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 6690.40 Day 23 No 263.40 91-180 Days A-1-Q 5670.17 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 354.85 Day 23 No 34.43 91-180 Days A-2-Q 342.04 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16911.14 Day 23 Yes 666.12 7-30 Days A-3-Q 16957.54 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 2845.89 Day 23 No 36.25 91-180 Days A-4-Q 2799.13 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33548.79 Day 23 No 348.05 31-90 Days A-5-Q 40193.55 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16328.91 Day 23 Yes 537.56 91-180 Days CB-1-Q 19418.65 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8229.83 Day 23 No 371.15 91-180 Days CB-2-Q 9642.39 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41689.00 Day 23 No 457.96 <7 Days S-1-Q 44472.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43890.59 Day 23 Yes 2019.20 <7 Days S-2-Q 39471.65 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5147.78 Day 23 No 399.42 91-180 Days S-3-Q 5865.70 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42079.82 Day 23 Yes 2033.63 91-180 Days S-4-Q 34681.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11840.78 Day 23 No 498.94 7-30 Days CB-3-Q 11381.06 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33603.56 Day 23 Yes 2983.15 7-30 Days G-1-Q 32548.34 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15136.00 Day 23 No 785.29 31-90 Days G-2-Q 15265.26 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13946.82 Day 23 Yes 96.33 <7 Days G-3-Q 16126.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43761.71 Day 23 Yes 2122.92 <7 Days S-5-Q 40585.90 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3914.42 Day 23 No 119.79 91-180 Days S-6-Q 3589.76 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9693.34 Day 23 No 72.09 91-180 Days S-7-Q 9869.28 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13927.23 Day 23 No 43.40 91-180 Days E-1-Q 15525.25 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40720.79 Day 23 Yes 753.51 31-90 Days E-2-Q 38966.50 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43685.42 Day 23 Yes 3264.00 <7 Days IG-1-Q 39930.12 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16226.06 Day 23 Yes 152.60 31-90 Days IG-2-Q 15636.11 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 15725.02 Day 23 No 60.71 91-180 Days C-1 14051.37 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25976.58 Day 23 Yes 1061.78 91-180 Days CB-4 29864.96 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 38439.81 Day 23 No 2875.34 <7 Days E-10 45551.62 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending