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 23617.77 Day 51 Yes 2175.31 31-90 Days S-8 20865.74 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33913.45 Day 51 Yes 138.61 <7 Days Y-1 35647.09 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17536.62 Day 51 No 1380.17 7-30 Days Y-2 21039.89 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1568.72 Day 51 No 100.06 <7 Days Y-3 1862.97 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26216.04 Day 51 Yes 1371.06 <7 Days Y-4 21076.65 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24379.30 Day 51 No 1873.99 7-30 Days Z-1 22835.49 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38259.04 Day 51 No 3641.71 7-30 Days A-2 37976.48 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5430.21 Day 51 No 28.38 <7 Days A-3 6414.17 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39428.26 Day 51 No 2007.27 31-90 Days A-4 47027.57 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23609.05 Day 51 Yes 898.83 7-30 Days A-5 19228.88 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25247.25 Day 51 Yes 1635.22 31-90 Days CB-1 20250.32 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28756.22 Day 51 Yes 224.33 91-180 Days CB-2 28664.26 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34281.61 Day 51 Yes 572.27 7-30 Days CB-3 40778.82 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27772.61 Day 51 No 185.97 <7 Days E-1 32075.76 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40165.22 Day 51 Yes 1481.90 <7 Days E-2 47483.69 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24165.38 Day 51 Yes 1059.71 31-90 Days G-1 27640.26 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11744.91 Day 51 Yes 312.30 <7 Days G-2 11987.68 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13843.11 Day 51 No 788.55 <7 Days G-3 11779.82 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13951.43 Day 51 Yes 634.64 7-30 Days IG-1 16211.22 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16560.27 Day 51 Yes 898.73 91-180 Days IG-2 13998.01 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37396.55 Day 51 No 1907.08 91-180 Days S-1 44283.47 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10578.46 Day 51 No 988.12 31-90 Days S-2 8771.76 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23727.11 Day 51 No 478.18 7-30 Days S-3 22582.27 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16932.42 Day 51 Yes 233.88 <7 Days S-4 18551.19 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14108.51 Day 51 Yes 847.40 91-180 Days S-5 13683.41 Full No Capital Markets