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 9568.48 >5 Yr Yes 636.03 91-180 Days G-3-Q 9026.49 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6008.96 >5 Yr No 381.03 <7 Days S-5-Q 6277.41 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 44010.31 >5 Yr Yes 71.50 31-90 Days S-6-Q 47405.03 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23605.19 >5 Yr Yes 1661.14 31-90 Days S-7-Q 27297.01 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33653.00 >5 Yr Yes 3276.34 31-90 Days E-1-Q 31893.36 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11762.46 >5 Yr No 792.06 <7 Days E-2-Q 11776.65 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9792.03 >5 Yr No 911.97 7-30 Days IG-1-Q 9303.00 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43265.78 >5 Yr Yes 2010.30 7-30 Days IG-2-Q 47507.91 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12179.55 >5 Yr No 1047.49 7-30 Days C-1 9905.30 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40651.29 >5 Yr Yes 1670.94 31-90 Days CB-4 37707.53 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12769.85 >5 Yr Yes 446.11 91-180 Days E-10 10359.07 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35146.08 >5 Yr No 633.33 31-90 Days E-3 28581.75 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38117.97 >5 Yr Yes 879.62 7-30 Days E-4 30869.33 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15136.40 >5 Yr Yes 1255.93 31-90 Days E-5 13579.20 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11007.98 >5 Yr Yes 649.91 91-180 Days E-6 12115.74 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23902.00 >5 Yr No 2326.08 <7 Days E-7 24837.33 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18461.68 >5 Yr Yes 208.59 31-90 Days E-8 17827.47 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27257.09 >5 Yr No 1411.36 91-180 Days E-9 30123.68 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33535.98 >5 Yr Yes 66.71 <7 Days G-4 29801.18 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20415.93 >5 Yr Yes 1378.03 91-180 Days IG-3 22232.74 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41550.81 >5 Yr Yes 1224.93 7-30 Days IG-4 39677.57 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20386.85 >5 Yr No 434.10 <7 Days IG-5 21900.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11106.03 >5 Yr No 719.78 7-30 Days IG-6 10200.03 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42762.91 >5 Yr No 3574.07 <7 Days IG-7 48010.93 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42575.61 >5 Yr No 809.03 <7 Days IG-8 41058.70 Full Yes Liberty Wealth Management LLC Treasury