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 43099.42 121 - 150 Days Yes 1118.99 31-90 Days LC-2 47115.87 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22625.49 121 - 150 Days Yes 734.04 91-180 Days N-1 24831.27 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34513.76 121 - 150 Days Yes 2268.49 7-30 Days N-2 29154.62 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12175.82 121 - 150 Days Yes 671.68 91-180 Days N-3 10364.50 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11884.45 121 - 150 Days Yes 117.98 7-30 Days N-4 12258.29 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19747.52 121 - 150 Days No 1710.13 7-30 Days N-5 22788.41 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25856.00 121 - 150 Days No 2435.79 31-90 Days N-6 27323.77 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17127.98 121 - 150 Days No 734.48 91-180 Days N-7 13784.00 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6034.85 121 - 150 Days Yes 195.33 91-180 Days P-1 4832.84 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35275.92 121 - 150 Days No 554.22 <7 Days P-2 35812.74 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4792.87 121 - 150 Days Yes 330.06 31-90 Days S-8 5429.35 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18173.94 121 - 150 Days Yes 1780.89 7-30 Days Y-1 16607.39 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23496.85 121 - 150 Days Yes 680.51 7-30 Days Y-2 19257.22 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43318.36 121 - 150 Days No 226.30 <7 Days Y-3 49163.06 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17165.01 121 - 150 Days Yes 1105.87 <7 Days Y-4 14881.00 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29523.17 121 - 150 Days Yes 2720.78 31-90 Days Z-1 32620.17 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37765.97 121 - 150 Days Yes 1526.23 91-180 Days A-2 33784.04 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35417.34 121 - 150 Days No 3121.21 7-30 Days A-3 38889.24 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 613.17 121 - 150 Days No 13.52 <7 Days A-4 709.83 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37979.01 121 - 150 Days Yes 1866.67 31-90 Days A-5 43739.44 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28915.75 121 - 150 Days No 282.21 31-90 Days CB-1 24100.63 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9823.27 121 - 150 Days No 850.96 7-30 Days CB-2 8999.95 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10405.60 121 - 150 Days Yes 557.05 31-90 Days CB-3 10635.77 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32739.90 121 - 150 Days No 1803.83 <7 Days E-1 28873.21 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20804.04 121 - 150 Days No 488.05 <7 Days E-2 17423.43 None Yes Liberty International Finance Ltd. Treasury