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 8249.94 Day 23 No 243.57 91-180 Days N-2 6736.94 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12875.61 Day 23 No 806.41 7-30 Days N-3 14755.86 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2955.29 Day 23 No 271.66 7-30 Days N-4 2436.90 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33235.03 Day 23 No 2986.61 31-90 Days N-5 32804.17 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28573.58 Day 23 Yes 445.93 91-180 Days N-6 26368.42 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36624.03 Day 23 No 2614.33 <7 Days N-7 41742.69 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25279.35 Day 23 No 2394.78 7-30 Days P-1 22626.60 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2738.82 Day 23 No 139.61 91-180 Days P-2 3174.30 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12783.13 Day 23 No 1277.25 7-30 Days S-8 13755.23 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23431.70 Day 23 No 1620.04 91-180 Days Y-1 26224.24 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34087.80 Day 23 Yes 59.18 7-30 Days Y-2 28322.15 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31030.29 Day 23 No 2372.83 31-90 Days Y-3 26298.07 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17974.15 Day 23 No 1255.20 91-180 Days Y-4 17895.26 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30387.15 Day 23 Yes 1018.34 <7 Days Z-1 31615.32 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32972.19 Day 23 Yes 1419.09 7-30 Days A-2 36704.70 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27524.27 Day 23 No 1092.87 7-30 Days A-3 27913.29 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12573.81 Day 23 No 793.67 31-90 Days A-4 11798.31 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42182.09 Day 23 No 1426.87 <7 Days A-5 47902.94 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40558.99 Day 23 No 2442.90 7-30 Days CB-1 40511.20 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4646.22 Day 23 No 65.13 7-30 Days CB-2 5112.94 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39414.35 Day 23 No 2241.46 31-90 Days CB-3 44225.38 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31902.12 Day 23 Yes 406.20 91-180 Days E-1 28727.77 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22641.09 Day 23 No 626.57 91-180 Days E-2 21253.50 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5145.45 Day 23 Yes 334.37 91-180 Days G-1 4833.13 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42442.11 Day 23 Yes 1332.01 <7 Days G-2 34173.06 Partial Yes Liberty International Finance Ltd. Investment Banking