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 35482.72 91 - 120 Days No 665.35 7-30 Days S-5-Q 36301.92 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1241.96 91 - 120 Days Yes 57.29 7-30 Days S-6-Q 1106.69 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26877.59 91 - 120 Days No 80.16 <7 Days S-7-Q 22349.01 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8163.62 91 - 120 Days Yes 493.64 91-180 Days E-1-Q 8074.43 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3383.55 91 - 120 Days Yes 99.05 <7 Days E-2-Q 3611.50 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17347.82 91 - 120 Days No 1023.43 <7 Days IG-1-Q 14081.73 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34095.04 91 - 120 Days No 701.19 7-30 Days IG-2-Q 38865.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30557.25 91 - 120 Days No 1194.66 31-90 Days C-1 30126.73 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40166.84 91 - 120 Days Yes 3975.63 91-180 Days CB-4 44235.19 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17755.03 91 - 120 Days No 1102.88 <7 Days E-10 20080.19 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43944.89 91 - 120 Days No 4014.79 31-90 Days E-3 47285.11 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15520.29 91 - 120 Days Yes 701.70 31-90 Days E-4 13975.90 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2468.44 91 - 120 Days Yes 133.08 91-180 Days E-5 2930.12 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30009.79 91 - 120 Days No 1855.97 7-30 Days E-6 26621.97 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30710.43 91 - 120 Days Yes 2843.48 <7 Days E-7 35920.24 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24544.50 91 - 120 Days Yes 2242.13 91-180 Days E-8 22110.90 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30753.26 91 - 120 Days Yes 2616.22 7-30 Days E-9 27259.51 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6623.30 91 - 120 Days No 600.66 <7 Days G-4 7818.47 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32982.90 91 - 120 Days No 498.82 <7 Days IG-3 27348.80 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23426.29 91 - 120 Days Yes 1086.17 <7 Days IG-4 20226.05 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 834.04 91 - 120 Days Yes 20.07 31-90 Days IG-5 717.33 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22109.73 91 - 120 Days Yes 1678.91 <7 Days IG-6 25849.74 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26183.94 91 - 120 Days Yes 2427.02 <7 Days IG-7 28625.48 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4051.22 91 - 120 Days No 197.96 31-90 Days IG-8 3966.67 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23165.05 91 - 120 Days No 479.64 <7 Days L-1 27635.98 Partial No Wholesale Lending