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 40538.90 Day 13 No 1642.65 91-180 Days A-3 40501.60 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20371.67 Day 13 No 974.21 <7 Days A-4 17473.69 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11342.24 Day 13 Yes 309.05 91-180 Days A-5 11553.42 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19141.80 Day 13 Yes 1379.02 91-180 Days CB-1 21686.40 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34082.48 Day 13 No 5.88 7-30 Days CB-2 32470.50 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22798.09 Day 13 No 625.54 <7 Days CB-3 23460.78 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22238.44 Day 13 Yes 1765.81 31-90 Days E-1 24530.49 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27162.37 Day 13 No 1659.46 31-90 Days E-2 23360.23 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13969.81 Day 13 No 526.09 31-90 Days G-1 13067.01 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14330.67 Day 13 No 272.91 <7 Days G-2 12877.53 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17371.37 Day 13 No 1494.33 <7 Days G-3 20638.17 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25016.29 Day 13 Yes 1157.93 91-180 Days IG-1 29122.68 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40555.92 Day 13 Yes 3259.76 91-180 Days IG-2 38895.90 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32557.71 Day 13 Yes 1377.92 7-30 Days S-1 30138.04 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41747.21 Day 13 No 1982.50 7-30 Days S-2 33567.36 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17047.91 Day 13 Yes 1171.86 <7 Days S-3 18530.84 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22069.89 Day 13 No 2192.71 91-180 Days S-4 24159.79 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33473.65 Day 13 No 1002.79 <7 Days S-5 38990.42 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33955.82 Day 13 No 1949.63 <7 Days S-6 35528.46 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18205.66 Day 13 No 959.12 <7 Days S-7 16295.33 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23525.84 Day 14 No 1908.66 31-90 Days A-0-Q 19464.24 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14709.76 Day 14 No 1106.73 91-180 Days A-1-Q 17597.62 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10060.10 Day 14 Yes 94.66 31-90 Days A-2-Q 8314.78 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38984.29 Day 14 No 673.68 91-180 Days A-3-Q 39465.47 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20463.58 Day 14 Yes 93.73 31-90 Days A-4-Q 21729.42 Full Yes Liberty Capital Markets Inc. Treasury