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 20487.29 180 - 270 Days Yes 1450.13 7-30 Days CB-4 16975.75 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32820.07 180 - 270 Days Yes 3240.17 <7 Days E-10 37062.69 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24886.75 180 - 270 Days No 420.57 91-180 Days E-3 21050.86 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20061.95 180 - 270 Days No 1308.46 7-30 Days E-4 17551.68 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2192.45 180 - 270 Days No 207.09 7-30 Days E-5 1763.05 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36184.25 180 - 270 Days Yes 1845.59 91-180 Days E-6 34904.25 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 138.43 180 - 270 Days Yes 5.99 7-30 Days E-7 135.62 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9759.36 180 - 270 Days No 818.76 31-90 Days E-8 8657.12 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23094.97 180 - 270 Days Yes 629.90 91-180 Days E-9 21035.87 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6311.91 180 - 270 Days Yes 92.48 31-90 Days G-4 6082.63 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23639.53 180 - 270 Days Yes 1931.33 31-90 Days IG-3 19923.74 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39537.67 180 - 270 Days Yes 3099.95 91-180 Days IG-4 42187.73 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13743.81 180 - 270 Days No 1286.96 7-30 Days IG-5 15998.82 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5631.57 180 - 270 Days Yes 293.10 7-30 Days IG-6 4753.59 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37264.66 180 - 270 Days No 804.94 <7 Days IG-7 40964.57 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24994.68 180 - 270 Days No 90.86 31-90 Days IG-8 20189.05 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29436.22 180 - 270 Days No 816.41 <7 Days L-1 27365.27 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31303.07 180 - 270 Days Yes 2246.20 91-180 Days L-10 29976.15 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19435.58 180 - 270 Days Yes 1308.26 7-30 Days L-11 17606.77 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26703.82 180 - 270 Days Yes 1669.92 <7 Days L-2 25291.04 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 176.04 180 - 270 Days Yes 3.87 7-30 Days L-3 190.58 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 579.32 180 - 270 Days Yes 45.54 31-90 Days L-4 629.16 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35150.44 180 - 270 Days Yes 1764.51 91-180 Days L-5 39097.42 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14539.88 180 - 270 Days Yes 1091.14 91-180 Days L-6 15670.04 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39200.85 180 - 270 Days Yes 752.55 7-30 Days L-7 36086.51 None Yes Liberty Mortgage Services Corp. Capital Markets