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 698.01 Day 47 Yes 45.14 7-30 Days A-2 583.26 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29339.91 Day 47 Yes 2589.47 91-180 Days A-3 31991.78 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27402.77 Day 47 No 2446.31 7-30 Days A-4 24566.43 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41539.25 Day 47 No 1835.37 31-90 Days A-5 45817.11 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14532.93 Day 47 No 1066.48 <7 Days CB-1 15381.09 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18878.83 Day 47 No 576.47 <7 Days CB-2 19267.20 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34756.51 Day 47 No 3125.32 <7 Days CB-3 29241.47 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1009.96 Day 47 No 86.19 31-90 Days E-1 965.55 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35915.46 Day 47 Yes 1317.24 7-30 Days E-2 32697.25 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24677.85 Day 47 Yes 247.86 31-90 Days G-1 24759.15 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17314.69 Day 47 Yes 79.51 91-180 Days G-2 18075.16 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33778.60 Day 47 Yes 583.93 <7 Days G-3 29894.71 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 227.09 Day 47 No 3.40 91-180 Days IG-1 267.43 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18360.47 Day 47 Yes 1336.21 7-30 Days IG-2 19454.74 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8183.24 Day 47 Yes 781.94 <7 Days S-1 9089.90 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25628.99 Day 47 No 1668.20 31-90 Days S-2 26278.16 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10428.35 Day 47 Yes 791.54 31-90 Days S-3 9718.19 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6593.24 Day 47 No 122.28 7-30 Days S-4 6278.34 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8714.43 Day 47 Yes 790.98 7-30 Days S-5 7435.88 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26707.66 Day 47 No 1643.78 7-30 Days S-6 27418.88 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41850.43 Day 47 No 2977.22 31-90 Days S-7 46841.63 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29772.26 Day 48 Yes 1592.05 <7 Days A-0-Q 27615.53 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19193.64 Day 48 Yes 1004.57 7-30 Days A-1-Q 20068.06 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7864.88 Day 48 Yes 236.14 7-30 Days A-2-Q 8990.91 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36417.93 Day 48 No 3256.15 31-90 Days A-3-Q 33531.76 Full Yes Liberty Mortgage Services Corp. Wholesale Lending