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 22490.21 Day 51 Yes 1290.27 <7 Days CB-3-Q 26038.57 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6909.64 Day 51 No 424.11 7-30 Days G-1-Q 5997.97 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38047.92 Day 51 Yes 3265.87 7-30 Days G-2-Q 40734.12 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7982.59 Day 51 Yes 340.07 <7 Days G-3-Q 9406.01 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38726.71 Day 51 Yes 16.88 91-180 Days S-5-Q 39130.62 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21636.34 Day 51 Yes 575.94 7-30 Days S-6-Q 23739.30 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14908.22 Day 51 No 116.16 91-180 Days S-7-Q 12797.65 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23299.16 Day 51 Yes 1864.77 91-180 Days E-1-Q 26208.56 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10863.95 Day 51 No 95.93 7-30 Days E-2-Q 10172.20 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9251.82 Day 51 Yes 767.53 31-90 Days IG-1-Q 10084.05 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8773.30 Day 51 No 129.93 <7 Days IG-2-Q 8855.31 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25297.00 Day 51 Yes 1616.10 7-30 Days C-1 25457.25 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28676.54 Day 51 No 2202.33 31-90 Days CB-4 26893.69 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31152.17 Day 51 No 2941.63 31-90 Days E-10 29378.92 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10055.70 Day 51 Yes 43.96 7-30 Days E-3 10082.35 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8683.43 Day 51 Yes 792.95 7-30 Days E-4 9205.13 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18063.15 Day 51 Yes 777.19 91-180 Days E-5 15402.91 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34343.23 Day 51 No 1202.84 91-180 Days E-6 34417.75 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23947.58 Day 51 No 2087.68 91-180 Days E-7 24455.94 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26467.41 Day 51 No 621.17 7-30 Days E-8 25509.86 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36488.24 Day 51 Yes 2425.42 31-90 Days E-9 39583.53 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25645.64 Day 51 No 198.64 <7 Days G-4 28294.27 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26746.24 Day 51 Yes 1903.84 7-30 Days IG-3 22852.26 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9032.30 Day 51 No 128.62 <7 Days IG-4 7549.56 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24054.94 Day 51 No 1003.60 7-30 Days IG-5 19310.85 None Yes Liberty Capital Markets Inc. Capital Markets