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) Non-Financial Corporate Yes 28251.22 Day 5 Yes 2079.00 31-90 Days E-2 27429.34 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39527.12 Day 5 Yes 2603.81 31-90 Days G-1 42143.69 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5770.77 Day 5 No 140.07 91-180 Days G-2 6123.03 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9266.83 Day 5 Yes 85.37 <7 Days G-3 9911.69 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38919.85 Day 5 No 2709.83 31-90 Days IG-1 34543.48 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40857.07 Day 5 Yes 3612.00 91-180 Days IG-2 35546.64 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1738.38 Day 5 No 169.68 <7 Days S-1 2009.90 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30091.40 Day 5 Yes 1786.87 <7 Days S-2 35622.02 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25771.25 Day 5 No 347.59 91-180 Days S-3 20641.43 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31293.49 Day 5 Yes 1208.26 91-180 Days S-4 33158.75 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19652.18 Day 5 No 189.33 91-180 Days S-5 16207.58 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29829.52 Day 5 Yes 538.94 31-90 Days S-6 30370.61 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8979.66 Day 5 No 529.41 7-30 Days S-7 10704.49 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17624.01 Day 6 Yes 1299.98 <7 Days A-0-Q 20536.93 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14303.32 Day 6 No 781.59 31-90 Days A-1-Q 14137.75 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27950.20 Day 6 Yes 1817.41 31-90 Days A-2-Q 30294.37 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7436.66 Day 6 No 721.66 31-90 Days A-3-Q 8703.83 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13544.26 Day 6 No 379.71 <7 Days A-4-Q 15398.97 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27224.44 Day 6 No 2198.03 7-30 Days A-5-Q 25252.17 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37611.69 Day 6 Yes 2919.25 <7 Days CB-1-Q 32816.12 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39377.33 Day 6 Yes 649.37 <7 Days CB-2-Q 37317.63 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15537.32 Day 6 No 414.65 <7 Days S-1-Q 14181.54 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5783.74 Day 6 No 473.70 91-180 Days S-2-Q 5491.23 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31004.70 Day 6 No 178.83 91-180 Days S-3-Q 29026.07 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28602.56 Day 6 No 715.45 <7 Days S-4-Q 33494.23 Full No Wholesale Lending