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 21369.67 Day 18 Yes 1923.94 31-90 Days CB-4 20776.86 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2738.27 Day 18 No 49.09 7-30 Days E-10 2622.85 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3672.02 Day 18 No 202.30 91-180 Days E-3 3382.56 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8970.06 Day 18 No 189.33 <7 Days E-4 9452.42 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19176.95 Day 18 No 721.78 7-30 Days E-5 16405.17 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14625.61 Day 18 Yes 880.34 31-90 Days E-6 14126.19 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17438.05 Day 18 No 486.45 7-30 Days E-7 20724.57 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19632.10 Day 18 Yes 324.64 7-30 Days E-8 17705.65 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37746.01 Day 18 Yes 3044.77 31-90 Days E-9 43824.12 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33726.10 Day 18 Yes 732.41 91-180 Days G-4 33433.97 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2602.19 Day 18 No 67.40 91-180 Days IG-3 2271.33 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25782.98 Day 18 No 1535.15 7-30 Days IG-4 24282.34 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34790.43 Day 18 Yes 243.57 31-90 Days IG-5 32942.08 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31930.84 Day 18 Yes 108.53 7-30 Days IG-6 35870.19 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23647.90 Day 18 No 2118.93 7-30 Days IG-7 25916.57 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3247.78 Day 18 No 131.42 7-30 Days IG-8 3689.37 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36150.65 Day 18 No 50.45 91-180 Days L-1 38345.10 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40724.98 Day 18 Yes 878.92 <7 Days L-10 39769.44 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18714.68 Day 18 No 770.03 91-180 Days L-11 15105.88 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32437.61 Day 18 No 2336.15 91-180 Days L-2 32267.43 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43144.54 Day 18 No 902.00 91-180 Days L-3 50063.90 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36865.19 Day 18 No 1398.83 7-30 Days L-4 38149.39 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20326.58 Day 18 Yes 114.87 <7 Days L-5 16370.95 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17255.94 Day 18 No 295.45 7-30 Days L-6 16534.43 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20874.36 Day 18 No 741.00 91-180 Days L-7 19736.68 Partial Yes Liberty Wealth Management LLC Capital Markets