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 31822.68 Day 3 No 1440.18 31-90 Days N-4 35129.88 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 6267.71 Day 3 Yes 66.64 91-180 Days N-5 7275.44 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32781.86 Day 3 No 63.14 <7 Days N-6 31231.36 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24838.01 Day 3 No 2161.14 <7 Days N-7 29361.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 19002.12 Day 3 Yes 1650.22 31-90 Days P-1 21314.50 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42048.31 Day 3 Yes 1662.37 <7 Days P-2 42847.43 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14502.64 Day 3 No 963.83 91-180 Days S-8 13967.57 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 31389.87 Day 3 Yes 3071.10 91-180 Days Y-1 29996.16 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20767.62 Day 3 Yes 260.18 7-30 Days Y-2 16848.54 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43250.51 Day 3 Yes 2472.91 31-90 Days Y-3 36618.96 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 82.97 Day 3 No 6.48 <7 Days Y-4 70.31 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38933.19 Day 3 No 1586.41 91-180 Days Z-1 34567.97 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 31524.68 Day 3 Yes 375.54 91-180 Days A-2 30335.70 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 32323.76 Day 3 No 2896.53 <7 Days A-3 33069.09 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40060.21 Day 3 Yes 2564.58 <7 Days A-4 41765.90 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26954.85 Day 3 No 1575.48 31-90 Days A-5 23161.69 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33074.03 Day 3 No 1208.59 91-180 Days CB-1 26699.12 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8681.86 Day 3 Yes 2.45 7-30 Days CB-2 7772.68 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16130.19 Day 3 No 1435.46 <7 Days CB-3 17279.50 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37718.86 Day 3 Yes 2844.66 31-90 Days E-1 38751.85 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 19694.14 Day 3 Yes 45.71 7-30 Days E-2 20435.50 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8646.23 Day 3 Yes 241.74 <7 Days G-1 8723.07 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35395.33 Day 3 Yes 1166.80 <7 Days G-2 35978.27 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 7248.68 Day 3 No 134.64 91-180 Days G-3 5799.50 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21729.75 Day 3 No 949.33 31-90 Days IG-1 19473.10 None No Investment Banking