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 23521.02 Day 8 Yes 2286.94 91-180 Days Y-2 23620.53 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35290.85 Day 8 No 779.40 7-30 Days Y-3 41120.66 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7396.82 Day 8 Yes 168.44 91-180 Days Y-4 6284.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31719.58 Day 8 Yes 2541.94 91-180 Days Z-1 35736.64 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5955.58 Day 8 No 440.69 7-30 Days A-2 5187.41 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34432.14 Day 8 Yes 3407.45 7-30 Days A-3 34866.58 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18330.39 Day 8 Yes 1728.37 31-90 Days A-4 21163.80 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20783.75 Day 8 Yes 1777.30 <7 Days A-5 18489.65 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25662.37 Day 8 Yes 580.16 <7 Days CB-1 26736.30 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19451.45 Day 8 Yes 510.76 91-180 Days CB-2 22476.92 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26248.92 Day 8 Yes 1407.31 31-90 Days CB-3 28904.83 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5321.06 Day 8 No 40.17 31-90 Days E-1 5160.16 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27986.37 Day 8 No 2303.65 91-180 Days E-2 24543.71 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41358.49 Day 8 Yes 36.75 31-90 Days G-1 39234.34 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1511.42 Day 8 Yes 101.73 7-30 Days G-2 1550.57 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32641.17 Day 8 Yes 1607.89 31-90 Days G-3 37690.00 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39396.99 Day 8 Yes 3108.84 7-30 Days IG-1 36812.63 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37222.33 Day 8 No 23.42 31-90 Days IG-2 37587.46 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13630.78 Day 8 Yes 232.89 91-180 Days S-1 12159.26 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6877.02 Day 8 No 79.59 <7 Days S-2 6217.62 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10527.28 Day 8 Yes 725.62 91-180 Days S-3 11977.49 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27037.23 Day 8 Yes 1946.71 7-30 Days S-4 25353.50 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16125.12 Day 8 No 1504.56 91-180 Days S-5 17961.67 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32041.65 Day 8 No 350.33 7-30 Days S-6 36047.65 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 982.78 Day 8 No 45.14 91-180 Days S-7 1050.70 None No Trading