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 12083.22 Day 7 No 408.02 <7 Days L-9 11193.94 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23218.88 Day 7 Yes 1698.47 31-90 Days LC-1 20452.68 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2681.45 Day 7 Yes 42.63 7-30 Days LC-2 2257.07 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12138.99 Day 7 No 27.98 <7 Days N-1 10733.48 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43319.77 Day 7 No 353.14 7-30 Days N-2 39605.42 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8071.35 Day 7 No 594.62 31-90 Days N-3 8488.65 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3004.52 Day 7 Yes 221.67 <7 Days N-4 3124.74 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 17193.09 Day 7 Yes 495.47 91-180 Days N-5 19578.14 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 17707.71 Day 7 Yes 1308.05 <7 Days N-6 21241.95 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 22559.07 Day 7 No 69.29 7-30 Days N-7 24982.47 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20544.80 Day 7 Yes 1899.93 <7 Days P-1 20561.77 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 21756.05 Day 7 Yes 709.84 91-180 Days P-2 25852.16 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14071.37 Day 7 Yes 1019.39 <7 Days S-8 13747.41 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13604.98 Day 7 No 948.21 7-30 Days Y-1 11736.54 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 30476.09 Day 7 Yes 2782.16 <7 Days Y-2 29819.25 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34205.53 Day 7 Yes 3243.37 <7 Days Y-3 36135.61 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20733.65 Day 7 Yes 935.25 91-180 Days Y-4 20419.65 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41344.19 Day 7 No 2269.14 31-90 Days Z-1 38333.36 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12158.03 Day 7 Yes 234.91 <7 Days A-2 10185.21 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 26415.94 Day 7 Yes 2247.25 7-30 Days A-3 29181.85 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16831.92 Day 7 Yes 302.81 <7 Days A-4 19636.94 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23643.62 Day 7 No 1478.30 91-180 Days A-5 20283.80 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42347.16 Day 7 Yes 2056.08 91-180 Days CB-1 36974.84 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10026.05 Day 7 No 630.94 <7 Days CB-2 8422.98 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 362.65 Day 7 Yes 7.73 91-180 Days CB-3 340.60 Partial Yes Liberty Capital Markets Inc. Investment Banking