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 16654.31 Open Yes 1003.62 <7 Days E-3 17466.53 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3879.96 Open Yes 167.31 7-30 Days E-4 3357.17 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23188.06 Open No 1697.91 7-30 Days E-5 24460.61 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23960.13 Open No 940.59 91-180 Days E-6 25128.36 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28831.95 Open No 2578.23 7-30 Days E-7 28488.21 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5111.81 Open No 141.90 7-30 Days E-8 4496.95 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11890.98 Open Yes 605.10 7-30 Days E-9 11483.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27597.95 Open No 1345.13 91-180 Days G-4 22625.39 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37036.93 Open Yes 1670.62 31-90 Days IG-3 37184.54 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16805.66 Open Yes 344.67 <7 Days IG-4 16778.94 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8926.02 Open No 233.27 <7 Days IG-5 9391.15 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36920.65 Open No 1776.20 7-30 Days IG-6 30200.72 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3742.67 Open No 88.93 <7 Days IG-7 3661.99 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2479.57 Open Yes 83.03 91-180 Days IG-8 2377.34 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38742.53 Open No 3142.46 91-180 Days L-1 40796.03 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7191.77 Open No 397.07 31-90 Days L-10 7921.87 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8479.77 Open No 746.17 31-90 Days L-11 8893.89 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27129.54 Open Yes 1854.46 7-30 Days L-2 28527.61 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35886.37 Open Yes 1128.24 31-90 Days L-3 31896.06 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2513.23 Open No 101.28 91-180 Days L-4 2270.60 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34032.16 Open Yes 2739.72 <7 Days L-5 29014.56 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40676.79 Open No 913.44 <7 Days L-6 43699.33 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22774.82 Open No 173.46 31-90 Days L-7 20943.42 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1215.97 Open No 60.99 7-30 Days L-8 1379.46 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3033.73 Open No 169.28 <7 Days L-9 2965.32 Full No Investment Banking