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 36326.83 Day 10 Yes 1270.82 31-90 Days N-6 40256.64 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 5583.14 Day 10 No 418.12 7-30 Days N-7 6528.62 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2300.36 Day 10 No 88.24 91-180 Days P-1 2033.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 5021.75 Day 10 Yes 55.55 7-30 Days P-2 4232.23 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 2779.23 Day 10 No 32.18 7-30 Days S-8 2524.21 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 16257.81 Day 10 Yes 1257.45 91-180 Days Y-1 17559.71 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6531.32 Day 10 Yes 45.29 7-30 Days Y-2 5842.07 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 8430.62 Day 10 Yes 436.14 31-90 Days Y-3 8690.73 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34887.21 Day 10 No 3099.92 31-90 Days Y-4 30296.53 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43323.14 Day 10 No 3314.22 91-180 Days Z-1 45452.60 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34384.85 Day 10 No 1986.06 7-30 Days A-2 29575.16 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32748.05 Day 10 Yes 3077.28 91-180 Days A-3 36526.63 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34831.29 Day 10 Yes 3221.32 <7 Days A-4 36580.24 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34380.39 Day 10 Yes 2022.81 <7 Days A-5 29008.28 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 29922.93 Day 10 No 621.91 91-180 Days CB-1 31834.22 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32719.37 Day 10 Yes 2350.61 7-30 Days CB-2 37944.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27132.19 Day 10 Yes 528.60 7-30 Days CB-3 28844.87 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 49.46 Day 10 Yes 2.05 31-90 Days E-1 40.33 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41377.68 Day 10 No 3165.38 7-30 Days E-2 46104.01 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37267.98 Day 10 No 3218.37 <7 Days G-1 41277.19 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40380.00 Day 10 Yes 537.27 7-30 Days G-2 33900.74 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 14750.33 Day 10 Yes 1.25 91-180 Days G-3 14424.95 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18210.93 Day 10 Yes 419.98 31-90 Days IG-1 19029.61 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 29248.45 Day 10 No 2669.82 7-30 Days IG-2 27557.56 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33248.51 Day 10 No 1261.16 31-90 Days S-1 27995.40 None No Trading