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 34131.07 Day 45 No 2165.27 <7 Days A-2 38122.24 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36613.98 Day 45 No 40.81 31-90 Days A-3 29791.40 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 38250.27 Day 45 No 1111.26 31-90 Days A-4 39879.97 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1325.28 Day 45 No 112.07 31-90 Days A-5 1525.80 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29714.51 Day 45 No 1243.72 7-30 Days CB-1 25635.98 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2820.19 Day 45 No 251.53 91-180 Days CB-2 2408.40 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28811.65 Day 45 Yes 2798.39 7-30 Days CB-3 29870.09 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18235.02 Day 45 No 424.92 7-30 Days E-1 18161.35 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 31763.04 Day 45 No 2647.36 7-30 Days E-2 34310.55 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9977.86 Day 45 Yes 455.83 <7 Days G-1 11290.56 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25370.68 Day 45 No 879.22 <7 Days G-2 22922.59 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38369.54 Day 45 Yes 2594.52 91-180 Days G-3 36886.55 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 15230.21 Day 45 Yes 1308.93 <7 Days IG-1 15627.10 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16810.48 Day 45 Yes 694.56 91-180 Days IG-2 17516.51 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5463.75 Day 45 Yes 325.00 91-180 Days S-1 5913.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27059.26 Day 45 Yes 196.44 <7 Days S-2 30008.69 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25907.63 Day 45 Yes 2533.25 31-90 Days S-3 21600.83 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26657.18 Day 45 Yes 2462.35 31-90 Days S-4 25700.13 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3050.64 Day 45 No 73.15 <7 Days S-5 2628.62 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12317.33 Day 45 Yes 915.23 7-30 Days S-6 11477.58 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13849.44 Day 45 No 1242.37 91-180 Days S-7 11702.91 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 15919.27 Day 46 No 907.13 <7 Days A-0-Q 14005.03 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43076.98 Day 46 No 677.71 31-90 Days A-1-Q 45817.57 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15837.91 Day 46 Yes 1039.05 31-90 Days A-2-Q 15520.60 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 30150.15 Day 46 No 1398.87 7-30 Days A-3-Q 26984.24 None No Wholesale Lending