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 Yes 31229.61 Day 39 No 2124.84 91-180 Days N-2 27950.08 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 43791.75 Day 39 No 1340.76 91-180 Days N-3 37907.56 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 10153.54 Day 39 No 119.45 91-180 Days N-4 10782.34 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 41922.37 Day 39 No 3473.86 31-90 Days N-5 39184.39 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 17972.38 Day 39 Yes 766.93 <7 Days N-6 16922.60 None No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 11960.72 Day 39 No 954.71 <7 Days N-7 12980.18 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 3694.36 Day 39 Yes 311.68 <7 Days P-1 3864.76 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 14063.48 Day 39 Yes 613.20 7-30 Days P-2 14886.64 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 23646.93 Day 39 No 1442.45 91-180 Days S-8 27315.00 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 22029.21 Day 39 Yes 1902.61 91-180 Days Y-1 18760.33 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 18816.91 Day 39 No 1163.77 91-180 Days Y-2 15973.16 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 4098.16 Day 39 No 16.57 31-90 Days Y-3 3778.50 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 389.07 Day 39 No 25.22 7-30 Days Y-4 413.98 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 22603.43 Day 39 Yes 691.70 <7 Days Z-1 21075.54 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 689.28 Day 39 Yes 51.60 31-90 Days A-2 766.48 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 23479.14 Day 39 Yes 705.90 31-90 Days A-3 26994.44 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 5423.09 Day 39 Yes 47.93 7-30 Days A-4 4478.87 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 19196.63 Day 39 Yes 1599.97 31-90 Days A-5 16682.00 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 37672.67 Day 39 No 568.42 31-90 Days CB-1 44264.54 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 25259.35 Day 39 No 1185.31 91-180 Days CB-2 23465.00 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 32050.13 Day 39 No 1340.00 7-30 Days CB-3 29003.20 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 24989.40 Day 39 Yes 1330.39 <7 Days E-1 26190.44 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 31147.97 Day 39 Yes 1073.41 31-90 Days E-2 28990.33 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 23613.76 Day 39 Yes 510.35 31-90 Days G-1 25463.99 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 39382.60 Day 39 Yes 2808.03 7-30 Days G-2 42993.71 Full No Trading