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 20359.32 Day 42 Yes 1568.67 7-30 Days IG-7 16816.18 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22399.17 Day 42 No 1347.04 <7 Days IG-8 20698.67 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18964.76 Day 42 Yes 1666.82 <7 Days L-1 20258.57 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11604.12 Day 42 Yes 252.84 7-30 Days L-10 10556.52 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7345.10 Day 42 Yes 402.25 7-30 Days L-11 7034.22 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29017.01 Day 42 No 671.39 91-180 Days L-2 28189.21 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42040.18 Day 42 Yes 1384.09 91-180 Days L-3 46807.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15207.22 Day 42 No 549.91 7-30 Days L-4 14055.24 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16935.30 Day 42 No 701.54 <7 Days L-5 13915.10 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33863.64 Day 42 Yes 310.15 31-90 Days L-6 29862.60 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35526.89 Day 42 No 1920.27 91-180 Days L-7 33728.31 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37543.37 Day 42 No 833.00 7-30 Days L-8 32201.63 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2482.68 Day 42 No 103.53 31-90 Days L-9 2269.83 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27477.13 Day 42 No 2711.66 31-90 Days LC-1 24636.18 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4485.20 Day 42 No 356.28 7-30 Days LC-2 4054.91 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12845.29 Day 42 No 493.53 91-180 Days N-1 12516.16 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18933.79 Day 42 No 370.83 91-180 Days N-2 20222.80 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 171.73 Day 42 Yes 7.03 31-90 Days N-3 146.55 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30729.76 Day 42 No 1576.09 7-30 Days N-4 34757.23 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20359.15 Day 42 Yes 553.95 31-90 Days N-5 22135.89 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11408.49 Day 42 No 1107.61 31-90 Days N-6 9700.47 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40188.17 Day 42 No 1094.98 91-180 Days N-7 46926.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16390.24 Day 42 No 749.91 <7 Days P-1 14930.79 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29986.78 Day 42 No 1918.79 91-180 Days P-2 35106.76 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7034.69 Day 42 Yes 654.31 31-90 Days S-8 7592.82 Partial No Treasury