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 22707.87 Day 41 No 1160.30 <7 Days LC-2 21169.06 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3122.47 Day 41 Yes 272.14 31-90 Days N-1 3193.73 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36104.10 Day 41 No 3445.44 91-180 Days N-2 35809.17 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10845.98 Day 41 No 178.83 7-30 Days N-3 12786.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14819.74 Day 41 No 331.08 7-30 Days N-4 17022.34 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32255.07 Day 41 Yes 1022.48 7-30 Days N-5 32160.00 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13768.63 Day 41 Yes 308.54 <7 Days N-6 15826.25 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35379.64 Day 41 Yes 1800.20 7-30 Days N-7 32465.55 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30003.27 Day 41 Yes 761.48 91-180 Days P-1 35207.68 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9731.22 Day 41 No 46.73 31-90 Days P-2 10649.37 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25419.30 Day 41 No 1642.28 7-30 Days S-8 28140.92 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14411.30 Day 41 Yes 483.48 91-180 Days Y-1 15779.84 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37375.25 Day 41 No 2462.19 7-30 Days Y-2 41784.39 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34583.15 Day 41 Yes 2905.67 31-90 Days Y-3 32756.80 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26292.55 Day 41 Yes 1640.07 7-30 Days Y-4 27493.90 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4095.80 Day 41 Yes 19.44 <7 Days Z-1 4022.64 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33575.38 Day 41 Yes 440.53 <7 Days A-2 35410.28 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22759.82 Day 41 Yes 642.98 <7 Days A-3 25118.47 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40102.06 Day 41 No 1613.94 91-180 Days A-4 36214.20 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10574.14 Day 41 Yes 786.11 <7 Days A-5 9581.97 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2309.58 Day 41 Yes 67.69 7-30 Days CB-1 2719.15 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33777.28 Day 41 Yes 2868.77 91-180 Days CB-2 37520.09 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28802.37 Day 41 No 1890.86 91-180 Days CB-3 30822.01 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17807.20 Day 41 Yes 968.29 <7 Days E-1 17855.69 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23391.78 Day 41 Yes 1292.04 7-30 Days E-2 25345.70 Partial Yes Liberty Mortgage Services Corp. Investment Banking