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 12238.85 Day 60 No 214.26 31-90 Days P-2 12298.49 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30512.64 Day 60 No 1267.52 7-30 Days S-8 31793.17 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31842.17 Day 60 Yes 2981.17 <7 Days Y-1 36389.38 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23241.41 Day 60 No 1252.97 7-30 Days Y-2 23708.08 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41131.96 Day 60 No 817.45 31-90 Days Y-3 40265.07 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27319.70 Day 60 Yes 2720.48 91-180 Days Y-4 30737.26 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13882.98 Day 60 No 640.89 <7 Days Z-1 13454.28 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34122.71 Day 60 No 2905.78 31-90 Days A-2 31752.54 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22477.38 Day 60 Yes 1580.35 91-180 Days A-3 23517.52 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41747.69 Day 60 No 3975.18 <7 Days A-4 39569.82 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17344.44 Day 60 No 192.78 91-180 Days A-5 20017.05 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11237.39 Day 60 Yes 460.66 31-90 Days CB-1 10659.45 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30887.31 Day 60 Yes 287.25 7-30 Days CB-2 30728.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15529.40 Day 60 Yes 668.82 31-90 Days CB-3 17864.05 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3612.92 Day 60 Yes 48.65 91-180 Days E-1 3285.56 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5222.05 Day 60 Yes 367.94 31-90 Days E-2 5936.21 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31933.58 Day 60 No 97.08 31-90 Days G-1 27289.88 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28457.62 Day 60 No 180.22 91-180 Days G-2 22932.21 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41281.02 Day 60 Yes 4103.33 <7 Days G-3 36695.22 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7144.64 Day 60 Yes 477.38 91-180 Days IG-1 8508.01 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14022.94 Day 60 No 1140.71 7-30 Days IG-2 12237.38 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31605.87 Day 60 Yes 124.27 <7 Days S-1 25356.78 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22395.03 Day 60 No 536.54 <7 Days S-2 24614.76 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29061.72 Day 60 No 638.90 <7 Days S-3 32975.81 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28105.83 Day 60 Yes 1888.28 91-180 Days S-4 26456.28 Partial Yes Liberty International Finance Ltd. Wholesale Lending