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 12525.07 Day 58 No 1154.35 7-30 Days P-2 13031.91 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 26553.92 Day 58 No 2157.85 91-180 Days S-8 23045.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 17733.71 Day 58 No 746.43 91-180 Days Y-1 15947.52 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6245.72 Day 58 No 37.87 7-30 Days Y-2 6973.98 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36134.34 Day 58 No 3541.86 31-90 Days Y-3 33932.34 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42415.41 Day 58 Yes 1183.98 <7 Days Y-4 43499.53 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 19045.85 Day 58 Yes 437.72 31-90 Days Z-1 21967.90 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5481.82 Day 58 Yes 59.16 91-180 Days A-2 5673.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26663.46 Day 58 No 1749.79 31-90 Days A-3 27470.89 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20661.05 Day 58 No 1011.37 91-180 Days A-4 24588.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6337.89 Day 58 No 154.14 31-90 Days A-5 6091.64 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40922.18 Day 58 Yes 2934.27 7-30 Days CB-1 48129.89 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39306.70 Day 58 No 569.76 31-90 Days CB-2 39224.35 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 205.35 Day 58 Yes 12.97 31-90 Days CB-3 219.85 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39557.40 Day 58 No 3359.66 7-30 Days E-1 32089.30 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 26931.63 Day 58 No 1479.46 31-90 Days E-2 31060.88 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20378.80 Day 58 No 435.91 31-90 Days G-1 19787.54 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41711.70 Day 58 No 1761.96 91-180 Days G-2 44829.97 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13258.60 Day 58 No 257.80 7-30 Days G-3 11495.87 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43152.13 Day 58 Yes 1521.51 7-30 Days IG-1 46717.32 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 32827.48 Day 58 No 1365.14 <7 Days IG-2 31938.51 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10470.13 Day 58 No 177.06 <7 Days S-1 11041.53 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13028.84 Day 58 Yes 431.78 31-90 Days S-2 11032.75 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43925.15 Day 58 Yes 4191.21 91-180 Days S-3 44645.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 3862.93 Day 58 Yes 122.41 31-90 Days S-4 3098.67 Full Yes Liberty International Finance Ltd. Treasury