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 36097.19 83 - 90 Days Yes 1407.41 <7 Days N-3 31570.34 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9176.08 83 - 90 Days Yes 670.74 7-30 Days N-4 9941.48 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1577.11 83 - 90 Days Yes 111.32 <7 Days N-5 1809.13 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36742.39 83 - 90 Days Yes 1217.40 31-90 Days N-6 35335.81 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11929.37 83 - 90 Days Yes 245.35 91-180 Days N-7 12191.26 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35607.14 83 - 90 Days No 1167.35 31-90 Days P-1 30524.82 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16896.19 83 - 90 Days No 1295.45 31-90 Days P-2 19614.94 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 660.01 83 - 90 Days Yes 47.62 31-90 Days S-8 572.34 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37400.02 83 - 90 Days No 608.59 91-180 Days Y-1 30349.67 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40246.05 83 - 90 Days No 391.91 91-180 Days Y-2 33019.66 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11925.66 83 - 90 Days Yes 855.13 31-90 Days Y-3 9837.74 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29313.14 83 - 90 Days No 666.01 7-30 Days Y-4 31088.54 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11963.76 83 - 90 Days Yes 903.52 31-90 Days Z-1 12257.63 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8045.96 83 - 90 Days Yes 53.39 31-90 Days A-2 8075.80 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27472.04 83 - 90 Days No 2184.80 7-30 Days A-3 25354.66 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39108.24 83 - 90 Days No 2141.21 <7 Days A-4 43232.76 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9492.16 83 - 90 Days Yes 930.43 91-180 Days A-5 9013.33 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8913.15 83 - 90 Days Yes 245.58 7-30 Days CB-1 10134.93 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26277.41 83 - 90 Days Yes 2153.38 7-30 Days CB-2 31419.04 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34268.74 83 - 90 Days Yes 1510.93 91-180 Days CB-3 34145.25 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14676.48 83 - 90 Days Yes 227.97 <7 Days E-1 13282.97 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26021.51 83 - 90 Days Yes 338.04 91-180 Days E-2 30408.30 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23792.10 83 - 90 Days Yes 387.27 7-30 Days G-1 27219.27 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5668.43 83 - 90 Days No 69.80 <7 Days G-2 6158.19 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38566.11 83 - 90 Days No 786.55 7-30 Days G-3 39354.67 Full Yes Liberty Mortgage Services Corp. Capital Markets