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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2606.84 121 - 150 Days No 4.15 7-30 Days L-9 2425.31 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9412.73 121 - 150 Days Yes 671.14 91-180 Days LC-1 7569.52 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15652.34 121 - 150 Days Yes 1232.71 <7 Days LC-2 18549.27 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39260.00 121 - 150 Days Yes 3783.76 7-30 Days N-1 46168.85 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36254.90 121 - 150 Days Yes 1061.72 31-90 Days N-2 30888.06 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11852.37 121 - 150 Days No 982.18 91-180 Days N-3 11214.85 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35365.99 121 - 150 Days No 2577.91 7-30 Days N-4 34338.80 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20639.71 121 - 150 Days Yes 1587.84 31-90 Days N-5 18503.36 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39846.01 121 - 150 Days No 793.93 91-180 Days N-6 43358.20 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26294.49 121 - 150 Days Yes 817.02 91-180 Days N-7 22564.47 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41108.30 121 - 150 Days Yes 1268.36 91-180 Days P-1 42514.68 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36258.24 121 - 150 Days Yes 3108.34 91-180 Days P-2 35665.45 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6610.62 121 - 150 Days Yes 70.67 <7 Days S-8 7705.53 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30234.83 121 - 150 Days Yes 2289.25 <7 Days Y-1 33736.98 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3399.06 121 - 150 Days No 296.53 91-180 Days Y-2 3329.35 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 14548.98 121 - 150 Days No 67.77 <7 Days Y-3 16770.07 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22475.40 121 - 150 Days No 1440.31 <7 Days Y-4 18527.81 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 31045.14 121 - 150 Days Yes 1073.95 91-180 Days Z-1 35488.04 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15834.98 121 - 150 Days No 754.71 31-90 Days A-2 14751.13 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28542.44 121 - 150 Days No 1887.41 91-180 Days A-3 33576.05 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33951.62 121 - 150 Days No 1653.32 31-90 Days A-4 39636.01 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43378.98 121 - 150 Days No 2632.59 7-30 Days A-5 50888.39 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36235.22 121 - 150 Days No 3030.51 31-90 Days CB-1 37767.69 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17049.54 121 - 150 Days Yes 408.72 31-90 Days CB-2 17997.53 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1468.47 121 - 150 Days Yes 145.70 91-180 Days CB-3 1706.76 None No Wholesale Lending