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 34611.72 Day 52 Yes 1761.90 31-90 Days CB-2 34874.33 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23498.65 Day 52 Yes 2275.48 <7 Days CB-3 23379.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17897.06 Day 52 Yes 725.84 31-90 Days E-1 14502.74 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32714.07 Day 52 Yes 38.83 91-180 Days E-2 33487.87 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39261.91 Day 52 Yes 1735.60 31-90 Days G-1 33223.17 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20266.84 Day 52 Yes 955.46 91-180 Days G-2 20592.65 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10693.85 Day 52 Yes 463.87 91-180 Days G-3 11604.14 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18111.07 Day 52 No 229.92 31-90 Days IG-1 15075.28 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6743.25 Day 52 No 105.92 <7 Days IG-2 5700.82 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19087.17 Day 52 Yes 205.94 31-90 Days S-1 17856.74 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36186.85 Day 52 Yes 186.16 7-30 Days S-2 39916.36 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6912.77 Day 52 No 94.18 <7 Days S-3 7230.59 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5414.11 Day 52 Yes 136.28 <7 Days S-4 6300.88 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10824.65 Day 52 Yes 638.31 <7 Days S-5 9626.49 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18343.58 Day 52 No 51.03 91-180 Days S-6 19796.94 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23674.42 Day 52 Yes 2187.33 91-180 Days S-7 26095.12 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39789.96 Day 53 No 841.16 7-30 Days A-0-Q 37661.00 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15342.09 Day 53 Yes 1375.05 <7 Days A-1-Q 15640.00 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19879.68 Day 53 No 800.28 31-90 Days A-2-Q 18254.45 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6884.49 Day 53 Yes 335.18 31-90 Days A-3-Q 8104.00 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42972.50 Day 53 Yes 408.77 91-180 Days A-4-Q 37409.32 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38655.02 Day 53 Yes 1579.55 7-30 Days A-5-Q 43041.69 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10067.55 Day 53 Yes 882.00 7-30 Days CB-1-Q 11289.62 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13075.52 Day 53 No 267.32 91-180 Days CB-2-Q 13291.91 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1888.18 Day 53 Yes 175.56 <7 Days S-1-Q 1689.99 Partial Yes Liberty Wealth Management LLC Investment Banking