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 20111.69 Day 52 Yes 970.85 91-180 Days L-7 23299.61 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23575.80 Day 52 No 941.50 <7 Days L-8 26369.30 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6882.19 Day 52 Yes 674.16 <7 Days L-9 6451.37 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43656.71 Day 52 No 815.24 91-180 Days LC-1 50651.49 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15698.63 Day 52 Yes 743.14 91-180 Days LC-2 17615.75 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40013.30 Day 52 Yes 1655.04 31-90 Days N-1 42736.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25092.12 Day 52 No 215.62 <7 Days N-2 29640.71 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7439.49 Day 52 Yes 184.65 7-30 Days N-3 8634.90 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23358.88 Day 52 No 931.06 31-90 Days N-4 21283.80 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33261.32 Day 52 Yes 1313.21 91-180 Days N-5 39426.25 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37355.49 Day 52 Yes 1376.28 91-180 Days N-6 36802.02 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30681.05 Day 52 No 1191.03 31-90 Days N-7 29151.65 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27973.72 Day 52 No 161.49 <7 Days P-1 24342.58 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5569.12 Day 52 Yes 284.09 31-90 Days P-2 4559.55 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15585.87 Day 52 Yes 414.81 <7 Days S-8 17651.72 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20962.05 Day 52 Yes 268.34 7-30 Days Y-1 17445.22 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34089.17 Day 52 No 3381.63 7-30 Days Y-2 38119.07 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13136.17 Day 52 No 340.09 91-180 Days Y-3 13593.05 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35991.95 Day 52 Yes 268.50 31-90 Days Y-4 42031.97 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36338.51 Day 52 Yes 1607.65 31-90 Days Z-1 37186.55 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7384.41 Day 52 No 324.05 <7 Days A-2 6029.32 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16160.47 Day 52 No 284.18 91-180 Days A-3 13930.76 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28594.47 Day 52 No 2066.85 <7 Days A-4 31301.13 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36409.67 Day 52 Yes 192.01 <7 Days A-5 34140.59 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15635.26 Day 52 Yes 289.54 91-180 Days CB-1 17519.34 Full No Investment Banking