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 25677.67 Day 6 No 288.38 7-30 Days Z-1 21767.30 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29158.06 Day 6 No 172.93 <7 Days A-2 26192.77 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29798.75 Day 6 Yes 2273.97 <7 Days A-3 26803.31 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30857.66 Day 6 No 858.83 91-180 Days A-4 32131.22 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15429.98 Day 6 No 1273.66 <7 Days A-5 15541.87 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13530.75 Day 6 Yes 408.27 7-30 Days CB-1 13218.98 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25261.46 Day 6 No 1976.44 31-90 Days CB-2 26042.54 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4010.88 Day 6 No 292.86 31-90 Days CB-3 3359.50 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40763.06 Day 6 No 2229.52 <7 Days E-1 44445.53 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7977.71 Day 6 Yes 702.62 7-30 Days E-2 8799.02 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2567.23 Day 6 No 191.32 91-180 Days G-1 2647.34 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19449.90 Day 6 No 1037.29 31-90 Days G-2 21092.38 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17965.29 Day 6 Yes 736.60 91-180 Days G-3 15360.68 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27878.74 Day 6 Yes 1168.91 <7 Days IG-1 25653.23 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39204.10 Day 6 No 1148.88 7-30 Days IG-2 37068.92 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20151.48 Day 6 No 1185.45 7-30 Days S-1 18755.57 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1401.12 Day 6 No 39.41 91-180 Days S-2 1361.05 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4188.20 Day 6 Yes 37.18 31-90 Days S-3 3859.47 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20278.13 Day 6 Yes 250.63 <7 Days S-4 21326.16 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11219.52 Day 6 Yes 259.18 7-30 Days S-5 9535.33 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7344.29 Day 6 No 315.70 31-90 Days S-6 8693.05 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22367.26 Day 6 Yes 678.94 7-30 Days S-7 18187.80 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32687.76 Day 7 No 1824.10 31-90 Days A-0-Q 31026.42 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21913.47 Day 7 No 76.58 31-90 Days A-1-Q 19403.91 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10626.01 Day 7 Yes 1036.29 <7 Days A-2-Q 9564.06 None No Capital Markets