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 43449.07 Day 34 Yes 4222.40 7-30 Days A-0-Q 41280.93 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18441.32 Day 34 No 782.58 91-180 Days A-1-Q 19222.72 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28117.10 Day 34 No 1968.20 7-30 Days A-2-Q 30799.53 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15540.08 Day 34 No 1039.81 31-90 Days A-3-Q 17969.43 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18835.43 Day 34 Yes 185.49 7-30 Days A-4-Q 16532.25 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4699.69 Day 34 No 127.13 31-90 Days A-5-Q 3795.72 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35123.15 Day 34 Yes 1107.37 7-30 Days CB-1-Q 38323.23 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36124.64 Day 34 Yes 327.66 7-30 Days CB-2-Q 35587.76 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23764.35 Day 34 Yes 326.90 <7 Days S-1-Q 25068.67 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26846.65 Day 34 Yes 853.14 7-30 Days S-2-Q 22003.25 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6283.24 Day 34 Yes 25.73 31-90 Days S-3-Q 5159.88 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5184.40 Day 34 No 495.63 7-30 Days S-4-Q 6154.10 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21819.38 Day 34 No 1257.07 31-90 Days CB-3-Q 25154.28 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33477.05 Day 34 Yes 2525.97 7-30 Days G-1-Q 33291.42 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6017.51 Day 34 Yes 518.72 91-180 Days G-2-Q 5594.59 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24240.47 Day 34 No 2108.98 91-180 Days G-3-Q 26740.67 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13962.33 Day 34 Yes 584.51 31-90 Days S-5-Q 11290.93 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2954.02 Day 34 No 267.05 7-30 Days S-6-Q 3537.14 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14944.94 Day 34 No 380.66 31-90 Days S-7-Q 11957.00 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15245.86 Day 34 Yes 463.91 91-180 Days E-1-Q 17714.34 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 44029.09 Day 34 No 72.30 <7 Days E-2-Q 44153.33 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25541.47 Day 34 Yes 1408.93 7-30 Days IG-1-Q 22128.73 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10994.45 Day 34 Yes 535.61 31-90 Days IG-2-Q 12457.50 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12465.73 Day 34 Yes 324.24 <7 Days C-1 10522.02 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3109.50 Day 34 No 134.47 <7 Days CB-4 3382.59 None Yes Liberty Mortgage Services Corp. Wholesale Lending