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 34746.49 Day 57 No 1663.89 91-180 Days A-0-Q 28580.21 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23577.82 Day 57 No 1044.53 91-180 Days A-1-Q 27642.86 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9820.01 Day 57 Yes 620.53 91-180 Days A-2-Q 8253.51 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33440.71 Day 57 Yes 221.29 <7 Days A-3-Q 29419.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43880.43 Day 57 Yes 1188.88 31-90 Days A-4-Q 37990.59 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12609.02 Day 57 No 671.91 91-180 Days A-5-Q 14177.79 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 17990.17 Day 57 No 761.35 7-30 Days CB-1-Q 17410.78 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14603.88 Day 57 No 508.93 31-90 Days CB-2-Q 15731.27 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9461.13 Day 57 Yes 866.69 7-30 Days S-1-Q 11225.43 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 598.05 Day 57 Yes 43.12 <7 Days S-2-Q 678.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34867.02 Day 57 Yes 2498.56 <7 Days S-3-Q 37446.15 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15613.83 Day 57 Yes 1302.67 <7 Days S-4-Q 15673.59 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5109.23 Day 57 Yes 233.08 <7 Days CB-3-Q 5016.62 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 4224.02 Day 57 No 246.58 <7 Days G-1-Q 4496.68 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18144.92 Day 57 No 1480.86 <7 Days G-2-Q 15149.93 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5966.25 Day 57 No 589.27 7-30 Days G-3-Q 6766.01 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17207.57 Day 57 No 1328.10 91-180 Days S-5-Q 15095.67 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 21409.00 Day 57 No 217.80 <7 Days S-6-Q 18153.77 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41816.59 Day 57 Yes 1905.55 <7 Days S-7-Q 33629.79 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18563.73 Day 57 Yes 451.57 31-90 Days E-1-Q 21364.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 5110.57 Day 57 Yes 226.11 <7 Days E-2-Q 5257.43 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 31874.49 Day 57 No 2942.25 31-90 Days IG-1-Q 26857.32 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 22044.56 Day 57 Yes 2128.88 7-30 Days IG-2-Q 19638.20 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25569.07 Day 57 Yes 1581.87 <7 Days C-1 26145.52 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17969.53 Day 57 Yes 797.00 7-30 Days CB-4 20990.56 None No Investment Banking