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 Yes 366.35 Day 35 Yes 2.91 31-90 Days N-6 385.54 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9547.63 Day 35 Yes 446.01 91-180 Days N-7 10334.60 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 41775.68 Day 35 No 3399.49 91-180 Days P-1 47474.08 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20021.02 Day 35 No 946.97 31-90 Days P-2 23893.32 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 21365.67 Day 35 No 1245.46 7-30 Days S-8 17628.70 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26420.69 Day 35 No 2329.62 7-30 Days Y-1 29663.28 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 25609.09 Day 35 No 1148.25 31-90 Days Y-2 22176.47 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 41600.19 Day 35 No 2845.54 <7 Days Y-3 44976.24 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 42100.65 Day 35 No 906.70 91-180 Days Y-4 44184.42 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42136.48 Day 35 No 1567.93 7-30 Days Z-1 43010.41 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 7939.15 Day 35 Yes 434.75 7-30 Days A-2 7023.91 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38240.26 Day 35 No 416.15 7-30 Days A-3 37819.89 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 15805.80 Day 35 No 290.78 91-180 Days A-4 14829.58 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 26287.25 Day 35 Yes 1824.64 91-180 Days A-5 24390.81 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 43592.18 Day 35 No 3532.26 7-30 Days CB-1 38847.34 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 32343.94 Day 35 Yes 2443.20 7-30 Days CB-2 35357.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 16036.73 Day 35 Yes 173.40 <7 Days CB-3 18399.42 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 3189.31 Day 35 No 299.17 <7 Days E-1 3348.92 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 21718.02 Day 35 No 45.99 <7 Days E-2 24471.00 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 31816.02 Day 35 Yes 1588.43 91-180 Days G-1 26053.80 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 23289.44 Day 35 No 1110.80 91-180 Days G-2 23704.83 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 38273.71 Day 35 Yes 489.03 7-30 Days G-3 30652.67 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8491.20 Day 35 No 204.20 91-180 Days IG-1 8691.86 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 33692.23 Day 35 Yes 1441.15 91-180 Days IG-2 34522.94 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42840.14 Day 35 Yes 4017.13 91-180 Days S-1 45039.04 Partial Yes Liberty International Finance Ltd. Treasury