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 7508.37 Day 31 No 410.61 31-90 Days Z-1 6579.40 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18620.20 Day 31 No 845.35 31-90 Days A-2 22033.80 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41031.02 Day 31 Yes 2330.17 7-30 Days A-3 48603.98 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 220.39 Day 31 No 3.52 91-180 Days A-4 257.85 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19164.43 Day 31 No 7.98 <7 Days A-5 16133.32 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40931.87 Day 31 No 1557.22 <7 Days CB-1 35942.79 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23700.43 Day 31 Yes 2314.67 7-30 Days CB-2 22102.76 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10141.94 Day 31 Yes 607.01 7-30 Days CB-3 8420.40 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4761.63 Day 31 Yes 405.39 91-180 Days E-1 4235.33 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12744.77 Day 31 No 633.78 91-180 Days E-2 10365.56 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7425.12 Day 31 No 395.99 31-90 Days G-1 6132.53 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34917.13 Day 31 Yes 2098.25 <7 Days G-2 34218.64 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16548.97 Day 31 Yes 1079.90 31-90 Days G-3 15537.01 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36645.47 Day 31 No 2098.40 31-90 Days IG-1 31108.85 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14815.05 Day 31 No 16.21 91-180 Days IG-2 12773.27 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5784.34 Day 31 Yes 43.17 7-30 Days S-1 5855.17 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22878.37 Day 31 No 963.01 <7 Days S-2 21870.83 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9314.51 Day 31 Yes 755.33 31-90 Days S-3 8123.81 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33316.72 Day 31 No 3123.25 7-30 Days S-4 33047.93 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 577.55 Day 31 No 22.66 <7 Days S-5 646.62 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35623.00 Day 31 No 2140.91 <7 Days S-6 34255.82 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19746.48 Day 31 Yes 1066.49 91-180 Days S-7 16810.30 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22686.93 Day 32 Yes 28.95 <7 Days A-0-Q 24926.47 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35468.24 Day 32 No 1950.99 <7 Days A-1-Q 40191.44 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35763.86 Day 32 Yes 792.20 31-90 Days A-2-Q 29944.38 Full No Investment Banking