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 10801.26 Day 53 No 1055.30 31-90 Days IG-2 11147.66 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40334.17 Day 53 No 596.41 <7 Days S-1 48006.49 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33624.58 Day 53 No 1014.46 7-30 Days S-2 27241.50 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 22165.07 Day 53 No 460.91 31-90 Days S-3 20982.78 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37228.32 Day 53 No 2693.52 91-180 Days S-4 44012.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 19166.31 Day 53 Yes 874.32 91-180 Days S-5 22020.02 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23035.26 Day 53 No 235.19 31-90 Days S-6 18564.49 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9690.29 Day 53 Yes 197.77 <7 Days S-7 9150.13 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10679.07 Day 54 Yes 319.95 91-180 Days A-0-Q 10637.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 1192.20 Day 54 Yes 116.18 7-30 Days A-1-Q 1072.41 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43357.65 Day 54 Yes 1059.05 7-30 Days A-2-Q 47825.15 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 2327.90 Day 54 No 86.39 91-180 Days A-3-Q 2553.96 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12320.83 Day 54 Yes 894.68 7-30 Days A-4-Q 10707.40 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33314.97 Day 54 Yes 1826.82 7-30 Days A-5-Q 35436.47 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 35974.74 Day 54 Yes 2047.85 91-180 Days CB-1-Q 30268.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28391.99 Day 54 Yes 1835.85 7-30 Days CB-2-Q 27814.31 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34436.25 Day 54 Yes 2725.29 7-30 Days S-1-Q 28202.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21068.46 Day 54 No 817.09 31-90 Days S-2-Q 21590.96 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 20293.06 Day 54 Yes 1002.82 91-180 Days S-3-Q 20383.96 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33374.36 Day 54 No 3131.43 7-30 Days S-4-Q 32574.33 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 31884.86 Day 54 Yes 2250.95 <7 Days CB-3-Q 29917.70 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 26409.68 Day 54 No 2257.67 <7 Days G-1-Q 26792.61 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 4135.50 Day 54 Yes 1.53 7-30 Days G-2-Q 4455.29 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24925.57 Day 54 Yes 1021.56 <7 Days G-3-Q 24387.87 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17462.06 Day 54 No 803.35 91-180 Days S-5-Q 16373.12 None Yes Liberty Mortgage Services Corp. Investment Banking