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 24258.94 Day 38 Yes 58.70 91-180 Days Y-4 26937.36 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 388.78 Day 38 No 10.76 <7 Days Z-1 340.90 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33726.20 Day 38 No 2902.01 91-180 Days A-2 37858.02 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15974.76 Day 38 Yes 606.38 7-30 Days A-3 17229.10 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41829.61 Day 38 No 951.14 31-90 Days A-4 40932.58 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28920.33 Day 38 No 460.04 91-180 Days A-5 26030.77 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1424.20 Day 38 No 11.20 31-90 Days CB-1 1319.49 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34998.41 Day 38 Yes 2049.29 31-90 Days CB-2 36368.79 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33399.16 Day 38 Yes 2276.23 31-90 Days CB-3 33720.18 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40789.52 Day 38 Yes 1684.40 91-180 Days E-1 37171.16 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13206.07 Day 38 Yes 879.41 31-90 Days E-2 11107.27 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21414.32 Day 38 No 2087.44 <7 Days G-1 18827.61 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40062.03 Day 38 No 2004.75 <7 Days G-2 40385.13 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24517.29 Day 38 Yes 811.95 91-180 Days G-3 22431.97 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38944.09 Day 38 Yes 3695.58 91-180 Days IG-1 40586.23 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25278.86 Day 38 Yes 1470.30 91-180 Days IG-2 23172.43 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6177.97 Day 38 Yes 424.27 91-180 Days S-1 6314.13 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 832.40 Day 38 No 52.92 31-90 Days S-2 906.27 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8365.97 Day 38 Yes 526.97 91-180 Days S-3 7459.82 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 39837.08 Day 38 No 925.39 <7 Days S-4 46393.78 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20120.88 Day 38 No 1089.07 91-180 Days S-5 22899.37 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18250.44 Day 38 No 1376.52 91-180 Days S-6 18375.54 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34112.73 Day 38 Yes 1062.02 7-30 Days S-7 31681.01 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7020.52 Day 39 Yes 359.65 <7 Days A-0-Q 5703.69 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36976.52 Day 39 Yes 529.81 <7 Days A-1-Q 37125.22 Full No Trading