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 No 43652.17 Day 21 Yes 1982.87 91-180 Days A-2-Q 43049.25 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25270.19 Day 21 No 2050.10 <7 Days A-3-Q 22315.55 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2497.40 Day 21 Yes 244.78 <7 Days A-4-Q 2165.16 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39422.63 Day 21 Yes 3676.46 91-180 Days A-5-Q 41857.27 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18495.53 Day 21 No 417.47 <7 Days CB-1-Q 19307.69 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29354.09 Day 21 No 1496.72 31-90 Days CB-2-Q 31840.14 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19023.24 Day 21 No 178.31 31-90 Days S-1-Q 20212.00 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33536.51 Day 21 Yes 171.53 91-180 Days S-2-Q 32407.38 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16199.63 Day 21 Yes 155.85 31-90 Days S-3-Q 19027.02 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 43147.48 Day 21 No 49.87 7-30 Days S-4-Q 47729.89 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10108.91 Day 21 No 32.05 91-180 Days CB-3-Q 11790.83 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25237.03 Day 21 No 624.35 31-90 Days G-1-Q 21489.25 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13417.31 Day 21 Yes 846.57 <7 Days G-2-Q 14406.75 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28347.26 Day 21 Yes 1580.99 31-90 Days G-3-Q 26787.52 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13135.24 Day 21 No 73.70 <7 Days S-5-Q 11387.17 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34496.02 Day 21 No 3362.30 91-180 Days S-6-Q 32092.20 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7587.03 Day 21 No 261.05 91-180 Days S-7-Q 6690.31 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33377.09 Day 21 No 1040.62 <7 Days E-1-Q 27429.77 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23295.35 Day 21 Yes 698.48 31-90 Days E-2-Q 19432.61 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16897.14 Day 21 No 597.05 <7 Days IG-1-Q 14079.90 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13236.62 Day 21 No 1090.11 7-30 Days IG-2-Q 10662.46 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34401.39 Day 21 No 857.44 31-90 Days C-1 30857.36 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43296.57 Day 21 No 588.57 7-30 Days CB-4 47073.43 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25714.63 Day 21 No 861.75 7-30 Days E-10 30699.37 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9307.81 Day 21 Yes 276.49 91-180 Days E-3 10753.12 Partial No Capital Markets