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 11013.85 Day 47 No 402.55 <7 Days Y-3 11833.19 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26382.20 Day 47 Yes 2098.97 <7 Days Y-4 24402.34 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 22320.16 Day 47 No 187.96 7-30 Days Z-1 23745.86 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5470.51 Day 47 No 528.12 7-30 Days A-2 5437.27 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9711.22 Day 47 No 365.33 31-90 Days A-3 11262.04 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17295.05 Day 47 Yes 1579.34 7-30 Days A-4 20456.26 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40151.66 Day 47 Yes 2790.75 91-180 Days A-5 47498.76 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25558.08 Day 47 Yes 521.60 31-90 Days CB-1 27839.39 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 543.41 Day 47 No 4.96 <7 Days CB-2 582.76 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35951.62 Day 47 No 1217.55 91-180 Days CB-3 37544.94 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5914.65 Day 47 No 511.14 31-90 Days E-1 5150.23 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13295.05 Day 47 Yes 902.37 91-180 Days E-2 10706.58 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 3423.23 Day 47 Yes 70.48 91-180 Days G-1 3848.73 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1861.91 Day 47 Yes 137.22 31-90 Days G-2 2132.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 250.99 Day 47 Yes 9.39 31-90 Days G-3 271.73 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20843.44 Day 47 No 431.28 91-180 Days IG-1 19980.11 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 32834.98 Day 47 Yes 2.94 7-30 Days IG-2 35195.11 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 4799.71 Day 47 Yes 384.79 31-90 Days S-1 4631.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39661.00 Day 47 Yes 1990.81 7-30 Days S-2 40245.03 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8218.11 Day 47 No 794.66 7-30 Days S-3 7356.43 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25700.59 Day 47 Yes 274.57 91-180 Days S-4 21911.62 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6338.72 Day 47 Yes 292.22 91-180 Days S-5 5360.37 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28714.30 Day 47 No 290.93 31-90 Days S-6 28103.68 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 21406.54 Day 47 No 1559.02 31-90 Days S-7 17212.16 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42266.98 Day 48 No 886.46 7-30 Days A-0-Q 44327.54 None Yes Liberty Mortgage Services Corp. Capital Markets