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 5005.48 151 - 179 Days Yes 204.14 <7 Days Y-1 5248.32 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8987.77 151 - 179 Days Yes 681.92 31-90 Days Y-2 10007.18 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30555.69 151 - 179 Days No 159.24 <7 Days Y-3 30685.91 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21054.55 151 - 179 Days Yes 1845.64 <7 Days Y-4 24826.85 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29087.30 151 - 179 Days Yes 1165.44 7-30 Days Z-1 27801.59 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15411.13 151 - 179 Days Yes 34.38 91-180 Days A-2 16697.73 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34225.58 151 - 179 Days No 1974.42 91-180 Days A-3 38464.45 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21598.97 151 - 179 Days Yes 1789.68 91-180 Days A-4 22784.95 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35901.76 151 - 179 Days Yes 80.62 31-90 Days A-5 28724.99 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11480.18 151 - 179 Days Yes 438.03 31-90 Days CB-1 9829.12 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11576.74 151 - 179 Days Yes 341.57 31-90 Days CB-2 10431.46 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9990.65 151 - 179 Days No 917.46 31-90 Days CB-3 9274.30 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32800.29 151 - 179 Days Yes 285.92 91-180 Days E-1 38959.08 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13883.17 151 - 179 Days Yes 503.83 7-30 Days E-2 16071.41 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19119.21 151 - 179 Days No 1627.60 7-30 Days G-1 22542.90 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15465.07 151 - 179 Days Yes 1201.66 <7 Days G-2 12801.03 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19324.19 151 - 179 Days No 1633.22 <7 Days G-3 16105.62 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29689.16 151 - 179 Days No 2188.21 31-90 Days IG-1 25772.39 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28288.43 151 - 179 Days No 1917.91 7-30 Days IG-2 30479.84 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25698.92 151 - 179 Days No 292.81 <7 Days S-1 22794.19 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34361.13 151 - 179 Days Yes 1266.99 <7 Days S-2 27489.05 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40772.41 151 - 179 Days Yes 783.68 91-180 Days S-3 44185.55 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41984.44 151 - 179 Days Yes 2328.03 91-180 Days S-4 41291.89 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35527.51 151 - 179 Days No 3389.34 7-30 Days S-5 32500.96 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42728.34 151 - 179 Days Yes 390.71 91-180 Days S-6 51146.28 None No Capital Markets