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 No 39605.96 Day 5 Yes 2716.93 31-90 Days N-4 37417.84 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7168.09 Day 5 No 140.56 7-30 Days N-5 7288.03 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7462.44 Day 5 Yes 678.73 31-90 Days N-6 6120.98 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19762.31 Day 5 No 53.91 7-30 Days N-7 20965.82 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24996.57 Day 5 Yes 1558.61 31-90 Days P-1 22796.72 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32924.17 Day 5 No 2633.95 91-180 Days P-2 27517.05 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16190.84 Day 5 Yes 1142.74 7-30 Days S-8 15958.59 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23700.54 Day 5 Yes 1994.21 <7 Days Y-1 24152.18 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28254.71 Day 5 No 723.11 7-30 Days Y-2 23118.78 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39772.05 Day 5 No 3846.60 91-180 Days Y-3 32591.64 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22184.30 Day 5 No 1035.11 31-90 Days Y-4 21953.77 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6373.17 Day 5 No 585.03 7-30 Days Z-1 5942.33 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31743.45 Day 5 Yes 2879.57 91-180 Days A-2 28184.45 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17906.77 Day 5 No 923.49 7-30 Days A-3 16173.56 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18159.48 Day 5 No 1602.24 7-30 Days A-4 16304.30 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35243.55 Day 5 No 307.27 31-90 Days A-5 40968.38 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40817.31 Day 5 Yes 2886.20 31-90 Days CB-1 33706.57 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42553.54 Day 5 No 3288.94 31-90 Days CB-2 49568.86 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14441.95 Day 5 No 1286.87 91-180 Days CB-3 16322.16 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36551.55 Day 5 No 501.69 7-30 Days E-1 41652.06 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21667.02 Day 5 No 1299.05 31-90 Days E-2 18766.79 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29089.01 Day 5 Yes 189.57 7-30 Days G-1 28613.30 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35783.87 Day 5 No 2752.92 91-180 Days G-2 32372.96 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36782.71 Day 5 No 2787.53 31-90 Days G-3 36974.79 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35665.44 Day 5 No 1281.52 7-30 Days IG-1 34055.26 Partial Yes Liberty Capital Markets Inc. Investment Banking