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 1142.79 Day 23 Yes 46.76 <7 Days E-6 921.34 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43871.20 Day 23 No 2220.21 91-180 Days E-7 46326.32 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33326.90 Day 23 No 134.50 91-180 Days E-8 31478.06 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43199.33 Day 23 No 3871.86 <7 Days E-9 43961.28 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 217.24 Day 23 No 19.14 31-90 Days G-4 246.91 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18761.82 Day 23 No 1295.43 <7 Days IG-3 20323.49 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30976.08 Day 23 No 1822.67 91-180 Days IG-4 24983.63 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9977.01 Day 23 Yes 278.41 91-180 Days IG-5 10715.35 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30259.07 Day 23 No 900.03 91-180 Days IG-6 31246.06 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2925.83 Day 23 Yes 105.88 91-180 Days IG-7 3508.68 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22073.64 Day 23 Yes 1834.68 91-180 Days IG-8 20108.46 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42589.18 Day 23 No 962.25 <7 Days L-1 50824.78 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18947.00 Day 23 Yes 741.04 <7 Days L-10 17278.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14097.64 Day 23 No 67.79 7-30 Days L-11 12042.81 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18198.22 Day 23 Yes 1509.56 31-90 Days L-2 15825.52 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20474.43 Day 23 No 1236.62 91-180 Days L-3 16961.13 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29444.45 Day 23 No 2475.86 91-180 Days L-4 26186.49 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21891.21 Day 23 Yes 546.40 91-180 Days L-5 22860.38 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31385.50 Day 23 Yes 632.46 <7 Days L-6 25676.56 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3394.51 Day 23 No 108.87 7-30 Days L-7 3320.03 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38239.11 Day 23 Yes 457.68 7-30 Days L-8 31052.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33381.06 Day 23 No 725.54 7-30 Days L-9 32542.18 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41172.56 Day 23 Yes 3682.28 31-90 Days LC-1 36935.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25992.94 Day 23 No 2179.88 91-180 Days LC-2 30701.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33891.89 Day 23 No 858.22 91-180 Days N-1 36493.14 Partial No Trading