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 Small Business No 5730.41 Day 2 Yes 340.74 <7 Days N-4 5205.28 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 40784.26 Day 2 Yes 3490.24 31-90 Days N-5 48360.98 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 14005.95 Day 2 No 530.08 7-30 Days N-6 15704.14 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 31288.95 Day 2 No 1176.56 91-180 Days N-7 35378.07 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 11332.03 Day 2 No 1104.06 7-30 Days P-1 11226.27 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 18154.40 Day 2 No 963.92 31-90 Days P-2 17439.63 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 40131.90 Day 2 No 275.87 7-30 Days S-8 38140.02 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 15822.79 Day 2 No 869.53 7-30 Days Y-1 13577.09 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 3242.99 Day 2 Yes 109.29 31-90 Days Y-2 2626.07 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 41267.59 Day 2 No 909.22 31-90 Days Y-3 45384.56 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 8103.28 Day 2 Yes 147.14 31-90 Days Y-4 9623.68 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 3531.41 Day 2 Yes 320.05 <7 Days Z-1 4138.06 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 31599.15 Day 2 Yes 956.39 31-90 Days A-2 35216.09 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 17384.62 Day 2 Yes 1054.78 31-90 Days A-3 14654.66 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 11542.80 Day 2 Yes 139.39 91-180 Days A-4 11091.58 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 39410.44 Day 2 No 674.80 31-90 Days A-5 37849.50 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 39530.50 Day 2 No 257.21 91-180 Days CB-1 43665.21 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 42452.23 Day 2 Yes 1610.93 <7 Days CB-2 36162.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 37384.12 Day 2 Yes 446.58 31-90 Days CB-3 40852.90 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 20102.66 Day 2 No 1131.06 <7 Days E-1 21232.66 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 33162.82 Day 2 Yes 1209.29 <7 Days E-2 38256.77 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 10861.94 Day 2 Yes 1013.86 91-180 Days G-1 12983.26 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business No 17463.34 Day 2 No 1732.46 <7 Days G-2 19282.46 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 22011.22 Day 2 No 772.97 91-180 Days G-3 22822.86 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 8376.86 Day 2 Yes 689.45 91-180 Days IG-1 9711.69 Partial No Capital Markets