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 26138.87 Day 11 Yes 2049.14 7-30 Days L-3 24075.98 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14712.33 Day 11 No 170.37 31-90 Days L-4 16342.01 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18363.49 Day 11 Yes 1319.66 91-180 Days L-5 20518.41 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42738.56 Day 11 Yes 2955.45 31-90 Days L-6 39966.71 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5918.00 Day 11 Yes 499.59 <7 Days L-7 6883.50 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 11371.64 Day 11 No 425.83 91-180 Days L-8 13435.09 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9324.30 Day 11 No 834.26 31-90 Days L-9 8138.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11928.49 Day 11 Yes 495.22 91-180 Days LC-1 10564.16 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36672.06 Day 11 Yes 1628.01 31-90 Days LC-2 42122.89 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 31813.92 Day 11 No 2722.50 91-180 Days N-1 27835.95 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2796.14 Day 11 No 78.02 <7 Days N-2 3240.76 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39107.25 Day 11 Yes 3627.28 31-90 Days N-3 42170.02 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43921.92 Day 11 Yes 1962.13 7-30 Days N-4 42519.41 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32928.16 Day 11 No 2821.10 7-30 Days N-5 36015.72 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 38949.39 Day 11 Yes 545.84 <7 Days N-6 37506.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34830.61 Day 11 Yes 2131.87 31-90 Days N-7 33191.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43633.60 Day 11 No 356.48 91-180 Days P-1 40945.64 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42020.13 Day 11 Yes 3795.33 7-30 Days P-2 47775.78 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18860.42 Day 11 No 1191.49 91-180 Days S-8 21374.91 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 21664.64 Day 11 No 1128.75 <7 Days Y-1 22867.10 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23084.49 Day 11 No 245.06 91-180 Days Y-2 25602.22 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43281.41 Day 11 No 2714.52 91-180 Days Y-3 37804.27 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 14638.19 Day 11 No 644.72 7-30 Days Y-4 16430.12 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 13027.33 Day 11 No 874.39 31-90 Days Z-1 14763.47 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 22958.21 Day 11 No 973.99 31-90 Days A-2 24381.67 Full Yes Liberty International Finance Ltd. Trading