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 Yes 10046.03 Day 45 Yes 506.93 7-30 Days L-5 11748.75 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38453.13 Day 45 No 3272.79 <7 Days L-6 42972.25 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40313.29 Day 45 No 1880.44 7-30 Days L-7 39900.31 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6353.04 Day 45 No 587.31 7-30 Days L-8 7560.79 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26375.40 Day 45 No 1134.18 7-30 Days L-9 27406.89 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40729.92 Day 45 Yes 1689.23 31-90 Days LC-1 42191.86 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1546.10 Day 45 No 39.90 7-30 Days LC-2 1630.80 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1459.49 Day 45 No 34.27 91-180 Days N-1 1276.64 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18509.69 Day 45 Yes 172.94 <7 Days N-2 19867.98 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13405.12 Day 45 Yes 881.23 31-90 Days N-3 14161.83 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13961.41 Day 45 No 579.73 <7 Days N-4 15012.04 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39474.97 Day 45 Yes 3036.21 31-90 Days N-5 35977.32 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22509.16 Day 45 Yes 711.75 91-180 Days N-6 18193.73 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18654.88 Day 45 No 185.39 7-30 Days N-7 22220.09 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16091.92 Day 45 No 1156.09 7-30 Days P-1 15393.44 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18627.29 Day 45 No 478.81 7-30 Days P-2 16271.00 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20993.48 Day 45 No 1298.67 31-90 Days S-8 22452.59 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36428.02 Day 45 Yes 864.03 <7 Days Y-1 35287.32 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14084.40 Day 45 Yes 796.00 91-180 Days Y-2 14680.65 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8776.76 Day 45 No 272.03 91-180 Days Y-3 8824.57 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3133.76 Day 45 No 192.97 91-180 Days Y-4 3343.75 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36621.88 Day 45 Yes 3515.14 <7 Days Z-1 43256.03 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30483.92 Day 45 No 890.06 7-30 Days A-2 35831.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42629.99 Day 45 No 195.35 31-90 Days A-3 34579.38 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43144.84 Day 45 Yes 2220.77 <7 Days A-4 37420.53 None No Capital Markets