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 39116.01 Day 32 Yes 3686.07 91-180 Days E-5 44317.56 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39250.45 Day 32 Yes 234.06 <7 Days E-6 34832.73 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6745.22 Day 32 Yes 117.19 91-180 Days E-7 6557.28 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21587.81 Day 32 No 1513.45 7-30 Days E-8 24392.97 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7095.25 Day 32 Yes 453.93 <7 Days E-9 8335.27 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1755.78 Day 32 Yes 51.98 91-180 Days G-4 1629.55 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27576.59 Day 32 Yes 400.50 31-90 Days IG-3 30444.35 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9050.61 Day 32 No 0.96 <7 Days IG-4 10019.31 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41233.91 Day 32 No 222.80 7-30 Days IG-5 46742.48 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3086.99 Day 32 Yes 39.75 91-180 Days IG-6 3421.38 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36441.02 Day 32 Yes 3256.53 7-30 Days IG-7 38314.63 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1683.50 Day 32 No 111.90 <7 Days IG-8 2005.49 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9975.63 Day 32 Yes 527.08 91-180 Days L-1 9824.57 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4666.75 Day 32 No 167.62 7-30 Days L-10 3733.84 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6912.38 Day 32 Yes 661.27 7-30 Days L-11 6212.66 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27488.54 Day 32 No 38.81 31-90 Days L-2 31053.49 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30351.25 Day 32 No 1458.29 31-90 Days L-3 26246.25 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33917.41 Day 32 Yes 1128.85 <7 Days L-4 37145.01 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9744.88 Day 32 No 643.49 31-90 Days L-5 10780.34 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27765.94 Day 32 No 647.87 7-30 Days L-6 33179.69 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14856.84 Day 32 Yes 913.52 91-180 Days L-7 17698.00 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43558.00 Day 32 Yes 2286.46 31-90 Days L-8 47365.24 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24761.65 Day 32 No 689.70 7-30 Days L-9 28994.19 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27657.16 Day 32 No 3.15 7-30 Days LC-1 25862.81 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6707.10 Day 32 No 104.57 31-90 Days LC-2 6962.74 Partial No Wholesale Lending