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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38038.28 Day 28 No 691.40 31-90 Days CB-2-Q 35479.55 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27560.48 Day 28 No 2525.21 <7 Days S-1-Q 28786.16 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19056.39 Day 28 Yes 1332.36 <7 Days S-2-Q 21285.89 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23701.91 Day 28 No 445.98 31-90 Days S-3-Q 26077.21 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32243.29 Day 28 No 3138.06 7-30 Days S-4-Q 28520.28 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1007.62 Day 28 Yes 27.71 91-180 Days CB-3-Q 993.36 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31574.07 Day 28 Yes 1299.87 7-30 Days G-1-Q 34576.16 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9741.67 Day 28 No 553.69 7-30 Days G-2-Q 10898.57 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35666.58 Day 28 Yes 1429.23 7-30 Days G-3-Q 29715.53 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 44076.07 Day 28 Yes 461.37 31-90 Days S-5-Q 36606.23 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33766.95 Day 28 No 3092.11 7-30 Days S-6-Q 32760.90 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33017.95 Day 28 No 2529.11 31-90 Days S-7-Q 31383.82 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8781.30 Day 28 No 833.94 91-180 Days E-1-Q 7428.04 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39008.12 Day 28 No 1273.84 7-30 Days E-2-Q 34362.33 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23501.47 Day 28 No 2160.92 91-180 Days IG-1-Q 23292.50 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13266.69 Day 28 No 45.57 91-180 Days IG-2-Q 12773.71 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20967.56 Day 28 Yes 253.32 7-30 Days C-1 19086.56 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41652.83 Day 28 Yes 2402.59 91-180 Days CB-4 46325.26 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6283.81 Day 28 No 539.32 <7 Days E-10 5720.27 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23414.46 Day 28 Yes 1398.42 91-180 Days E-3 27495.59 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35871.93 Day 28 Yes 447.89 <7 Days E-4 30166.57 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 271.26 Day 28 No 4.96 <7 Days E-5 323.33 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6135.72 Day 28 Yes 263.04 <7 Days E-6 5835.65 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13849.78 Day 28 Yes 425.88 7-30 Days E-7 15961.24 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10507.03 Day 28 No 103.57 <7 Days E-8 11555.86 None No Investment Banking