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
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 18310.30 75 - 82 Days Yes 1180.70 7-30 Days S-7-Q 15373.94 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 39936.02 75 - 82 Days Yes 80.89 91-180 Days E-1-Q 43696.32 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 15196.64 75 - 82 Days No 155.63 31-90 Days E-2-Q 12403.25 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 28032.13 75 - 82 Days Yes 1674.18 7-30 Days IG-1-Q 26379.65 Partial No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 25323.91 75 - 82 Days Yes 1505.87 91-180 Days IG-2-Q 24561.73 Partial No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 36173.28 75 - 82 Days No 2345.11 91-180 Days C-1 38774.17 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 31036.47 75 - 82 Days No 2018.29 31-90 Days CB-4 33227.64 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 8826.77 75 - 82 Days Yes 712.95 <7 Days E-10 9624.13 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 36941.07 75 - 82 Days No 404.27 <7 Days E-3 39847.62 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 26926.32 75 - 82 Days No 2331.61 91-180 Days E-4 29830.29 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 18493.61 75 - 82 Days No 1778.67 31-90 Days E-5 17119.70 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 35682.86 75 - 82 Days Yes 1197.94 7-30 Days E-6 31958.83 None No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 19288.88 75 - 82 Days Yes 210.35 7-30 Days E-7 21333.78 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 22594.82 75 - 82 Days Yes 1476.54 91-180 Days E-8 21051.21 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 39459.17 75 - 82 Days No 960.86 91-180 Days E-9 45388.79 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 27902.35 75 - 82 Days Yes 2685.88 91-180 Days G-4 33391.37 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 10836.75 75 - 82 Days No 302.07 31-90 Days IG-3 11052.32 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 4649.39 75 - 82 Days Yes 110.41 7-30 Days IG-4 3824.58 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 972.72 75 - 82 Days Yes 15.90 91-180 Days IG-5 865.51 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 7822.26 75 - 82 Days No 101.96 <7 Days IG-6 8592.94 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 41936.40 75 - 82 Days No 1560.15 91-180 Days IG-7 37868.16 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 30849.50 75 - 82 Days Yes 866.58 7-30 Days IG-8 25414.64 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 26269.03 75 - 82 Days Yes 2055.08 31-90 Days L-1 26977.25 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 36220.46 75 - 82 Days Yes 142.37 7-30 Days L-10 37358.19 None No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 1860.34 75 - 82 Days Yes 26.72 <7 Days L-11 1805.30 Full Yes Liberty International Finance Ltd. Capital Markets