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 31399.91 Day 28 Yes 2162.57 31-90 Days N-7 25279.67 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17081.41 Day 28 No 686.60 <7 Days P-1 13983.38 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22927.66 Day 28 No 2145.91 31-90 Days P-2 19379.00 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19408.12 Day 28 Yes 203.90 7-30 Days S-8 18998.93 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 670.79 Day 28 No 0.20 91-180 Days Y-1 755.76 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9432.95 Day 28 No 511.68 91-180 Days Y-2 9747.49 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41518.22 Day 28 Yes 902.96 91-180 Days Y-3 33747.86 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11316.30 Day 28 No 1018.66 31-90 Days Y-4 10129.40 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30554.42 Day 28 Yes 1420.88 7-30 Days Z-1 33692.20 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20771.44 Day 28 Yes 863.56 31-90 Days A-2 16800.32 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1188.56 Day 28 No 67.80 7-30 Days A-3 1258.52 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28197.67 Day 28 Yes 2319.45 91-180 Days A-4 25228.43 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1420.84 Day 28 No 10.18 <7 Days A-5 1666.58 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19531.78 Day 28 Yes 1641.49 31-90 Days CB-1 21804.18 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8993.51 Day 28 Yes 78.40 7-30 Days CB-2 10756.29 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14136.37 Day 28 Yes 823.62 31-90 Days CB-3 13253.66 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8290.49 Day 28 No 332.54 91-180 Days E-1 6683.52 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4133.91 Day 28 No 214.25 <7 Days E-2 3424.97 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20845.05 Day 28 Yes 1538.25 31-90 Days G-1 24977.34 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38150.66 Day 28 No 1741.78 7-30 Days G-2 43082.88 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25405.74 Day 28 Yes 2093.13 7-30 Days G-3 23581.07 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7904.59 Day 28 Yes 280.96 <7 Days IG-1 6662.44 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5462.81 Day 28 Yes 123.58 31-90 Days IG-2 6205.06 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18256.05 Day 28 Yes 729.68 <7 Days S-1 18018.19 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15426.30 Day 28 Yes 1525.20 91-180 Days S-2 12528.83 None Yes Liberty International Finance Ltd. Trading