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 41386.70 Day 50 Yes 3371.17 31-90 Days E-3 47223.00 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16665.43 Day 50 Yes 308.86 <7 Days E-4 14895.68 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31769.48 Day 50 Yes 609.55 91-180 Days E-5 33693.15 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22658.35 Day 50 No 1380.88 7-30 Days E-6 21546.34 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42845.16 Day 50 No 3784.32 <7 Days E-7 35720.99 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4263.72 Day 50 Yes 243.91 <7 Days E-8 4551.08 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7302.58 Day 50 Yes 407.84 31-90 Days E-9 6193.75 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21220.16 Day 50 Yes 135.40 31-90 Days G-4 17985.33 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17231.62 Day 50 No 165.31 31-90 Days IG-3 18004.39 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23188.27 Day 50 No 860.52 7-30 Days IG-4 21271.56 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42566.93 Day 50 Yes 4017.30 91-180 Days IG-5 50021.97 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40048.05 Day 50 No 3626.46 91-180 Days IG-6 32606.10 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32924.02 Day 50 Yes 2272.90 7-30 Days IG-7 37724.58 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22369.57 Day 50 No 2226.47 7-30 Days IG-8 24906.54 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43641.70 Day 50 Yes 1337.62 91-180 Days L-1 42900.77 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19537.52 Day 50 Yes 1393.09 7-30 Days L-10 19590.91 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20011.46 Day 50 No 737.75 7-30 Days L-11 18538.87 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18117.64 Day 50 No 372.17 <7 Days L-2 16622.77 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21869.55 Day 50 No 2106.22 7-30 Days L-3 22725.45 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5723.62 Day 50 Yes 50.75 31-90 Days L-4 4756.21 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8575.26 Day 50 Yes 117.10 91-180 Days L-5 8463.42 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38319.89 Day 50 Yes 3437.37 <7 Days L-6 38246.72 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30900.67 Day 50 Yes 1137.72 91-180 Days L-7 26969.26 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42158.24 Day 50 No 1425.05 31-90 Days L-8 38796.90 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7844.45 Day 50 No 604.76 31-90 Days L-9 7186.79 Partial Yes Liberty Wealth Management LLC Capital Markets