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 4863.48 Day 38 No 437.65 <7 Days A-3 5184.72 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7510.78 Day 38 Yes 93.88 <7 Days A-4 6992.41 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10808.28 Day 38 Yes 83.81 31-90 Days A-5 9313.32 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40431.90 Day 38 No 736.14 91-180 Days CB-1 43362.25 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 256.27 Day 38 Yes 0.68 91-180 Days CB-2 264.56 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5341.95 Day 38 No 132.71 31-90 Days CB-3 6080.54 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3582.75 Day 38 Yes 181.00 <7 Days E-1 4214.74 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43352.86 Day 38 Yes 296.17 7-30 Days E-2 37890.12 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39737.27 Day 38 Yes 3523.06 31-90 Days G-1 37380.97 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43702.51 Day 38 No 3158.63 31-90 Days G-2 38344.51 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7392.24 Day 38 Yes 270.54 91-180 Days G-3 7365.78 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20515.14 Day 38 No 1872.63 7-30 Days IG-1 20552.90 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5639.22 Day 38 No 176.65 7-30 Days IG-2 5966.18 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16496.88 Day 38 No 1180.10 31-90 Days S-1 14020.03 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43777.86 Day 38 No 4206.45 91-180 Days S-2 43597.77 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24121.67 Day 38 Yes 2187.70 7-30 Days S-3 20791.61 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8377.20 Day 38 No 598.06 <7 Days S-4 8884.10 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32648.51 Day 38 No 2574.55 7-30 Days S-5 27311.14 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3260.16 Day 38 No 199.07 <7 Days S-6 2827.38 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23891.70 Day 38 No 1680.56 31-90 Days S-7 26664.81 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19783.89 Day 39 Yes 1764.75 <7 Days A-0-Q 19432.84 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10040.35 Day 39 Yes 486.12 7-30 Days A-1-Q 10263.13 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38323.71 Day 39 No 689.30 31-90 Days A-2-Q 41618.61 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34709.96 Day 39 No 2252.49 31-90 Days A-3-Q 28259.18 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18796.29 Day 39 No 448.47 31-90 Days A-4-Q 15371.04 Partial Yes Liberty Capital Markets Inc. Wholesale Lending