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 6001.46 Day 44 Yes 446.09 91-180 Days P-1 6581.10 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31043.25 Day 44 No 809.28 31-90 Days P-2 29257.83 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4025.67 Day 44 No 286.77 91-180 Days S-8 4106.83 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3651.76 Day 44 Yes 81.93 91-180 Days Y-1 3246.03 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7791.95 Day 44 No 171.94 7-30 Days Y-2 8110.60 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4146.38 Day 44 No 74.28 <7 Days Y-3 4127.49 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40681.93 Day 44 Yes 2578.62 91-180 Days Y-4 47569.36 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10920.46 Day 44 No 717.60 31-90 Days Z-1 11315.98 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23490.66 Day 44 No 2180.99 91-180 Days A-2 26239.32 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7243.90 Day 44 Yes 134.32 <7 Days A-3 7086.65 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32609.62 Day 44 No 1443.15 91-180 Days A-4 31651.33 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5670.94 Day 44 No 166.28 91-180 Days A-5 4639.27 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13235.75 Day 44 Yes 1302.77 31-90 Days CB-1 12839.56 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21996.75 Day 44 No 1542.21 91-180 Days CB-2 21255.01 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31361.97 Day 44 No 1294.43 <7 Days CB-3 26306.62 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2017.29 Day 44 Yes 122.86 <7 Days E-1 2032.40 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15112.82 Day 44 Yes 1510.16 7-30 Days E-2 14746.46 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12981.26 Day 44 No 42.92 31-90 Days G-1 13429.17 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1751.54 Day 44 No 113.94 <7 Days G-2 2029.66 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14307.50 Day 44 No 257.03 91-180 Days G-3 12121.35 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36537.20 Day 44 Yes 646.52 31-90 Days IG-1 34833.83 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4998.62 Day 44 No 399.06 31-90 Days IG-2 5903.65 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26707.12 Day 44 No 1226.66 91-180 Days S-1 27393.85 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6342.41 Day 44 Yes 544.33 91-180 Days S-2 6307.74 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39535.94 Day 44 Yes 2927.98 91-180 Days S-3 46690.33 Full Yes Liberty Wealth Management LLC Trading