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 Yes 12401.08 271 - 364 Days Yes 908.26 <7 Days N-7 10843.49 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 32259.26 271 - 364 Days No 693.19 <7 Days P-1 26463.52 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 25131.19 271 - 364 Days Yes 1921.36 7-30 Days P-2 23100.54 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 14550.88 271 - 364 Days No 498.12 91-180 Days S-8 15051.58 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 10530.65 271 - 364 Days No 464.38 7-30 Days Y-1 11689.59 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 27821.12 271 - 364 Days No 1293.88 31-90 Days Y-2 22284.20 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 12429.26 271 - 364 Days Yes 769.73 7-30 Days Y-3 14167.09 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 6845.34 271 - 364 Days Yes 474.99 31-90 Days Y-4 6647.34 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 29034.34 271 - 364 Days Yes 2171.39 91-180 Days Z-1 26645.62 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 28332.44 271 - 364 Days Yes 380.03 31-90 Days A-2 27786.73 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 35667.93 271 - 364 Days Yes 2957.66 <7 Days A-3 40521.47 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 13565.55 271 - 364 Days No 703.39 91-180 Days A-4 11315.47 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 39176.13 271 - 364 Days Yes 1672.47 31-90 Days A-5 42217.87 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 15064.97 271 - 364 Days No 186.69 91-180 Days CB-1 16301.54 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 37582.41 271 - 364 Days Yes 2239.37 7-30 Days CB-2 40939.87 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 36984.40 271 - 364 Days No 2248.14 91-180 Days CB-3 39647.24 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 17717.74 271 - 364 Days Yes 1203.32 7-30 Days E-1 14579.02 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 17889.05 271 - 364 Days No 802.99 7-30 Days E-2 18849.01 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 31733.67 271 - 364 Days Yes 2172.16 31-90 Days G-1 34713.07 None No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 25425.38 271 - 364 Days No 1323.13 7-30 Days G-2 22688.78 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 4705.38 271 - 364 Days Yes 19.02 91-180 Days G-3 5360.64 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 42175.52 271 - 364 Days Yes 1876.48 91-180 Days IG-1 38780.27 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 19760.07 271 - 364 Days Yes 616.84 31-90 Days IG-2 17237.84 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 11622.06 271 - 364 Days No 511.16 91-180 Days S-1 9711.30 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 10067.00 271 - 364 Days No 281.08 <7 Days S-2 8836.00 Full Yes Liberty Capital Markets Inc. Treasury