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 35922.38 Day 37 Yes 1186.63 91-180 Days G-4 41157.62 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22240.58 Day 37 Yes 91.12 91-180 Days IG-3 25557.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36633.81 Day 37 Yes 512.87 91-180 Days IG-4 40789.27 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22556.28 Day 37 No 657.08 31-90 Days IG-5 25584.73 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25362.51 Day 37 Yes 723.22 <7 Days IG-6 29958.47 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17724.28 Day 37 Yes 1286.68 7-30 Days IG-7 18582.31 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27918.65 Day 37 No 2764.05 <7 Days IG-8 32834.80 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9033.98 Day 37 No 835.82 <7 Days L-1 9357.97 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23467.09 Day 37 Yes 1168.24 91-180 Days L-10 19760.68 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43502.73 Day 37 No 1722.77 7-30 Days L-11 48929.99 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31516.61 Day 37 Yes 2013.30 91-180 Days L-2 31592.45 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25698.88 Day 37 No 404.34 7-30 Days L-3 27768.51 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39581.36 Day 37 Yes 3895.51 7-30 Days L-4 42536.17 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27254.55 Day 37 Yes 2425.49 31-90 Days L-5 21918.07 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14255.46 Day 37 Yes 365.35 91-180 Days L-6 15421.49 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8897.41 Day 37 Yes 672.55 31-90 Days L-7 8263.37 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41794.89 Day 37 No 932.44 7-30 Days L-8 48631.18 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37495.35 Day 37 No 1332.03 91-180 Days L-9 39833.51 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17226.49 Day 37 Yes 1338.26 <7 Days LC-1 20019.69 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25626.73 Day 37 No 697.85 91-180 Days LC-2 25326.63 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20295.02 Day 37 No 499.09 31-90 Days N-1 20576.70 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14684.98 Day 37 Yes 1193.17 7-30 Days N-2 14037.35 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5686.41 Day 37 Yes 84.58 31-90 Days N-3 6002.39 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43484.01 Day 37 Yes 3514.46 91-180 Days N-4 44247.23 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26709.08 Day 37 Yes 563.66 <7 Days N-5 29038.19 Full Yes Liberty Capital Markets Inc. Investment Banking