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 No 32377.54 Day 50 No 304.22 <7 Days L-7 37685.86 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1295.35 Day 50 Yes 63.90 91-180 Days L-8 1078.32 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 12898.07 Day 50 No 1016.67 91-180 Days L-9 12324.78 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 3897.71 Day 50 No 366.33 91-180 Days LC-1 4396.90 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 24376.48 Day 50 Yes 2421.54 31-90 Days LC-2 21991.32 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11804.43 Day 50 Yes 774.79 <7 Days N-1 11742.73 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 33101.39 Day 50 No 868.35 <7 Days N-2 28383.06 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 39402.81 Day 50 Yes 653.53 7-30 Days N-3 37704.44 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 28923.66 Day 50 Yes 2482.27 7-30 Days N-4 25789.73 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 23566.90 Day 50 No 966.15 <7 Days N-5 26924.73 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 23730.72 Day 50 Yes 135.23 31-90 Days N-6 20246.87 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 17406.63 Day 50 No 1708.59 91-180 Days N-7 20442.59 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34343.17 Day 50 Yes 3298.06 31-90 Days P-1 28898.51 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 36694.36 Day 50 Yes 668.42 31-90 Days P-2 29765.33 Full No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7646.40 Day 50 No 524.60 91-180 Days S-8 8562.74 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 28104.92 Day 50 No 1334.22 <7 Days Y-1 32900.27 None No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 24931.43 Day 50 No 344.44 <7 Days Y-2 28065.66 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8406.18 Day 50 Yes 413.02 91-180 Days Y-3 8169.88 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 724.24 Day 50 No 48.80 <7 Days Y-4 788.18 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 9006.68 Day 50 Yes 149.49 <7 Days Z-1 8830.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 36512.02 Day 50 No 808.95 91-180 Days A-2 29892.71 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 18192.74 Day 50 Yes 1188.59 31-90 Days A-3 21723.95 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 4042.59 Day 50 Yes 253.23 91-180 Days A-4 4181.01 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 26328.09 Day 50 No 1738.61 <7 Days A-5 25311.51 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 10867.52 Day 50 Yes 681.47 7-30 Days CB-1 12244.79 Partial No Treasury