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
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 38948.11 Day 50 No 3770.85 31-90 Days L-9 41429.98 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 5808.86 Day 50 Yes 506.43 91-180 Days LC-1 5434.21 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 33948.12 Day 50 Yes 2778.58 91-180 Days LC-2 32240.03 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 23587.85 Day 50 Yes 707.58 31-90 Days N-1 24970.46 Partial No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 19559.31 Day 50 No 921.92 31-90 Days N-2 17509.81 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 2764.22 Day 50 No 215.60 91-180 Days N-3 3121.29 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 8860.21 Day 50 Yes 671.56 7-30 Days N-4 7210.52 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 16964.50 Day 50 No 1604.42 7-30 Days N-5 14868.97 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 38134.54 Day 50 Yes 769.68 7-30 Days N-6 44398.02 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 24493.78 Day 50 No 2207.86 91-180 Days N-7 24373.97 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 7966.02 Day 50 No 238.56 <7 Days P-1 8645.45 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 32012.48 Day 50 No 2469.16 31-90 Days P-2 28188.34 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 8181.75 Day 50 Yes 254.34 91-180 Days S-8 9799.67 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 2477.92 Day 50 Yes 210.60 91-180 Days Y-1 2843.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 26029.24 Day 50 Yes 107.55 91-180 Days Y-2 22183.46 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 35869.32 Day 50 Yes 1173.03 91-180 Days Y-3 41275.65 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 8637.33 Day 50 Yes 28.35 7-30 Days Y-4 8349.58 None No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 13999.89 Day 50 No 604.65 7-30 Days Z-1 11966.80 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 31372.98 Day 50 Yes 499.27 <7 Days A-2 36174.59 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 34384.05 Day 50 No 1483.76 <7 Days A-3 35151.35 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 6080.38 Day 50 Yes 299.63 7-30 Days A-4 6902.71 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 32353.81 Day 50 Yes 8.21 31-90 Days A-5 32466.33 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 39222.37 Day 50 Yes 3312.90 7-30 Days CB-1 31859.56 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 27906.47 Day 50 No 2434.84 7-30 Days CB-2 31513.50 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 6936.25 Day 50 No 505.60 <7 Days CB-3 6662.78 Full No Investment Banking