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 11485.14 Day 19 Yes 898.61 7-30 Days S-4 9882.95 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11620.44 Day 19 Yes 474.19 91-180 Days S-5 13783.76 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30853.77 Day 19 Yes 2861.59 91-180 Days S-6 25918.16 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25967.32 Day 19 No 688.98 <7 Days S-7 28277.90 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11036.26 Day 20 Yes 71.52 7-30 Days A-0-Q 9997.94 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3149.55 Day 20 Yes 174.70 91-180 Days A-1-Q 2539.04 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19077.04 Day 20 No 920.96 91-180 Days A-2-Q 19517.24 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37575.52 Day 20 Yes 1575.09 31-90 Days A-3-Q 33638.32 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22497.98 Day 20 Yes 825.80 <7 Days A-4-Q 19602.99 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36845.37 Day 20 No 1509.12 7-30 Days A-5-Q 36378.87 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10986.45 Day 20 Yes 194.53 <7 Days CB-1-Q 12773.78 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40357.40 Day 20 No 3450.71 91-180 Days CB-2-Q 37218.99 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36443.42 Day 20 No 2312.10 31-90 Days S-1-Q 32154.34 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17845.36 Day 20 No 1701.88 31-90 Days S-2-Q 17853.14 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6214.36 Day 20 Yes 283.95 91-180 Days S-3-Q 6761.35 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32485.55 Day 20 Yes 1658.61 <7 Days S-4-Q 36862.19 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27050.98 Day 20 Yes 356.69 7-30 Days CB-3-Q 28663.90 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31097.17 Day 20 No 840.89 <7 Days G-1-Q 26340.41 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1919.63 Day 20 Yes 0.83 31-90 Days G-2-Q 1975.77 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4249.75 Day 20 Yes 315.47 31-90 Days G-3-Q 3918.92 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6749.59 Day 20 No 195.53 31-90 Days S-5-Q 7844.08 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18489.61 Day 20 No 1381.28 31-90 Days S-6-Q 18871.11 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32468.34 Day 20 No 1670.54 7-30 Days S-7-Q 32056.53 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3723.47 Day 20 No 337.28 <7 Days E-1-Q 4089.20 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14428.02 Day 20 Yes 528.34 91-180 Days E-2-Q 14740.26 None Yes Liberty Mortgage Services Corp. Investment Banking