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 27490.55 Day 18 Yes 1517.43 <7 Days L-3 25236.65 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19830.31 Day 18 No 731.51 7-30 Days L-4 19097.82 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9884.67 Day 18 Yes 544.05 31-90 Days L-5 8470.06 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19492.23 Day 18 Yes 505.13 31-90 Days L-6 21481.31 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26612.97 Day 18 No 1158.34 91-180 Days L-7 30512.36 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25008.91 Day 18 Yes 1093.97 91-180 Days L-8 23839.34 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42495.67 Day 18 No 736.57 <7 Days L-9 49312.82 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15533.59 Day 18 No 1063.67 91-180 Days LC-1 12979.95 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40482.85 Day 18 Yes 896.05 31-90 Days LC-2 37308.29 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10766.30 Day 18 Yes 564.33 91-180 Days N-1 9179.50 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4802.15 Day 18 Yes 211.47 7-30 Days N-2 5338.86 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16844.38 Day 18 Yes 530.25 7-30 Days N-3 18085.86 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13442.36 Day 18 Yes 319.69 7-30 Days N-4 15759.44 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7952.02 Day 18 Yes 280.46 <7 Days N-5 7479.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4053.74 Day 18 No 76.49 31-90 Days N-6 3415.38 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 58.22 Day 18 Yes 3.37 <7 Days N-7 64.81 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18057.09 Day 18 No 1627.17 7-30 Days P-1 16551.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24813.82 Day 18 No 2197.20 31-90 Days P-2 23368.49 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40698.71 Day 18 No 1653.10 31-90 Days S-8 43267.29 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3381.26 Day 18 Yes 109.57 91-180 Days Y-1 3705.79 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17220.19 Day 18 Yes 1482.70 91-180 Days Y-2 16781.33 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32493.53 Day 18 Yes 1332.26 <7 Days Y-3 29822.35 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34669.64 Day 18 No 232.23 31-90 Days Y-4 34456.11 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36321.55 Day 18 Yes 3117.24 7-30 Days Z-1 31906.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26426.62 Day 18 No 979.73 <7 Days A-2 28218.76 Partial Yes Liberty Wealth Management LLC Wholesale Lending