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 No 31260.37 Day 32 Yes 1440.98 91-180 Days CB-2 37171.31 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38120.19 Day 32 Yes 3684.43 91-180 Days CB-3 39211.53 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32642.93 Day 32 No 777.74 7-30 Days E-1 32597.01 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4354.22 Day 32 Yes 414.50 <7 Days E-2 4202.98 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3713.10 Day 32 Yes 280.88 <7 Days G-1 3514.91 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23659.24 Day 32 Yes 2349.73 7-30 Days G-2 26115.79 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21456.73 Day 32 No 519.70 7-30 Days G-3 22071.03 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 26267.90 Day 32 No 2583.58 <7 Days IG-1 24444.61 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19798.67 Day 32 No 1522.44 31-90 Days IG-2 20137.14 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23940.59 Day 32 Yes 2235.49 31-90 Days S-1 25770.18 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43126.55 Day 32 No 2447.66 <7 Days S-2 46830.17 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2440.74 Day 32 No 71.73 91-180 Days S-3 2842.99 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2386.41 Day 32 No 151.06 31-90 Days S-4 2741.57 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20831.48 Day 32 No 2002.17 31-90 Days S-5 20339.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34745.85 Day 32 No 879.17 91-180 Days S-6 29437.30 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16377.69 Day 32 No 1545.81 31-90 Days S-7 15876.04 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38863.47 Day 33 Yes 3362.63 91-180 Days A-0-Q 38225.14 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5646.69 Day 33 No 100.76 <7 Days A-1-Q 5425.90 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21438.16 Day 33 Yes 4.58 <7 Days A-2-Q 24029.10 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16120.12 Day 33 Yes 780.08 31-90 Days A-3-Q 17052.92 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30805.54 Day 33 No 420.80 91-180 Days A-4-Q 25000.26 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12709.90 Day 33 Yes 587.75 <7 Days A-5-Q 10480.24 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19870.99 Day 33 Yes 1651.40 91-180 Days CB-1-Q 23458.84 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25557.14 Day 33 No 2508.49 31-90 Days CB-2-Q 27901.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30771.71 Day 33 No 2232.70 7-30 Days S-1-Q 27057.71 Full Yes Liberty Mortgage Services Corp. Investment Banking