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 29974.68 91 - 120 Days No 830.37 31-90 Days Y-4 27284.24 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11493.26 91 - 120 Days Yes 1109.14 31-90 Days Z-1 9441.02 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31989.77 91 - 120 Days Yes 1504.25 7-30 Days A-2 37062.23 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 374.83 91 - 120 Days Yes 17.88 7-30 Days A-3 380.09 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14971.23 91 - 120 Days Yes 21.22 31-90 Days A-4 16506.58 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21043.53 91 - 120 Days No 572.70 91-180 Days A-5 22627.12 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17942.18 91 - 120 Days Yes 260.35 31-90 Days CB-1 18800.00 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2841.63 91 - 120 Days Yes 228.57 31-90 Days CB-2 2683.88 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15861.90 91 - 120 Days No 841.30 <7 Days CB-3 13863.93 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26163.60 91 - 120 Days Yes 2462.33 91-180 Days E-1 27869.26 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19137.77 91 - 120 Days Yes 1759.43 31-90 Days E-2 18018.11 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38659.67 91 - 120 Days No 489.20 <7 Days G-1 32211.34 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1299.81 91 - 120 Days Yes 103.07 7-30 Days G-2 1467.16 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7198.46 91 - 120 Days Yes 26.10 <7 Days G-3 5782.66 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 741.95 91 - 120 Days No 29.49 7-30 Days IG-1 687.21 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14204.19 91 - 120 Days No 92.39 <7 Days IG-2 14143.09 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18583.60 91 - 120 Days No 734.56 7-30 Days S-1 17379.42 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 542.16 91 - 120 Days No 33.35 <7 Days S-2 598.21 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24945.37 91 - 120 Days No 32.40 31-90 Days S-3 29566.70 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29144.75 91 - 120 Days No 2901.63 7-30 Days S-4 29007.65 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13627.73 91 - 120 Days No 367.68 <7 Days S-5 13742.87 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29262.55 91 - 120 Days No 1949.61 7-30 Days S-6 25568.08 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20702.31 91 - 120 Days Yes 539.09 7-30 Days S-7 23410.74 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4076.44 121 - 150 Days No 192.91 <7 Days A-0-Q 3676.84 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42241.76 121 - 150 Days Yes 5.92 7-30 Days A-1-Q 40488.10 None No Trading