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 14943.62 Day 24 Yes 245.38 31-90 Days Y-3 17804.42 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32016.31 Day 24 No 371.03 91-180 Days Y-4 32118.59 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28541.85 Day 24 Yes 1329.77 <7 Days Z-1 23699.86 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11884.25 Day 24 No 825.88 91-180 Days A-2 11269.63 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27006.80 Day 24 Yes 1026.93 <7 Days A-3 31384.11 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37657.40 Day 24 No 284.75 91-180 Days A-4 34163.83 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5880.23 Day 24 No 50.80 91-180 Days A-5 6246.99 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41576.50 Day 24 No 3406.43 7-30 Days CB-1 40668.72 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40339.27 Day 24 Yes 2305.29 91-180 Days CB-2 33390.28 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2774.20 Day 24 Yes 212.91 <7 Days CB-3 3131.71 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28080.28 Day 24 No 329.48 7-30 Days E-1 31196.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5314.01 Day 24 No 211.06 7-30 Days E-2 5253.08 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6714.52 Day 24 Yes 10.52 <7 Days G-1 6844.87 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8097.61 Day 24 No 279.38 31-90 Days G-2 7610.70 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21733.68 Day 24 Yes 1249.60 91-180 Days G-3 21721.04 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9347.57 Day 24 Yes 312.27 31-90 Days IG-1 10119.78 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34763.74 Day 24 No 1764.62 31-90 Days IG-2 39558.22 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6706.09 Day 24 Yes 537.30 7-30 Days S-1 6194.62 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36511.41 Day 24 No 641.32 7-30 Days S-2 33688.14 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30321.27 Day 24 Yes 1384.28 31-90 Days S-3 31581.85 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34639.73 Day 24 Yes 1966.08 91-180 Days S-4 27769.08 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25616.33 Day 24 No 1777.81 31-90 Days S-5 21684.34 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34004.57 Day 24 No 1791.82 7-30 Days S-6 33839.93 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36035.92 Day 24 No 56.47 <7 Days S-7 40197.63 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17721.62 Day 25 Yes 1562.42 31-90 Days A-0-Q 16816.18 Full No Investment Banking