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 4915.14 68 - 74 Days No 225.12 31-90 Days A-5-Q 4303.53 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 481.52 68 - 74 Days No 33.60 91-180 Days CB-1-Q 433.90 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 23723.18 68 - 74 Days No 2295.56 91-180 Days CB-2-Q 22055.03 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37895.82 68 - 74 Days Yes 1665.59 7-30 Days S-1-Q 40094.41 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 7226.72 68 - 74 Days No 269.61 31-90 Days S-2-Q 6535.93 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1938.13 68 - 74 Days No 22.60 91-180 Days S-3-Q 1770.85 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20953.62 68 - 74 Days No 899.97 <7 Days S-4-Q 23551.84 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38923.18 68 - 74 Days No 3.65 31-90 Days CB-3-Q 44712.03 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16222.11 68 - 74 Days Yes 961.95 <7 Days G-1-Q 19014.04 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20139.45 68 - 74 Days No 163.19 7-30 Days G-2-Q 16997.94 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21442.27 68 - 74 Days Yes 1366.95 31-90 Days G-3-Q 20269.99 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18464.92 68 - 74 Days Yes 1061.58 31-90 Days S-5-Q 21059.25 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30668.47 68 - 74 Days No 2318.94 31-90 Days S-6-Q 25015.90 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12492.83 68 - 74 Days Yes 697.92 91-180 Days S-7-Q 14466.69 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10130.08 68 - 74 Days Yes 569.25 <7 Days E-1-Q 9477.03 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34716.00 68 - 74 Days Yes 400.00 7-30 Days E-2-Q 34031.11 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28025.10 68 - 74 Days Yes 758.99 <7 Days IG-1-Q 29013.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 5764.99 68 - 74 Days No 458.24 31-90 Days IG-2-Q 5195.90 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 39776.41 68 - 74 Days Yes 1912.23 91-180 Days C-1 45006.44 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 4812.44 68 - 74 Days Yes 164.17 <7 Days CB-4 4085.38 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15247.48 68 - 74 Days No 1286.79 <7 Days E-10 14990.37 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21644.08 68 - 74 Days No 1986.74 91-180 Days E-3 17593.70 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16589.03 68 - 74 Days No 609.92 31-90 Days E-4 17227.00 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10730.31 68 - 74 Days Yes 948.05 91-180 Days E-5 12831.72 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41890.16 68 - 74 Days Yes 3421.15 <7 Days E-6 40977.10 Partial No Treasury