Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

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.4 Asset-Backed Securities (ABS) Other No 38276.79 Open Yes 417.47 91-180 Days A-1-Q 33390.83 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10347.97 Open No 89.93 7-30 Days A-2-Q 11979.87 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8183.61 Open Yes 740.11 <7 Days A-3-Q 8567.91 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42740.33 Open No 741.47 <7 Days A-4-Q 34609.99 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6394.37 Open Yes 104.72 7-30 Days A-5-Q 6525.29 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33921.44 Open Yes 940.22 7-30 Days CB-1-Q 40642.30 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16159.37 Open No 54.12 7-30 Days CB-2-Q 13274.22 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9990.56 Open Yes 914.95 91-180 Days S-1-Q 9582.84 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32290.79 Open No 2848.21 7-30 Days S-2-Q 34676.37 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5380.79 Open No 481.35 <7 Days S-3-Q 4768.56 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6449.21 Open No 319.04 7-30 Days S-4-Q 5524.55 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2176.27 Open Yes 85.50 7-30 Days CB-3-Q 2280.59 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17142.81 Open No 1162.00 31-90 Days G-1-Q 19359.92 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39027.53 Open Yes 1347.78 31-90 Days G-2-Q 43713.19 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39750.41 Open Yes 1369.91 91-180 Days G-3-Q 41479.00 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12610.28 Open Yes 189.77 91-180 Days S-5-Q 13499.86 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5810.35 Open Yes 506.64 31-90 Days S-6-Q 6960.31 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27815.26 Open No 720.34 <7 Days S-7-Q 29845.13 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4943.85 Open No 130.39 <7 Days E-1-Q 5587.51 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19446.42 Open No 1721.77 91-180 Days E-2-Q 18055.07 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42143.64 Open No 2005.27 <7 Days IG-1-Q 47542.72 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8376.68 Open Yes 292.19 31-90 Days IG-2-Q 9866.37 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37620.25 Open No 804.23 <7 Days C-1 41817.70 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18167.46 Open Yes 914.90 <7 Days CB-4 21528.22 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8194.56 Open No 109.57 <7 Days E-10 8521.64 Partial Yes Liberty Capital Markets Inc. Investment Banking