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 19646.74 Day 20 Yes 1112.72 91-180 Days A-5 20998.85 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30327.62 Day 20 Yes 1144.62 7-30 Days CB-1 36146.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37484.95 Day 20 No 2013.08 <7 Days CB-2 39558.58 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20512.27 Day 20 Yes 1276.21 31-90 Days CB-3 21042.92 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22586.56 Day 20 No 610.61 7-30 Days E-1 25375.66 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17606.10 Day 20 Yes 1508.03 7-30 Days E-2 20597.63 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40282.12 Day 20 Yes 3456.23 31-90 Days G-1 39222.74 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1332.11 Day 20 Yes 94.75 91-180 Days G-2 1356.36 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25219.54 Day 20 Yes 1461.31 91-180 Days G-3 25699.45 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40991.31 Day 20 Yes 232.51 31-90 Days IG-1 48556.52 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6860.86 Day 20 Yes 259.64 <7 Days IG-2 8188.96 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16454.01 Day 20 No 1070.34 7-30 Days S-1 18158.91 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5184.77 Day 20 Yes 116.05 <7 Days S-2 4825.32 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41735.54 Day 20 Yes 1081.20 7-30 Days S-3 46154.33 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22980.24 Day 20 Yes 161.35 <7 Days S-4 25321.87 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31889.25 Day 20 Yes 1163.73 31-90 Days S-5 30062.90 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31486.09 Day 20 Yes 1336.06 91-180 Days S-6 34329.91 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33070.38 Day 20 Yes 1494.29 91-180 Days S-7 28149.25 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28408.59 Day 21 Yes 2685.73 <7 Days A-0-Q 32911.09 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1804.40 Day 21 Yes 40.31 7-30 Days A-1-Q 2133.04 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15020.89 Day 21 Yes 24.05 31-90 Days A-2-Q 13380.15 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30527.73 Day 21 Yes 213.44 31-90 Days A-3-Q 30912.25 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10743.35 Day 21 Yes 140.33 <7 Days A-4-Q 11505.28 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32128.35 Day 21 Yes 1813.37 7-30 Days A-5-Q 27049.31 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35304.88 Day 21 No 1810.13 7-30 Days CB-1-Q 28983.75 None Yes Liberty Mortgage Services Corp. Capital Markets