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 Yes 31613.62 Day 41 Yes 383.45 7-30 Days A-2-Q 34396.89 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4303.54 Day 41 No 390.39 31-90 Days A-3-Q 4990.60 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26322.89 Day 41 No 2428.37 7-30 Days A-4-Q 24960.86 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10986.51 Day 41 No 788.25 7-30 Days A-5-Q 9957.28 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4683.00 Day 41 No 354.94 <7 Days CB-1-Q 5255.53 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30403.69 Day 41 Yes 1006.26 31-90 Days CB-2-Q 30503.39 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32763.50 Day 41 Yes 252.15 91-180 Days S-1-Q 34253.52 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25477.01 Day 41 Yes 2317.17 7-30 Days S-2-Q 24364.94 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27450.41 Day 41 No 624.20 31-90 Days S-3-Q 31423.53 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30851.44 Day 41 Yes 2180.90 31-90 Days S-4-Q 31081.47 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27520.28 Day 41 Yes 515.26 91-180 Days CB-3-Q 29341.77 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5911.24 Day 41 No 521.65 91-180 Days G-1-Q 6106.60 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38385.54 Day 41 Yes 3320.53 7-30 Days G-2-Q 31455.12 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24336.21 Day 41 No 1828.25 91-180 Days G-3-Q 23214.39 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14782.66 Day 41 Yes 1384.62 31-90 Days S-5-Q 15838.87 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41111.11 Day 41 Yes 1412.58 91-180 Days S-6-Q 43534.94 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6047.75 Day 41 No 443.50 7-30 Days S-7-Q 6122.02 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33165.53 Day 41 No 2216.51 7-30 Days E-1-Q 32468.34 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28749.46 Day 41 No 1559.47 91-180 Days E-2-Q 32578.89 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5677.17 Day 41 Yes 176.32 7-30 Days IG-1-Q 5500.72 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39906.39 Day 41 Yes 630.73 7-30 Days IG-2-Q 35876.68 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37769.78 Day 41 Yes 2518.62 31-90 Days C-1 42919.03 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35497.95 Day 41 No 48.99 7-30 Days CB-4 32280.41 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38149.79 Day 41 No 2231.99 91-180 Days E-10 31640.88 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8098.56 Day 41 No 303.53 <7 Days E-3 9132.85 Partial No Capital Markets