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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5159.63 Day 28 No 294.40 31-90 Days N-5 6183.55 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17579.23 Day 28 Yes 364.56 7-30 Days N-6 16755.66 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20948.46 Day 28 No 442.41 7-30 Days N-7 24701.64 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35108.70 Day 28 Yes 2488.94 <7 Days P-1 28103.69 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8688.69 Day 28 No 382.08 <7 Days P-2 9654.73 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4874.53 Day 28 No 26.74 91-180 Days S-8 5701.10 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15927.04 Day 28 Yes 500.20 7-30 Days Y-1 17060.75 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22212.61 Day 28 Yes 58.93 91-180 Days Y-2 22658.00 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20074.02 Day 28 No 1253.90 91-180 Days Y-3 17592.14 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18485.42 Day 28 Yes 1730.62 <7 Days Y-4 18304.26 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4058.95 Day 28 No 268.45 31-90 Days Z-1 4366.51 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28962.07 Day 28 No 520.76 91-180 Days A-2 25764.45 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23126.41 Day 28 No 377.02 91-180 Days A-3 19262.29 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26293.56 Day 28 No 723.33 91-180 Days A-4 27634.57 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15369.54 Day 28 Yes 569.86 7-30 Days A-5 14666.68 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13732.55 Day 28 Yes 1202.34 31-90 Days CB-1 14798.78 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23612.32 Day 28 Yes 2139.92 <7 Days CB-2 19852.78 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18586.72 Day 28 No 1589.82 7-30 Days CB-3 17479.25 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22973.23 Day 28 No 70.59 <7 Days E-1 20196.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32820.40 Day 28 Yes 1260.71 7-30 Days E-2 34079.98 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11284.81 Day 28 No 708.61 31-90 Days G-1 12038.07 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26064.94 Day 28 No 64.07 7-30 Days G-2 30756.88 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28494.44 Day 28 No 1115.17 <7 Days G-3 24702.07 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5518.79 Day 28 No 431.54 7-30 Days IG-1 4909.74 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36992.11 Day 28 No 1214.74 31-90 Days IG-2 32803.18 Full Yes Liberty Mortgage Services Corp. Capital Markets