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 29016.63 271 - 364 Days Yes 2073.27 31-90 Days S-1-Q 34555.93 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3156.62 271 - 364 Days Yes 257.93 <7 Days S-2-Q 3397.79 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26168.17 271 - 364 Days No 1323.49 7-30 Days S-3-Q 23191.22 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6610.56 271 - 364 Days Yes 163.81 <7 Days S-4-Q 5983.07 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3254.59 271 - 364 Days Yes 20.32 7-30 Days CB-3-Q 2900.86 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40987.33 271 - 364 Days Yes 3320.10 91-180 Days G-1-Q 34293.14 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20937.87 271 - 364 Days Yes 174.35 31-90 Days G-2-Q 20707.52 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38155.78 271 - 364 Days No 1917.07 7-30 Days G-3-Q 38882.70 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32547.70 271 - 364 Days Yes 1348.36 31-90 Days S-5-Q 38164.66 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7799.74 271 - 364 Days No 232.40 31-90 Days S-6-Q 6371.26 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8006.79 271 - 364 Days Yes 178.71 7-30 Days S-7-Q 7710.20 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6961.32 271 - 364 Days Yes 467.17 91-180 Days E-1-Q 6209.88 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 339.07 271 - 364 Days Yes 15.84 7-30 Days E-2-Q 323.09 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24485.20 271 - 364 Days No 2089.89 31-90 Days IG-1-Q 26384.30 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6691.10 271 - 364 Days No 519.16 31-90 Days IG-2-Q 5541.67 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30615.83 271 - 364 Days Yes 1527.94 31-90 Days C-1 29826.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20121.80 271 - 364 Days Yes 565.95 91-180 Days CB-4 22847.65 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8778.55 271 - 364 Days Yes 252.00 7-30 Days E-10 10273.46 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23509.82 271 - 364 Days No 523.35 91-180 Days E-3 25638.17 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28627.43 271 - 364 Days No 2246.97 <7 Days E-4 29573.40 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40860.17 271 - 364 Days Yes 3634.50 31-90 Days E-5 42549.20 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 21032.14 271 - 364 Days No 118.71 91-180 Days E-6 16958.85 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42292.31 271 - 364 Days No 3944.77 91-180 Days E-7 36876.30 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14846.03 271 - 364 Days Yes 893.23 91-180 Days E-8 13412.66 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4250.54 271 - 364 Days No 227.68 31-90 Days E-9 4993.21 Full No Trading