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
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 29759.85 Perpetual No 2459.93 7-30 Days E-1 34611.81 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 30952.32 Perpetual Yes 1996.65 <7 Days E-2 25154.00 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 27538.60 Perpetual No 2299.18 7-30 Days G-1 30068.29 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 19585.28 Perpetual No 183.87 31-90 Days G-2 23360.43 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 25563.43 Perpetual No 889.02 <7 Days G-3 30255.83 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 43011.51 Perpetual No 4135.51 <7 Days IG-1 39745.69 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 1485.17 Perpetual Yes 58.21 <7 Days IG-2 1300.31 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 3034.84 Perpetual No 76.90 <7 Days S-1 2576.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 10241.74 Perpetual No 847.03 31-90 Days S-2 11646.87 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 34213.99 Perpetual No 2309.38 31-90 Days S-3 32146.53 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 2590.44 Perpetual Yes 172.49 <7 Days S-4 3003.33 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 29440.21 Perpetual No 1377.14 31-90 Days S-5 26656.01 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 29646.60 Perpetual No 1167.47 7-30 Days S-6 26135.98 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 36370.82 Perpetual No 2708.25 31-90 Days S-7 36601.34 Full No Trading