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 12252.05 Day 15 No 754.35 31-90 Days Y-1 12982.63 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9587.30 Day 15 Yes 541.24 31-90 Days Y-2 11355.44 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12184.46 Day 15 Yes 971.75 7-30 Days Y-3 13161.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 2632.22 Day 15 Yes 201.86 7-30 Days Y-4 2336.10 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 32621.20 Day 15 No 3203.03 31-90 Days Z-1 29959.17 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 34834.48 Day 15 No 733.77 91-180 Days A-2 30714.73 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 23997.22 Day 15 Yes 532.14 31-90 Days A-3 23750.57 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 11111.22 Day 15 No 421.31 <7 Days A-4 11922.24 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13518.34 Day 15 Yes 1332.17 91-180 Days A-5 14273.20 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 27119.86 Day 15 No 2450.71 91-180 Days CB-1 26282.47 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 18600.17 Day 15 No 1037.91 <7 Days CB-2 22290.00 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1002.34 Day 15 Yes 77.61 91-180 Days CB-3 1193.72 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 23450.00 Day 15 No 1462.34 <7 Days E-1 21796.01 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10511.48 Day 15 No 933.43 91-180 Days E-2 12488.27 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 22982.91 Day 15 Yes 109.74 7-30 Days G-1 24794.03 Full No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 35760.13 Day 15 Yes 3164.59 91-180 Days G-2 34686.39 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 12070.42 Day 15 No 656.23 7-30 Days G-3 12056.67 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40374.90 Day 15 No 1279.75 31-90 Days IG-1 46950.46 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10220.99 Day 15 Yes 542.62 7-30 Days IG-2 11203.63 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16911.83 Day 15 Yes 260.74 <7 Days S-1 13665.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9740.25 Day 15 No 739.80 7-30 Days S-2 8134.52 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 22791.38 Day 15 Yes 121.59 91-180 Days S-3 24513.57 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 6782.72 Day 15 No 490.79 31-90 Days S-4 7683.05 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 40272.39 Day 15 Yes 3350.25 7-30 Days S-5 41783.86 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9488.25 Day 15 No 608.39 91-180 Days S-6 10107.32 None Yes Liberty International Finance Ltd. Wholesale Lending