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 20352.21 Day 30 No 1134.14 <7 Days N-4 17008.27 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40350.87 Day 30 Yes 4011.22 <7 Days N-5 39649.98 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12657.79 Day 30 No 258.18 <7 Days N-6 10233.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15773.06 Day 30 No 1346.69 <7 Days N-7 17596.31 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5343.47 Day 30 Yes 431.97 31-90 Days P-1 6262.21 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8815.85 Day 30 No 868.02 91-180 Days P-2 8116.72 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14930.43 Day 30 No 1249.48 31-90 Days S-8 12391.50 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 977.70 Day 30 Yes 61.41 <7 Days Y-1 939.80 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3767.69 Day 30 Yes 52.24 31-90 Days Y-2 3087.80 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36673.35 Day 30 Yes 1554.20 7-30 Days Y-3 41113.22 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27489.37 Day 30 No 2202.07 7-30 Days Y-4 25460.19 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26358.92 Day 30 Yes 784.93 91-180 Days Z-1 27367.90 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21457.19 Day 30 Yes 829.09 91-180 Days A-2 22731.80 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32884.38 Day 30 No 2612.27 31-90 Days A-3 28900.58 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27351.36 Day 30 No 2628.28 91-180 Days A-4 22731.09 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10503.26 Day 30 Yes 480.84 <7 Days A-5 12126.79 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7685.27 Day 30 Yes 500.60 91-180 Days CB-1 7523.78 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20668.99 Day 30 Yes 634.93 <7 Days CB-2 19834.79 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11315.63 Day 30 Yes 764.90 <7 Days CB-3 12743.34 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14011.01 Day 30 Yes 1377.69 91-180 Days E-1 14562.23 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27349.35 Day 30 No 528.26 <7 Days E-2 23356.90 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25813.50 Day 30 No 719.62 7-30 Days G-1 23819.21 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3811.16 Day 30 Yes 296.76 31-90 Days G-2 3397.14 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 401.19 Day 30 No 27.36 <7 Days G-3 439.17 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13014.95 Day 30 No 1107.96 7-30 Days IG-1 14856.83 Full Yes Liberty Wealth Management LLC Wholesale Lending