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 17929.15 Day 55 No 327.39 31-90 Days N-4 14979.56 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42662.80 Day 55 No 666.74 7-30 Days N-5 34841.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41122.29 Day 55 No 4071.84 <7 Days N-6 41376.55 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22008.90 Day 55 No 776.96 7-30 Days N-7 19024.21 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19468.68 Day 55 No 677.82 7-30 Days P-1 16933.27 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35785.13 Day 55 Yes 526.26 7-30 Days P-2 30244.48 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3439.56 Day 55 No 68.29 91-180 Days S-8 2994.93 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16348.82 Day 55 Yes 1634.06 31-90 Days Y-1 15432.18 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9094.88 Day 55 Yes 626.82 91-180 Days Y-2 10594.79 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 290.21 Day 55 Yes 12.50 <7 Days Y-3 247.27 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20332.33 Day 55 Yes 666.28 7-30 Days Y-4 19364.61 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32949.97 Day 55 Yes 2978.18 7-30 Days Z-1 36229.75 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13707.78 Day 55 No 754.35 7-30 Days A-2 14204.25 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41248.48 Day 55 No 3155.70 31-90 Days A-3 41249.42 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1237.15 Day 55 Yes 34.25 31-90 Days A-4 1437.17 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31576.98 Day 55 No 424.36 31-90 Days A-5 27175.01 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18923.10 Day 55 Yes 1227.61 31-90 Days CB-1 18423.09 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15948.24 Day 55 Yes 66.05 31-90 Days CB-2 13105.97 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8206.38 Day 55 No 219.18 91-180 Days CB-3 8264.11 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42865.00 Day 55 No 469.69 <7 Days E-1 48995.45 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41146.52 Day 55 No 706.09 <7 Days E-2 46536.11 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12449.59 Day 55 No 326.07 7-30 Days G-1 10069.99 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43405.08 Day 55 Yes 1749.87 <7 Days G-2 43095.91 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19050.87 Day 55 No 993.67 31-90 Days G-3 16708.98 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1315.25 Day 55 No 87.33 7-30 Days IG-1 1515.00 None No Capital Markets