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 6325.92 Day 58 No 0.81 31-90 Days Y-2 6312.44 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25660.40 Day 58 Yes 2289.07 91-180 Days Y-3 22195.51 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20111.15 Day 58 Yes 489.83 <7 Days Y-4 17449.82 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31967.05 Day 58 No 1026.98 <7 Days Z-1 29330.49 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18669.77 Day 58 No 1414.48 31-90 Days A-2 15314.47 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18386.04 Day 58 No 960.28 31-90 Days A-3 16934.94 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7165.12 Day 58 Yes 308.82 7-30 Days A-4 7063.70 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21739.77 Day 58 Yes 1320.74 <7 Days A-5 19167.99 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18764.87 Day 58 No 1797.35 7-30 Days CB-1 22296.31 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20471.98 Day 58 Yes 959.77 91-180 Days CB-2 20896.15 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17154.87 Day 58 No 1225.03 91-180 Days CB-3 16941.98 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29256.52 Day 58 Yes 1880.88 31-90 Days E-1 25612.44 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24284.71 Day 58 Yes 1283.30 31-90 Days E-2 27131.09 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18353.40 Day 58 Yes 473.26 <7 Days G-1 19578.11 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13222.33 Day 58 No 308.75 7-30 Days G-2 14763.34 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26942.61 Day 58 No 2313.86 7-30 Days G-3 31408.64 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35043.51 Day 58 Yes 2373.90 <7 Days IG-1 35072.18 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31149.47 Day 58 Yes 1665.13 31-90 Days IG-2 29798.88 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35275.35 Day 58 Yes 1045.40 <7 Days S-1 37378.71 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36785.08 Day 58 No 1044.08 31-90 Days S-2 39127.32 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33223.91 Day 58 Yes 230.57 7-30 Days S-3 34025.26 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29141.67 Day 58 No 1145.16 <7 Days S-4 28796.10 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29964.58 Day 58 No 2884.51 31-90 Days S-5 26415.24 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41567.68 Day 58 Yes 4021.43 31-90 Days S-6 34472.36 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24664.21 Day 58 Yes 2378.53 31-90 Days S-7 22750.28 None No Wholesale Lending