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 33605.06 Day 33 Yes 407.70 91-180 Days Y-2 37733.95 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21265.56 Day 33 Yes 800.38 31-90 Days Y-3 20587.51 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19578.47 Day 33 No 1350.74 7-30 Days Y-4 21796.35 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29587.16 Day 33 No 842.82 <7 Days Z-1 34415.06 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43942.97 Day 33 No 2042.54 <7 Days A-2 48727.71 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30030.71 Day 33 No 2866.28 7-30 Days A-3 32333.73 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10019.23 Day 33 No 641.47 <7 Days A-4 9220.92 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36170.61 Day 33 Yes 3054.14 7-30 Days A-5 38547.69 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13089.73 Day 33 Yes 1256.96 <7 Days CB-1 13991.74 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18966.97 Day 33 Yes 1809.19 7-30 Days CB-2 17617.06 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34467.69 Day 33 Yes 1228.50 31-90 Days CB-3 32323.98 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5753.25 Day 33 Yes 404.87 7-30 Days E-1 6059.01 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2857.24 Day 33 Yes 206.77 31-90 Days E-2 2854.05 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38290.19 Day 33 Yes 3363.01 91-180 Days G-1 32362.78 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42859.43 Day 33 Yes 3577.55 7-30 Days G-2 40824.58 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24740.44 Day 33 No 856.65 91-180 Days G-3 24940.73 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14376.26 Day 33 Yes 1261.03 <7 Days IG-1 16672.60 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26720.48 Day 33 No 612.76 31-90 Days IG-2 22085.69 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5455.82 Day 33 Yes 57.95 91-180 Days S-1 5331.94 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35671.92 Day 33 No 1823.76 31-90 Days S-2 28913.74 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18071.16 Day 33 No 1332.78 7-30 Days S-3 19664.09 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 192.03 Day 33 No 6.70 <7 Days S-4 227.56 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39880.36 Day 33 Yes 2039.80 7-30 Days S-5 43222.96 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41317.34 Day 33 Yes 2155.12 <7 Days S-6 49418.43 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20511.72 Day 33 Yes 727.87 91-180 Days S-7 19083.41 None Yes Liberty Wealth Management LLC Wholesale Lending