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 25911.87 180 - 270 Days Yes 1531.33 <7 Days CB-3 22165.44 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39870.11 180 - 270 Days No 213.57 7-30 Days E-1 42559.92 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25046.21 180 - 270 Days No 1781.07 7-30 Days E-2 24446.82 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41291.00 180 - 270 Days No 1638.37 31-90 Days G-1 44865.55 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26434.21 180 - 270 Days No 991.95 7-30 Days G-2 29207.21 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10083.82 180 - 270 Days Yes 743.33 31-90 Days G-3 11642.27 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32848.35 180 - 270 Days Yes 972.50 91-180 Days IG-1 36516.58 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34431.66 180 - 270 Days Yes 3002.11 31-90 Days IG-2 32657.50 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20581.34 180 - 270 Days No 442.04 91-180 Days S-1 18069.99 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8127.15 180 - 270 Days No 114.97 91-180 Days S-2 6969.85 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6490.91 180 - 270 Days Yes 392.93 7-30 Days S-3 6555.85 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9915.87 180 - 270 Days No 393.17 <7 Days S-4 9997.07 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20671.59 180 - 270 Days Yes 878.19 31-90 Days S-5 24203.10 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43078.14 180 - 270 Days No 596.08 7-30 Days S-6 36127.78 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4330.68 180 - 270 Days Yes 347.97 7-30 Days S-7 4396.30 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16342.19 271 - 364 Days No 555.33 91-180 Days A-0-Q 16921.00 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16490.54 271 - 364 Days No 1164.89 31-90 Days A-1-Q 17447.94 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10460.19 271 - 364 Days Yes 403.78 91-180 Days A-2-Q 10685.17 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9496.10 271 - 364 Days No 787.17 7-30 Days A-3-Q 11261.99 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20468.36 271 - 364 Days No 1151.88 31-90 Days A-4-Q 17253.22 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23126.72 271 - 364 Days No 1595.31 91-180 Days A-5-Q 20181.85 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15024.87 271 - 364 Days No 137.13 <7 Days CB-1-Q 17232.98 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30331.63 271 - 364 Days Yes 2644.78 91-180 Days CB-2-Q 31803.90 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37541.11 271 - 364 Days Yes 2143.18 31-90 Days S-1-Q 32905.14 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2593.18 271 - 364 Days Yes 192.70 91-180 Days S-2-Q 2131.60 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending