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 32131.03 Day 13 No 1342.26 7-30 Days Y-4 38014.43 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41985.30 Day 13 Yes 3978.23 31-90 Days Z-1 48727.20 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42008.82 Day 13 No 3016.69 91-180 Days A-2 46605.39 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12370.30 Day 13 Yes 317.42 <7 Days A-3 13715.98 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 15528.74 Day 13 Yes 564.00 91-180 Days A-4 12593.53 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 37535.95 Day 13 No 385.72 7-30 Days A-5 31888.46 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33570.62 Day 13 No 2444.64 7-30 Days CB-1 29062.51 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11383.74 Day 13 Yes 490.96 91-180 Days CB-2 11559.88 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 25002.24 Day 13 No 1541.12 31-90 Days CB-3 20005.34 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13130.16 Day 13 No 514.51 31-90 Days E-1 11474.78 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9999.25 Day 13 No 958.29 91-180 Days E-2 8560.06 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 27089.20 Day 13 Yes 553.35 31-90 Days G-1 29927.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32982.04 Day 13 Yes 444.88 7-30 Days G-2 38696.76 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 19321.40 Day 13 Yes 108.83 <7 Days G-3 16517.42 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27754.46 Day 13 No 1191.76 7-30 Days IG-1 25361.47 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16165.75 Day 13 Yes 37.13 31-90 Days IG-2 18340.01 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40208.32 Day 13 Yes 290.39 31-90 Days S-1 46110.01 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7028.15 Day 13 No 356.38 <7 Days S-2 6570.92 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 23306.27 Day 13 Yes 72.72 <7 Days S-3 26866.09 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 30813.82 Day 13 Yes 2281.19 91-180 Days S-4 25965.61 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33297.92 Day 13 No 3323.73 <7 Days S-5 35087.57 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10329.60 Day 13 Yes 96.09 7-30 Days S-6 12145.76 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9863.78 Day 13 Yes 905.21 <7 Days S-7 9986.58 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9538.57 Day 14 No 590.63 31-90 Days A-0-Q 9885.63 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 39179.09 Day 14 No 3883.52 7-30 Days A-1-Q 32090.76 Partial Yes Liberty Wealth Management LLC Investment Banking