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 43557.36 Day 32 No 3388.60 31-90 Days G-1 49899.11 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 31457.66 Day 32 Yes 1163.37 31-90 Days G-2 36574.67 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 20797.62 Day 32 Yes 1265.40 <7 Days G-3 20837.44 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 43143.47 Day 32 Yes 585.71 <7 Days IG-1 47462.71 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 31127.88 Day 32 No 2873.26 91-180 Days IG-2 36427.49 Partial No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 17761.98 Day 32 Yes 1458.11 <7 Days S-1 21086.94 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 10825.63 Day 32 No 847.23 7-30 Days S-2 11943.58 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 35375.92 Day 32 No 2976.33 <7 Days S-3 40229.95 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 6991.48 Day 32 No 22.31 91-180 Days S-4 6823.69 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 35786.57 Day 32 No 2990.16 7-30 Days S-5 31174.64 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 28888.63 Day 32 Yes 680.27 31-90 Days S-6 23746.51 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 27641.33 Day 32 No 324.92 7-30 Days S-7 23400.37 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 24001.46 Day 33 Yes 1637.78 91-180 Days A-0-Q 22814.36 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 14814.94 Day 33 No 256.32 7-30 Days A-1-Q 12770.23 Partial No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 33473.41 Day 33 Yes 46.87 <7 Days A-2-Q 39195.25 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 14308.98 Day 33 No 1418.41 <7 Days A-3-Q 13070.40 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 5258.89 Day 33 Yes 476.22 <7 Days A-4-Q 4223.71 Partial No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 1323.48 Day 33 No 63.49 <7 Days A-5-Q 1063.15 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 43467.78 Day 33 No 2178.27 31-90 Days CB-1-Q 46109.14 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 28409.61 Day 33 No 2376.42 7-30 Days CB-2-Q 30772.91 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 25287.87 Day 33 No 1241.87 7-30 Days S-1-Q 23987.65 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 13005.22 Day 33 No 1213.36 91-180 Days S-2-Q 13532.86 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 1513.68 Day 33 No 56.19 31-90 Days S-3-Q 1678.71 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 33746.21 Day 33 Yes 464.87 91-180 Days S-4-Q 30611.80 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 1785.07 Day 33 No 1.37 31-90 Days CB-3-Q 1823.13 Partial No Capital Markets