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 40457.08 Day 54 No 3633.53 91-180 Days A-4 39576.76 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20582.72 Day 54 No 1577.69 <7 Days A-5 19317.47 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11016.67 Day 54 No 91.79 91-180 Days CB-1 12690.96 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2568.76 Day 54 Yes 68.74 91-180 Days CB-2 2990.81 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35513.68 Day 54 Yes 3520.76 31-90 Days CB-3 32116.01 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4500.00 Day 54 Yes 406.44 7-30 Days E-1 4115.12 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4189.26 Day 54 No 231.00 91-180 Days E-2 4340.97 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11271.24 Day 54 No 873.55 31-90 Days G-1 12964.47 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19347.83 Day 54 No 745.56 31-90 Days G-2 15614.23 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21166.77 Day 54 No 1911.45 <7 Days G-3 23636.18 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27493.21 Day 54 Yes 1672.67 7-30 Days IG-1 29459.35 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21096.47 Day 54 Yes 1972.20 31-90 Days IG-2 19325.08 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23815.85 Day 54 Yes 928.06 91-180 Days S-1 25121.44 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43760.29 Day 54 Yes 1553.96 91-180 Days S-2 35717.37 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33640.37 Day 54 Yes 2501.80 91-180 Days S-3 27156.57 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11207.45 Day 54 Yes 112.16 31-90 Days S-4 9218.52 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38647.27 Day 54 Yes 3184.29 91-180 Days S-5 32165.03 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34275.96 Day 54 Yes 517.81 91-180 Days S-6 27938.08 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24893.94 Day 54 Yes 750.51 91-180 Days S-7 22289.44 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5805.00 Day 55 Yes 112.51 91-180 Days A-0-Q 6012.11 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28178.66 Day 55 No 1398.23 <7 Days A-1-Q 26504.36 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10360.52 Day 55 No 210.24 7-30 Days A-2-Q 10908.98 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19945.26 Day 55 Yes 504.75 31-90 Days A-3-Q 22038.86 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38508.06 Day 55 Yes 1550.86 7-30 Days A-4-Q 36834.92 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43492.44 Day 55 No 1606.61 31-90 Days A-5-Q 49273.19 Full No Trading