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 36781.95 >5 Yr Yes 2709.33 <7 Days Y-3 32755.70 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18591.49 >5 Yr No 282.39 31-90 Days Y-4 16325.59 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28507.23 >5 Yr Yes 1357.24 91-180 Days Z-1 31807.96 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9086.72 >5 Yr Yes 636.52 91-180 Days A-2 10200.23 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42964.55 >5 Yr Yes 2012.34 91-180 Days A-3 35167.99 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12250.37 >5 Yr Yes 299.89 31-90 Days A-4 14378.96 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27865.75 >5 Yr No 2189.59 <7 Days A-5 29360.89 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37651.78 >5 Yr Yes 537.60 31-90 Days CB-1 43520.48 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2905.70 >5 Yr Yes 165.71 7-30 Days CB-2 2393.60 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22996.52 >5 Yr Yes 2051.49 91-180 Days CB-3 19663.46 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12514.30 >5 Yr Yes 642.11 91-180 Days E-1 11610.68 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16463.79 >5 Yr No 994.41 <7 Days E-2 16132.67 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22716.51 >5 Yr No 1619.88 <7 Days G-1 22258.70 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14184.40 >5 Yr Yes 499.60 91-180 Days G-2 13977.19 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29339.35 >5 Yr Yes 2487.32 7-30 Days G-3 29270.07 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27710.98 >5 Yr No 2491.96 <7 Days IG-1 24658.02 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19378.54 >5 Yr Yes 320.94 91-180 Days IG-2 20754.59 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38767.34 >5 Yr Yes 2734.73 31-90 Days S-1 35630.05 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18341.03 >5 Yr No 1470.63 31-90 Days S-2 19483.97 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38168.80 >5 Yr Yes 623.34 91-180 Days S-3 41441.89 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29494.86 >5 Yr No 1984.29 91-180 Days S-4 34290.28 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16026.64 >5 Yr No 1054.06 7-30 Days S-5 17086.67 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4411.61 >5 Yr No 116.81 <7 Days S-6 5245.95 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29964.63 >5 Yr Yes 2155.77 31-90 Days S-7 28452.60 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34293.65 Perpetual No 2683.69 7-30 Days A-0-Q 40027.10 Full No Trading