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 10492.05 Day 57 Yes 267.44 31-90 Days N-1 8865.37 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4916.88 Day 57 No 244.67 <7 Days N-2 5588.64 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13905.69 Day 57 No 1113.72 7-30 Days N-3 14157.09 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38458.85 Day 57 No 1062.10 <7 Days N-4 34473.29 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25063.65 Day 57 Yes 119.78 91-180 Days N-5 28979.44 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23788.61 Day 57 Yes 1995.14 7-30 Days N-6 23020.04 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15844.68 Day 57 Yes 993.79 31-90 Days N-7 18370.43 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19884.96 Day 57 Yes 1681.49 91-180 Days P-1 23854.39 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35740.37 Day 57 Yes 533.93 91-180 Days P-2 39391.45 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7403.62 Day 57 No 30.86 31-90 Days S-8 7611.91 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5035.26 Day 57 No 259.78 91-180 Days Y-1 4104.21 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31781.71 Day 57 No 101.10 7-30 Days Y-2 25745.58 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24568.53 Day 57 Yes 1306.42 <7 Days Y-3 21718.03 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27395.59 Day 57 Yes 293.61 <7 Days Y-4 32354.66 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16939.04 Day 57 No 433.81 91-180 Days Z-1 16828.25 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2716.57 Day 57 Yes 144.97 7-30 Days A-2 2321.91 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19995.25 Day 57 No 359.06 7-30 Days A-3 18819.76 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42046.65 Day 57 Yes 912.36 91-180 Days A-4 36094.00 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42330.29 Day 57 Yes 1883.60 31-90 Days A-5 34005.32 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27245.03 Day 57 Yes 1033.19 <7 Days CB-1 32017.18 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6036.09 Day 57 No 585.12 91-180 Days CB-2 4908.29 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27573.71 Day 57 Yes 1532.71 91-180 Days CB-3 31248.53 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30094.46 Day 57 Yes 1318.10 31-90 Days E-1 35275.63 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25636.90 Day 57 Yes 672.72 91-180 Days E-2 30084.91 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12451.33 Day 57 No 893.61 <7 Days G-1 11597.20 Partial Yes Liberty Wealth Management LLC Treasury