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 24855.22 Perpetual Yes 1719.29 31-90 Days A-1-Q 24521.01 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39668.80 Perpetual Yes 3882.12 7-30 Days A-2-Q 32776.24 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11435.66 Perpetual No 367.61 <7 Days A-3-Q 9469.40 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10596.82 Perpetual No 473.21 91-180 Days A-4-Q 8583.04 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5017.13 Perpetual Yes 170.12 <7 Days A-5-Q 4324.94 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20513.80 Perpetual No 519.95 <7 Days CB-1-Q 20740.61 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34877.55 Perpetual No 2511.28 <7 Days CB-2-Q 32692.36 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34440.22 Perpetual No 666.06 <7 Days S-1-Q 32684.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4012.01 Perpetual No 386.23 <7 Days S-2-Q 3609.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26237.17 Perpetual Yes 1705.61 91-180 Days S-3-Q 30743.81 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 310.24 Perpetual No 16.91 31-90 Days S-4-Q 248.94 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18580.48 Perpetual Yes 715.57 31-90 Days CB-3-Q 15253.40 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10747.33 Perpetual Yes 286.42 31-90 Days G-1-Q 9830.12 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36083.23 Perpetual No 2030.34 <7 Days G-2-Q 32705.27 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20020.34 Perpetual Yes 206.33 31-90 Days G-3-Q 19338.74 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3377.65 Perpetual Yes 280.02 91-180 Days S-5-Q 2911.69 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15666.45 Perpetual Yes 1060.15 <7 Days S-6-Q 17590.14 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43653.56 Perpetual Yes 2547.09 <7 Days S-7-Q 36931.64 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7780.97 Perpetual No 524.94 7-30 Days E-1-Q 8249.76 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4670.57 Perpetual Yes 318.46 7-30 Days E-2-Q 4974.33 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34245.33 Perpetual No 1953.81 91-180 Days IG-1-Q 28343.80 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 663.87 Perpetual Yes 45.92 91-180 Days IG-2-Q 578.96 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15777.95 Perpetual Yes 684.90 7-30 Days C-1 16487.71 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3063.28 Perpetual Yes 19.11 7-30 Days CB-4 3387.42 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8677.90 Perpetual Yes 539.54 7-30 Days E-10 7135.32 Full No Wholesale Lending