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 29732.96 Day 43 Yes 2217.80 31-90 Days CB-3 29057.16 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5471.60 Day 43 Yes 333.22 91-180 Days E-1 6192.34 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4770.23 Day 43 Yes 269.62 <7 Days E-2 5663.68 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6290.79 Day 43 Yes 510.36 91-180 Days G-1 5597.07 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33530.96 Day 43 Yes 1051.41 <7 Days G-2 36905.41 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12851.06 Day 43 No 1085.26 31-90 Days G-3 15139.79 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4822.24 Day 43 No 388.01 <7 Days IG-1 4514.94 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9176.36 Day 43 No 120.06 <7 Days IG-2 7844.93 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1800.26 Day 43 Yes 88.40 91-180 Days S-1 1841.07 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8033.97 Day 43 Yes 375.51 <7 Days S-2 8693.99 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6826.65 Day 43 Yes 257.59 <7 Days S-3 7161.57 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29879.61 Day 43 Yes 1494.59 31-90 Days S-4 30505.75 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17099.74 Day 43 No 1253.02 91-180 Days S-5 13781.64 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32631.73 Day 43 No 2070.40 7-30 Days S-6 28722.88 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25670.62 Day 43 Yes 1869.64 <7 Days S-7 22284.26 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25636.28 Day 44 No 2307.30 <7 Days A-0-Q 29034.00 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4356.53 Day 44 No 300.40 91-180 Days A-1-Q 4060.58 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22846.94 Day 44 No 1147.46 31-90 Days A-2-Q 19445.29 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13276.46 Day 44 No 381.65 7-30 Days A-3-Q 12300.18 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13912.39 Day 44 No 872.13 91-180 Days A-4-Q 14504.11 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9874.08 Day 44 Yes 227.67 7-30 Days A-5-Q 9967.55 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13443.28 Day 44 No 325.68 31-90 Days CB-1-Q 14810.80 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28620.58 Day 44 Yes 1042.60 <7 Days CB-2-Q 23357.83 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43866.51 Day 44 Yes 876.99 7-30 Days S-1-Q 43771.60 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23131.67 Day 44 Yes 1972.95 7-30 Days S-2-Q 20493.26 None Yes Liberty International Finance Ltd. Capital Markets