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 37078.92 91 - 120 Days No 271.37 7-30 Days G-3-Q 43989.74 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 12352.51 91 - 120 Days Yes 100.78 91-180 Days S-5-Q 13644.63 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 30500.66 91 - 120 Days Yes 2107.54 7-30 Days S-6-Q 25471.52 Partial No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 30219.57 91 - 120 Days Yes 2618.06 91-180 Days S-7-Q 35794.12 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 14541.46 91 - 120 Days Yes 859.65 31-90 Days E-1-Q 14424.04 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 15326.30 91 - 120 Days No 443.19 7-30 Days E-2-Q 17791.66 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 30626.78 91 - 120 Days Yes 2774.67 31-90 Days IG-1-Q 35742.36 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 10085.08 91 - 120 Days No 406.39 <7 Days IG-2-Q 10109.22 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 30279.76 91 - 120 Days No 834.03 <7 Days C-1 32117.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 7464.44 91 - 120 Days Yes 37.58 91-180 Days CB-4 8188.66 Full No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 26774.64 91 - 120 Days Yes 148.96 7-30 Days E-10 27565.78 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 33794.21 91 - 120 Days No 1514.61 7-30 Days E-3 27356.78 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 11763.16 91 - 120 Days Yes 930.96 <7 Days E-4 13913.46 None No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 8717.50 91 - 120 Days Yes 695.86 <7 Days E-5 7465.66 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 21510.79 91 - 120 Days No 267.36 91-180 Days E-6 21388.03 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 27079.98 91 - 120 Days Yes 1753.20 <7 Days E-7 30903.41 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 429.57 91 - 120 Days Yes 2.59 91-180 Days E-8 409.80 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 22089.37 91 - 120 Days Yes 1899.57 7-30 Days E-9 26182.04 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 24437.40 91 - 120 Days No 1780.99 7-30 Days G-4 25380.76 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 24385.06 91 - 120 Days No 2420.51 31-90 Days IG-3 20535.77 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 38212.36 91 - 120 Days No 1068.83 <7 Days IG-4 44570.10 Partial No Treasury
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 16730.41 91 - 120 Days No 1641.55 <7 Days IG-5 18506.51 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 12212.37 91 - 120 Days Yes 391.06 91-180 Days IG-6 11876.62 None No Investment Banking
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 42463.49 91 - 120 Days No 3616.82 31-90 Days IG-7 42503.25 Full No Trading
2025-10-13 Liberty National Bank O.W.7 Other Asset-Backed Financing Other No 31335.61 91 - 120 Days No 3042.64 91-180 Days IG-8 37404.32 Full Yes Liberty Capital Markets Inc. Treasury