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 41614.05 Open Yes 689.46 31-90 Days E-2 34500.55 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2619.20 Open Yes 138.90 7-30 Days G-1 2606.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30843.60 Open Yes 275.73 7-30 Days G-2 34429.72 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9282.83 Open No 285.94 7-30 Days G-3 7781.52 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30938.29 Open No 2944.88 31-90 Days IG-1 30679.25 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30269.73 Open No 1413.36 <7 Days IG-2 29593.95 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32032.94 Open No 1312.65 91-180 Days S-1 29532.30 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35296.55 Open No 3500.11 <7 Days S-2 30483.01 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31343.25 Open No 1335.79 91-180 Days S-3 35169.18 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8072.44 Open Yes 767.35 <7 Days S-4 9260.67 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20306.14 Open No 1281.81 <7 Days S-5 23302.41 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24741.47 Open Yes 2318.97 7-30 Days S-6 27243.08 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38261.12 Open Yes 436.76 7-30 Days S-7 35938.08 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38144.97 Day 1 No 3291.65 7-30 Days A-0-Q 32607.72 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11412.61 Day 1 No 722.93 91-180 Days A-1-Q 11957.80 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1448.95 Day 1 Yes 5.15 7-30 Days A-2-Q 1281.80 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42485.21 Day 1 No 1312.49 7-30 Days A-3-Q 42096.98 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3195.24 Day 1 Yes 31.00 <7 Days A-4-Q 2861.19 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26052.18 Day 1 No 1024.12 91-180 Days A-5-Q 27059.63 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35719.41 Day 1 No 1693.32 <7 Days CB-1-Q 34719.61 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6234.83 Day 1 No 499.57 7-30 Days CB-2-Q 5583.76 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18626.46 Day 1 No 592.85 7-30 Days S-1-Q 17679.91 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18239.03 Day 1 Yes 846.32 91-180 Days S-2-Q 18570.51 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23583.02 Day 1 Yes 795.48 7-30 Days S-3-Q 25717.99 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16878.42 Day 1 No 1016.91 <7 Days S-4-Q 16070.09 None No Wholesale Lending