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 8436.15 Day 17 No 530.20 <7 Days Y-1 9776.92 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15733.95 Day 17 Yes 27.76 7-30 Days Y-2 14314.79 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10814.85 Day 17 No 443.33 31-90 Days Y-3 10141.45 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16336.59 Day 17 Yes 720.70 31-90 Days Y-4 13446.50 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40181.29 Day 17 No 2418.81 7-30 Days Z-1 34747.77 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11182.93 Day 17 Yes 969.92 31-90 Days A-2 13051.82 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28656.34 Day 17 No 920.57 7-30 Days A-3 26742.42 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35350.16 Day 17 No 1298.70 <7 Days A-4 30148.95 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17713.76 Day 17 Yes 78.96 91-180 Days A-5 15704.80 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13098.02 Day 17 No 1163.50 31-90 Days CB-1 14129.65 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6630.63 Day 17 No 328.57 91-180 Days CB-2 7907.55 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29938.81 Day 17 No 2020.80 7-30 Days CB-3 34140.04 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13928.72 Day 17 No 705.47 7-30 Days E-1 16200.66 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17754.67 Day 17 Yes 1217.38 7-30 Days E-2 19342.86 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39923.05 Day 17 No 3980.60 31-90 Days G-1 35273.47 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38156.23 Day 17 Yes 3641.89 <7 Days G-2 45335.53 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16827.40 Day 17 Yes 193.71 31-90 Days G-3 18659.86 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22780.32 Day 17 Yes 1560.62 7-30 Days IG-1 21109.86 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39286.32 Day 17 No 3192.45 7-30 Days IG-2 43000.96 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37727.52 Day 17 No 2677.94 <7 Days S-1 31652.68 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4516.90 Day 17 No 433.46 31-90 Days S-2 4173.85 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22935.62 Day 17 No 1519.76 91-180 Days S-3 19255.59 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13129.88 Day 17 Yes 294.55 31-90 Days S-4 11553.81 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5856.55 Day 17 Yes 367.83 <7 Days S-5 5719.18 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32827.62 Day 17 Yes 246.73 91-180 Days S-6 33699.46 Partial No Treasury