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 21035.51 Day 42 Yes 426.80 7-30 Days Y-1 24330.81 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25641.51 Day 42 Yes 1456.84 <7 Days Y-2 24216.91 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29892.53 Day 42 No 1167.68 7-30 Days Y-3 27014.06 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40889.49 Day 42 No 3772.31 91-180 Days Y-4 47438.06 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14519.27 Day 42 Yes 1321.39 <7 Days Z-1 16399.80 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18956.94 Day 42 No 824.38 91-180 Days A-2 20483.04 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16508.49 Day 42 No 1391.42 91-180 Days A-3 15130.09 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7064.69 Day 42 No 398.58 91-180 Days A-4 5873.35 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15826.56 Day 42 No 1540.86 31-90 Days A-5 14379.49 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5254.78 Day 42 Yes 151.74 31-90 Days CB-1 5260.59 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38597.68 Day 42 Yes 3135.52 7-30 Days CB-2 42019.24 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43174.26 Day 42 No 3612.29 91-180 Days CB-3 42202.53 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5591.53 Day 42 No 383.85 7-30 Days E-1 5500.30 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36342.65 Day 42 Yes 1730.00 <7 Days E-2 37694.13 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30327.57 Day 42 Yes 1502.56 91-180 Days G-1 34333.94 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37057.10 Day 42 No 153.05 91-180 Days G-2 39439.50 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30268.92 Day 42 No 1825.01 <7 Days G-3 28615.16 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36395.12 Day 42 No 1907.89 <7 Days IG-1 32733.75 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41514.05 Day 42 Yes 3377.80 31-90 Days IG-2 36222.74 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19130.78 Day 42 Yes 1635.63 7-30 Days S-1 21141.73 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28864.53 Day 42 No 2755.74 31-90 Days S-2 31810.75 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5364.24 Day 42 Yes 226.90 91-180 Days S-3 5572.75 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17895.02 Day 42 No 330.38 <7 Days S-4 20611.04 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26005.64 Day 42 No 790.97 91-180 Days S-5 30181.13 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39766.55 Day 42 Yes 3514.20 7-30 Days S-6 42770.88 None No Capital Markets