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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37590.80 Day 18 Yes 822.81 31-90 Days E-1-Q 32828.70 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5948.76 Day 18 Yes 430.33 91-180 Days E-2-Q 6629.00 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22067.49 Day 18 Yes 1865.58 31-90 Days IG-1-Q 25466.30 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10202.97 Day 18 Yes 833.73 31-90 Days IG-2-Q 10741.22 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39429.25 Day 18 No 2398.82 91-180 Days C-1 32945.62 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24983.83 Day 18 Yes 1879.87 <7 Days CB-4 24306.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27604.84 Day 18 No 2668.76 <7 Days E-10 30807.05 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29947.49 Day 18 No 13.71 7-30 Days E-3 31845.98 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6599.64 Day 18 No 533.70 91-180 Days E-4 6171.40 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30123.36 Day 18 No 2775.30 7-30 Days E-5 29531.08 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6681.40 Day 18 Yes 7.47 91-180 Days E-6 7775.43 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3730.61 Day 18 Yes 332.22 7-30 Days E-7 3560.80 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28391.05 Day 18 Yes 2165.37 <7 Days E-8 24044.08 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20015.78 Day 18 Yes 543.93 <7 Days E-9 20244.22 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32758.67 Day 18 No 118.96 91-180 Days G-4 27631.93 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39141.57 Day 18 No 2361.02 91-180 Days IG-3 42679.67 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20853.88 Day 18 No 1653.24 <7 Days IG-4 21234.61 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 472.92 Day 18 Yes 38.95 <7 Days IG-5 542.75 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17637.59 Day 18 Yes 1227.22 7-30 Days IG-6 17648.59 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4534.86 Day 18 Yes 310.04 31-90 Days IG-7 3643.91 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24398.03 Day 18 Yes 2289.81 31-90 Days IG-8 26930.03 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18885.89 Day 18 No 351.51 91-180 Days L-1 21186.79 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15241.77 Day 18 No 707.31 91-180 Days L-10 16642.08 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42413.17 Day 18 Yes 3557.31 31-90 Days L-11 46339.86 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17341.81 Day 18 Yes 1489.86 31-90 Days L-2 19275.38 Full No Treasury