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 20304.42 Day 17 Yes 1237.29 <7 Days S-7 18875.10 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19557.15 Day 18 No 1202.89 <7 Days A-0-Q 20226.89 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29669.14 Day 18 No 878.78 91-180 Days A-1-Q 30217.10 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4611.62 Day 18 Yes 168.14 31-90 Days A-2-Q 5170.10 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11566.39 Day 18 Yes 557.78 7-30 Days A-3-Q 9433.45 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40023.28 Day 18 Yes 3070.42 31-90 Days A-4-Q 34844.69 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16422.88 Day 18 Yes 1309.94 31-90 Days A-5-Q 18677.62 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29319.49 Day 18 No 1956.46 91-180 Days CB-1-Q 31524.87 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41396.09 Day 18 No 2407.77 91-180 Days CB-2-Q 37743.22 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23829.22 Day 18 No 424.54 31-90 Days S-1-Q 20368.35 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40346.97 Day 18 No 3749.40 <7 Days S-2-Q 48385.98 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37258.24 Day 18 Yes 1551.33 31-90 Days S-3-Q 39481.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33507.86 Day 18 No 1979.50 <7 Days S-4-Q 29630.88 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37527.52 Day 18 No 1832.87 31-90 Days CB-3-Q 35597.56 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24547.33 Day 18 No 547.48 7-30 Days G-1-Q 21638.86 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34586.88 Day 18 No 396.32 7-30 Days G-2-Q 29009.09 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24095.06 Day 18 Yes 1297.86 7-30 Days G-3-Q 21660.41 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42852.40 Day 18 Yes 5.17 7-30 Days S-5-Q 45051.44 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24228.75 Day 18 No 1402.67 <7 Days S-6-Q 24260.96 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2487.12 Day 18 Yes 157.24 <7 Days S-7-Q 2196.88 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38632.91 Day 18 Yes 2822.41 7-30 Days E-1-Q 41919.28 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28583.71 Day 18 No 2051.72 7-30 Days E-2-Q 32510.36 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20510.29 Day 18 No 371.50 <7 Days IG-1-Q 21406.67 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5363.68 Day 18 Yes 338.38 7-30 Days IG-2-Q 4441.82 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34777.46 Day 18 Yes 528.14 31-90 Days C-1 33182.27 Partial No Treasury