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 16516.37 Day 59 Yes 876.09 7-30 Days E-1 14147.59 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31423.73 Day 59 Yes 2831.78 <7 Days E-2 33024.10 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22347.32 Day 59 Yes 1824.17 91-180 Days G-1 26065.79 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36409.46 Day 59 No 3124.73 31-90 Days G-2 37990.08 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11726.64 Day 59 Yes 635.79 7-30 Days G-3 13084.44 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26558.92 Day 59 No 1049.43 <7 Days IG-1 28845.03 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19672.68 Day 59 No 412.74 <7 Days IG-2 18048.91 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22803.31 Day 59 Yes 1104.83 7-30 Days S-1 22051.89 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34782.55 Day 59 No 3404.47 91-180 Days S-2 28457.81 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12959.90 Day 59 Yes 1267.18 91-180 Days S-3 13961.38 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5973.20 Day 59 No 28.02 91-180 Days S-4 6051.00 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22251.32 Day 59 No 470.77 91-180 Days S-5 24699.40 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13595.45 Day 59 No 1203.74 31-90 Days S-6 16309.30 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25503.35 Day 59 Yes 34.32 7-30 Days S-7 21646.33 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7161.77 Day 60 Yes 464.12 91-180 Days A-0-Q 8465.30 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38857.98 Day 60 No 2036.39 31-90 Days A-1-Q 42261.33 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14282.74 Day 60 Yes 516.74 91-180 Days A-2-Q 15550.87 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42089.50 Day 60 No 3550.48 <7 Days A-3-Q 41019.06 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16647.75 Day 60 No 128.96 91-180 Days A-4-Q 14606.20 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36476.23 Day 60 Yes 748.56 31-90 Days A-5-Q 40990.55 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35953.82 Day 60 No 3318.76 91-180 Days CB-1-Q 38543.05 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14550.27 Day 60 Yes 1199.94 91-180 Days CB-2-Q 15945.99 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36834.16 Day 60 Yes 715.00 31-90 Days S-1-Q 35627.81 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1435.13 Day 60 No 114.23 7-30 Days S-2-Q 1332.78 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35577.85 Day 60 No 1738.74 <7 Days S-3-Q 31490.63 Partial Yes Liberty Capital Markets Inc. Investment Banking