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 7845.99 68 - 74 Days Yes 113.32 7-30 Days N-3 7503.73 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15168.43 68 - 74 Days Yes 1337.43 7-30 Days N-4 12374.58 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1394.84 68 - 74 Days Yes 136.65 7-30 Days N-5 1471.72 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40331.98 68 - 74 Days No 280.77 7-30 Days N-6 46162.67 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21781.13 68 - 74 Days No 723.34 7-30 Days N-7 24996.54 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1496.02 68 - 74 Days Yes 28.79 <7 Days P-1 1716.63 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 19753.17 68 - 74 Days No 1192.39 91-180 Days P-2 17479.77 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36524.08 68 - 74 Days No 1728.49 31-90 Days S-8 38888.79 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5156.62 68 - 74 Days No 227.45 <7 Days Y-1 5552.52 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33721.22 68 - 74 Days Yes 930.40 91-180 Days Y-2 38927.46 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 4337.48 68 - 74 Days Yes 92.65 7-30 Days Y-3 4278.25 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25739.84 68 - 74 Days Yes 737.32 7-30 Days Y-4 23098.41 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16261.35 68 - 74 Days Yes 1381.53 7-30 Days Z-1 14077.86 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34676.83 68 - 74 Days Yes 2058.77 7-30 Days A-2 31439.98 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33175.31 68 - 74 Days Yes 2510.72 91-180 Days A-3 30486.92 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29810.74 68 - 74 Days Yes 1064.20 <7 Days A-4 35580.14 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12272.82 68 - 74 Days Yes 395.60 <7 Days A-5 14274.22 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20553.20 68 - 74 Days No 898.25 91-180 Days CB-1 23953.53 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 7170.92 68 - 74 Days No 237.12 <7 Days CB-2 8506.95 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34649.19 68 - 74 Days Yes 633.39 31-90 Days CB-3 38607.02 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32103.35 68 - 74 Days No 1078.47 <7 Days E-1 35926.48 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24621.46 68 - 74 Days No 280.03 7-30 Days E-2 27723.83 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18941.79 68 - 74 Days No 379.17 31-90 Days G-1 22406.62 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14330.94 68 - 74 Days Yes 82.62 31-90 Days G-2 12456.50 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12141.63 68 - 74 Days No 175.81 <7 Days G-3 12899.08 Full No Trading