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 27337.11 Day 22 No 1805.60 <7 Days S-7-Q 32703.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3658.26 Day 22 Yes 215.56 <7 Days E-1-Q 3303.95 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30149.53 Day 22 No 1651.07 31-90 Days E-2-Q 33427.26 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2220.98 Day 22 Yes 106.17 7-30 Days IG-1-Q 2608.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9933.75 Day 22 No 800.29 91-180 Days IG-2-Q 10239.27 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26624.40 Day 22 Yes 2002.05 91-180 Days C-1 21511.19 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22287.72 Day 22 No 1315.25 7-30 Days CB-4 23070.18 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18175.12 Day 22 Yes 394.70 7-30 Days E-10 15122.97 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9836.76 Day 22 No 409.40 7-30 Days E-3 9782.84 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29555.47 Day 22 No 2302.00 7-30 Days E-4 29328.93 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17429.05 Day 22 No 607.31 <7 Days E-5 14790.13 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 977.01 Day 22 Yes 31.80 91-180 Days E-6 876.70 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5473.51 Day 22 No 132.88 <7 Days E-7 5750.72 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24870.54 Day 22 Yes 1796.28 91-180 Days E-8 22326.07 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41268.89 Day 22 No 3884.96 <7 Days E-9 41359.74 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41165.82 Day 22 No 3128.79 31-90 Days G-4 38184.99 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13232.90 Day 22 Yes 470.80 91-180 Days IG-3 13930.26 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26786.92 Day 22 No 1334.53 7-30 Days IG-4 30929.84 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36033.49 Day 22 No 846.15 31-90 Days IG-5 32472.03 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30417.28 Day 22 Yes 1176.13 <7 Days IG-6 27243.90 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38265.58 Day 22 No 3104.82 7-30 Days IG-7 40340.43 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39910.07 Day 22 Yes 2650.32 31-90 Days IG-8 35638.23 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7798.20 Day 22 No 753.05 7-30 Days L-1 7281.85 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22602.89 Day 22 Yes 961.62 7-30 Days L-10 20885.74 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3104.97 Day 22 No 49.73 7-30 Days L-11 3411.40 Partial No Investment Banking