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 17545.67 Day 59 Yes 771.20 7-30 Days L-9 19020.13 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13874.50 Day 59 No 692.03 31-90 Days LC-1 15999.91 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25668.51 Day 59 No 2287.74 7-30 Days LC-2 29169.32 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8711.96 Day 59 No 404.22 <7 Days N-1 7247.73 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26020.73 Day 59 Yes 1083.80 31-90 Days N-2 25625.42 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6994.88 Day 59 No 196.80 31-90 Days N-3 8149.46 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3897.20 Day 59 Yes 312.44 31-90 Days N-4 3365.40 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1453.40 Day 59 Yes 72.77 7-30 Days N-5 1663.97 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16810.05 Day 59 No 945.27 7-30 Days N-6 17099.14 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18918.26 Day 59 No 1276.32 7-30 Days N-7 19419.98 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10539.08 Day 59 No 795.55 31-90 Days P-1 11592.32 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31064.66 Day 59 Yes 3024.73 <7 Days P-2 37116.63 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29904.57 Day 59 No 2195.87 <7 Days S-8 34014.13 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20498.16 Day 59 No 900.27 7-30 Days Y-1 17332.15 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17315.77 Day 59 No 575.78 <7 Days Y-2 20345.99 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9704.01 Day 59 Yes 195.44 31-90 Days Y-3 7912.47 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37267.99 Day 59 No 2866.35 31-90 Days Y-4 44629.55 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9283.30 Day 59 No 616.27 31-90 Days Z-1 8178.55 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27559.12 Day 59 No 651.66 91-180 Days A-2 22846.88 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2712.07 Day 59 Yes 92.73 <7 Days A-3 2341.85 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40406.79 Day 59 Yes 1263.80 91-180 Days A-4 42975.38 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15860.27 Day 59 Yes 1282.31 91-180 Days A-5 13725.76 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7525.88 Day 59 Yes 40.34 7-30 Days CB-1 8458.83 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23214.35 Day 59 Yes 2044.70 7-30 Days CB-2 21903.53 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40792.72 Day 59 No 3075.23 <7 Days CB-3 40288.97 None No Trading