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) Non-Financial Corporate No 7901.54 Day 2 Yes 213.48 91-180 Days S-7-Q 9454.99 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12006.95 Day 2 Yes 1032.67 91-180 Days E-1-Q 11340.19 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14537.12 Day 2 No 683.46 7-30 Days E-2-Q 12190.66 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40356.27 Day 2 Yes 1862.90 31-90 Days IG-1-Q 47560.88 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27524.61 Day 2 Yes 2275.78 91-180 Days IG-2-Q 25379.76 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12590.43 Day 2 Yes 222.04 31-90 Days C-1 11604.79 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40132.71 Day 2 No 3590.78 <7 Days CB-4 34609.82 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14827.98 Day 2 No 568.42 31-90 Days E-10 15070.54 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1410.22 Day 2 No 120.55 7-30 Days E-3 1557.92 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43947.85 Day 2 Yes 2897.04 31-90 Days E-4 41647.28 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12643.93 Day 2 No 848.47 7-30 Days E-5 11625.05 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13649.29 Day 2 No 1260.35 91-180 Days E-6 13957.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13711.12 Day 2 No 1292.53 91-180 Days E-7 14716.03 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12667.22 Day 2 Yes 722.54 <7 Days E-8 14924.80 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16498.06 Day 2 No 481.36 <7 Days E-9 17449.65 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28007.67 Day 2 Yes 1244.21 91-180 Days G-4 26122.54 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34498.56 Day 2 No 258.75 7-30 Days IG-3 39240.11 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41004.10 Day 2 Yes 4091.52 7-30 Days IG-4 36221.84 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16695.98 Day 2 Yes 574.39 <7 Days IG-5 13502.34 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27325.09 Day 2 No 275.26 7-30 Days IG-6 21860.18 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25124.44 Day 2 Yes 650.85 91-180 Days IG-7 25260.41 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30598.82 Day 2 Yes 1886.14 91-180 Days IG-8 26182.13 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11030.48 Day 2 No 85.95 7-30 Days L-1 8891.82 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39993.67 Day 2 Yes 1131.11 7-30 Days L-10 46202.46 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7144.11 Day 2 No 620.37 91-180 Days L-11 6305.21 None No Trading