 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23968.20 Day 34 Yes 1722.40 <7 Days L-9 28573.83 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38408.88 Day 34 No 1416.95 7-30 Days LC-1 33039.70 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33976.89 Day 34 Yes 193.30 91-180 Days LC-2 30394.44 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12261.86 Day 34 No 837.68 7-30 Days N-1 13496.59 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29144.37 Day 34 Yes 2417.34 7-30 Days N-2 30746.26 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14107.31 Day 34 No 784.97 <7 Days N-3 11593.91 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11475.60 Day 34 Yes 882.19 7-30 Days N-4 12097.76 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32721.79 Day 34 No 2566.65 <7 Days N-5 27010.83 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17744.85 Day 34 Yes 513.70 91-180 Days N-6 20448.75 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8201.00 Day 34 No 499.26 <7 Days N-7 7607.63 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41970.64 Day 34 Yes 353.25 91-180 Days P-1 43986.32 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43740.61 Day 34 Yes 1026.82 7-30 Days P-2 51648.02 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6294.73 Day 34 Yes 471.65 <7 Days S-8 5068.04 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12582.76 Day 34 No 603.41 <7 Days Y-1 14226.26 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27720.89 Day 34 No 1440.82 <7 Days Y-2 22401.94 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 31809.23 Day 34 Yes 651.01 91-180 Days Y-3 35086.18 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16666.18 Day 34 No 1631.35 7-30 Days Y-4 15309.79 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29089.91 Day 34 Yes 2711.82 <7 Days Z-1 24054.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 36244.86 Day 34 Yes 2884.80 31-90 Days A-2 34732.72 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27233.63 Day 34 Yes 1355.07 31-90 Days A-3 28859.74 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32874.42 Day 34 No 2762.88 31-90 Days A-4 29205.33 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5267.10 Day 34 Yes 410.73 7-30 Days A-5 4634.03 None No Trading