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 13196.46 Day 8 Yes 1130.50 31-90 Days IG-3 13623.65 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5013.77 Day 8 Yes 139.33 7-30 Days IG-4 4944.79 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34750.06 Day 8 No 3320.38 <7 Days IG-5 35361.80 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11350.13 Day 8 Yes 1010.28 7-30 Days IG-6 10492.89 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41972.15 Day 8 No 2555.22 91-180 Days IG-7 47671.52 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7336.62 Day 8 Yes 537.21 91-180 Days IG-8 8481.40 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4806.88 Day 8 Yes 368.26 <7 Days L-1 5537.08 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21309.78 Day 8 No 469.61 <7 Days L-10 20990.91 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28547.34 Day 8 No 2357.61 31-90 Days L-11 29024.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12395.44 Day 8 No 301.27 7-30 Days L-2 10622.37 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41701.79 Day 8 Yes 343.97 7-30 Days L-3 34497.80 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27611.41 Day 8 No 636.62 91-180 Days L-4 27570.18 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28643.81 Day 8 Yes 988.34 <7 Days L-5 31638.44 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18928.87 Day 8 No 254.13 <7 Days L-6 20684.14 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28085.44 Day 8 No 1151.94 91-180 Days L-7 32149.17 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 231.57 Day 8 No 10.11 <7 Days L-8 259.81 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2895.00 Day 8 Yes 211.33 <7 Days L-9 2699.89 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31900.76 Day 8 No 1738.98 7-30 Days LC-1 36578.51 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22142.37 Day 8 Yes 1383.78 31-90 Days LC-2 18844.01 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23808.59 Day 8 Yes 1202.07 <7 Days N-1 26039.32 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9836.94 Day 8 Yes 428.24 91-180 Days N-2 10380.52 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25267.71 Day 8 Yes 1148.73 31-90 Days N-3 23021.26 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31231.19 Day 8 Yes 1378.49 31-90 Days N-4 31354.08 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39336.19 Day 8 Yes 1795.16 91-180 Days N-5 37470.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35232.65 Day 8 No 2018.99 31-90 Days N-6 29672.76 Partial Yes Liberty International Finance Ltd. Treasury