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 6016.53 151 - 179 Days No 10.33 <7 Days G-1-Q 5065.18 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26392.16 151 - 179 Days Yes 1015.39 7-30 Days G-2-Q 30072.33 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38966.28 151 - 179 Days No 868.96 91-180 Days G-3-Q 40478.08 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19548.90 151 - 179 Days No 1485.21 <7 Days S-5-Q 21219.24 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31277.59 151 - 179 Days No 1224.00 <7 Days S-6-Q 35951.33 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16591.41 151 - 179 Days Yes 803.47 91-180 Days S-7-Q 15601.65 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26765.35 151 - 179 Days Yes 241.72 91-180 Days E-1-Q 30236.44 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39645.35 151 - 179 Days Yes 3221.92 <7 Days E-2-Q 41061.90 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21848.44 151 - 179 Days No 592.96 7-30 Days IG-1-Q 17911.18 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23986.05 151 - 179 Days Yes 2282.83 31-90 Days IG-2-Q 27673.66 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12780.19 151 - 179 Days Yes 1148.65 91-180 Days C-1 11151.02 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7337.71 151 - 179 Days Yes 50.91 <7 Days CB-4 7037.77 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5007.55 151 - 179 Days Yes 162.32 31-90 Days E-10 5988.00 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29645.60 151 - 179 Days No 622.42 91-180 Days E-3 28607.29 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33154.77 151 - 179 Days Yes 1085.09 91-180 Days E-4 39619.25 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40596.98 151 - 179 Days Yes 1587.49 7-30 Days E-5 44159.88 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16685.21 151 - 179 Days Yes 561.43 31-90 Days E-6 19719.02 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42693.07 151 - 179 Days Yes 2930.10 7-30 Days E-7 36290.20 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15101.43 151 - 179 Days No 911.44 91-180 Days E-8 15602.80 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15098.65 151 - 179 Days No 1506.35 7-30 Days E-9 12592.70 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30748.32 151 - 179 Days No 1777.37 31-90 Days G-4 30092.29 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37079.35 151 - 179 Days Yes 2563.51 <7 Days IG-3 38719.82 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39658.36 151 - 179 Days No 2097.48 91-180 Days IG-4 42492.94 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40825.88 151 - 179 Days No 397.36 91-180 Days IG-5 48332.68 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2771.41 151 - 179 Days Yes 103.98 <7 Days IG-6 2549.74 Full Yes Liberty International Finance Ltd. Trading