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 13678.24 68 - 74 Days No 1200.86 <7 Days N-6 13964.10 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40201.25 68 - 74 Days No 871.99 31-90 Days N-7 43732.38 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39519.03 68 - 74 Days Yes 1571.94 91-180 Days P-1 32115.80 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22365.63 68 - 74 Days Yes 1511.02 7-30 Days P-2 21838.62 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11174.80 68 - 74 Days Yes 904.43 31-90 Days S-8 10547.74 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28352.34 68 - 74 Days No 2047.78 31-90 Days Y-1 33052.37 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17666.38 68 - 74 Days No 725.40 <7 Days Y-2 17021.48 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11457.53 68 - 74 Days Yes 1088.64 91-180 Days Y-3 9783.33 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5880.05 68 - 74 Days No 221.02 7-30 Days Y-4 6749.49 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16828.56 68 - 74 Days Yes 1458.67 7-30 Days Z-1 16244.93 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38238.04 68 - 74 Days No 2935.73 <7 Days A-2 36941.08 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21175.48 68 - 74 Days No 626.78 <7 Days A-3 19984.59 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33757.17 68 - 74 Days Yes 524.56 7-30 Days A-4 30640.03 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36121.27 68 - 74 Days Yes 1481.26 7-30 Days A-5 31460.47 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41451.33 68 - 74 Days Yes 1276.09 7-30 Days CB-1 33256.97 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23151.48 68 - 74 Days No 1817.42 31-90 Days CB-2 25294.26 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23082.38 68 - 74 Days No 688.23 91-180 Days CB-3 22265.27 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8077.38 68 - 74 Days No 277.82 91-180 Days E-1 6771.99 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42845.30 68 - 74 Days Yes 148.79 <7 Days E-2 47053.67 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3817.37 68 - 74 Days No 325.35 91-180 Days G-1 4129.75 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20124.79 68 - 74 Days No 380.58 7-30 Days G-2 18442.44 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23072.32 68 - 74 Days Yes 116.17 7-30 Days G-3 22354.59 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23550.61 68 - 74 Days Yes 276.97 7-30 Days IG-1 22904.06 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15152.87 68 - 74 Days No 236.07 7-30 Days IG-2 12998.30 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7803.83 68 - 74 Days No 288.16 <7 Days S-1 8067.14 Partial No Wholesale Lending