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 29053.96 Day 39 Yes 1840.42 <7 Days N-3 23970.86 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6613.72 Day 39 No 129.36 7-30 Days N-4 6513.48 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28880.05 Day 39 Yes 1917.63 7-30 Days N-5 24124.45 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36861.16 Day 39 No 2707.96 <7 Days N-6 42836.73 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7250.19 Day 39 No 189.25 91-180 Days N-7 7404.05 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23752.96 Day 39 Yes 360.13 91-180 Days P-1 19745.67 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1055.41 Day 39 No 57.83 <7 Days P-2 1054.80 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24923.28 Day 39 No 1740.92 7-30 Days S-8 24495.73 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19020.73 Day 39 No 1469.38 <7 Days Y-1 15707.04 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13791.14 Day 39 No 934.13 31-90 Days Y-2 13311.40 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18467.13 Day 39 No 1724.22 91-180 Days Y-3 16970.59 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43670.00 Day 39 Yes 4148.23 31-90 Days Y-4 49920.82 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18071.84 Day 39 Yes 1133.91 91-180 Days Z-1 18953.38 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23812.60 Day 39 Yes 1766.95 31-90 Days A-2 27583.55 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16823.08 Day 39 Yes 66.40 7-30 Days A-3 15215.50 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40459.72 Day 39 No 3964.23 7-30 Days A-4 44370.94 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2094.70 Day 39 Yes 204.60 <7 Days A-5 1754.09 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36874.88 Day 39 Yes 2323.88 7-30 Days CB-1 35922.29 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36512.43 Day 39 Yes 2349.84 <7 Days CB-2 34252.55 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27085.27 Day 39 Yes 2650.93 <7 Days CB-3 24488.62 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16171.59 Day 39 No 56.66 31-90 Days E-1 16038.05 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12419.45 Day 39 No 1008.26 7-30 Days E-2 11428.07 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43940.62 Day 39 No 2956.66 91-180 Days G-1 41675.99 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25189.77 Day 39 No 1431.58 91-180 Days G-2 20558.33 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29541.25 Day 39 No 560.04 91-180 Days G-3 26778.89 Partial Yes Liberty Mortgage Services Corp. Capital Markets