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 Small Business No 10335.45 Day 3 Yes 207.25 7-30 Days S-6-Q 10310.15 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 26718.60 Day 3 Yes 195.13 <7 Days S-7-Q 31603.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 3381.77 Day 3 No 35.69 <7 Days E-1-Q 2818.87 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 36978.90 Day 3 No 2994.22 7-30 Days E-2-Q 41116.02 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 16957.22 Day 3 Yes 930.45 91-180 Days IG-1-Q 18770.33 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 4897.40 Day 3 No 160.35 <7 Days IG-2-Q 5097.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 13466.33 Day 3 Yes 896.94 91-180 Days C-1 11803.32 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 7151.31 Day 3 Yes 632.30 <7 Days CB-4 8025.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 1810.68 Day 3 Yes 124.23 7-30 Days E-10 1644.67 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 2370.86 Day 3 No 103.35 7-30 Days E-3 2293.52 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 8267.46 Day 3 No 7.15 31-90 Days E-4 7463.39 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 26768.05 Day 3 No 177.70 31-90 Days E-5 28850.72 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 28270.12 Day 3 No 587.25 7-30 Days E-6 31735.32 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 4382.24 Day 3 Yes 144.64 31-90 Days E-7 3547.01 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 9440.98 Day 3 No 878.74 91-180 Days E-8 9786.00 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 14604.36 Day 3 Yes 952.43 91-180 Days E-9 11735.29 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 25619.23 Day 3 Yes 1563.32 91-180 Days G-4 23323.71 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 43372.85 Day 3 Yes 1448.30 91-180 Days IG-3 46427.17 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 18283.64 Day 3 No 20.81 <7 Days IG-4 19857.10 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 33475.57 Day 3 Yes 872.18 <7 Days IG-5 35110.93 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 9451.04 Day 3 Yes 916.35 7-30 Days IG-6 10974.56 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 43065.69 Day 3 No 905.48 91-180 Days IG-7 41694.25 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 2386.11 Day 3 No 110.86 7-30 Days IG-8 2554.74 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 27912.45 Day 3 No 394.68 91-180 Days L-1 28775.46 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 40431.67 Day 3 Yes 3288.61 31-90 Days L-10 37531.28 Full Yes Liberty International Finance Ltd. Treasury