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 479.78 Day 8 Yes 12.74 91-180 Days G-2-Q 565.63 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25655.62 Day 8 Yes 2362.15 31-90 Days G-3-Q 21266.47 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24418.45 Day 8 Yes 2140.55 7-30 Days S-5-Q 24208.01 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18736.43 Day 8 No 1608.33 91-180 Days S-6-Q 16846.15 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8851.01 Day 8 No 233.99 7-30 Days S-7-Q 7588.24 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38822.19 Day 8 No 369.91 7-30 Days E-1-Q 39757.41 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42592.21 Day 8 No 3801.50 91-180 Days E-2-Q 47574.26 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6231.48 Day 8 Yes 612.64 7-30 Days IG-1-Q 5401.02 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13263.99 Day 8 Yes 434.21 31-90 Days IG-2-Q 13008.17 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43430.85 Day 8 Yes 2328.92 31-90 Days C-1 49384.13 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21245.58 Day 8 No 1660.76 91-180 Days CB-4 19597.01 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9131.43 Day 8 No 272.76 7-30 Days E-10 10136.48 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2288.67 Day 8 Yes 122.00 <7 Days E-3 2272.18 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16019.59 Day 8 No 1152.14 91-180 Days E-4 16963.56 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11623.50 Day 8 Yes 7.04 91-180 Days E-5 11691.17 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26926.75 Day 8 Yes 2008.22 31-90 Days E-6 25436.62 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18396.95 Day 8 No 44.77 <7 Days E-7 18076.43 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12650.86 Day 8 Yes 989.27 <7 Days E-8 14386.67 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29508.80 Day 8 No 1693.57 <7 Days E-9 32263.67 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31409.78 Day 8 Yes 1612.85 91-180 Days G-4 25702.87 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36441.78 Day 8 No 714.08 31-90 Days IG-3 37640.63 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14449.24 Day 8 Yes 1343.15 31-90 Days IG-4 13177.92 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35649.97 Day 8 Yes 1309.48 <7 Days IG-5 33702.53 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35915.35 Day 8 Yes 2424.37 <7 Days IG-6 41733.52 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30761.73 Day 8 No 2016.72 91-180 Days IG-7 28691.09 Partial Yes Liberty Mortgage Services Corp. Trading