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 Yes 29110.32 Day 8 Yes 2715.13 91-180 Days N-7 25095.82 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28260.79 Day 8 No 2437.70 7-30 Days P-1 31735.43 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34702.10 Day 8 Yes 2080.94 31-90 Days P-2 32645.03 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6847.60 Day 8 Yes 16.06 <7 Days S-8 6578.92 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43104.06 Day 8 Yes 3706.46 <7 Days Y-1 51110.39 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8269.48 Day 8 No 605.81 <7 Days Y-2 8292.28 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39830.10 Day 8 No 79.97 <7 Days Y-3 45901.96 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40296.42 Day 8 Yes 516.75 <7 Days Y-4 32864.61 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8121.24 Day 8 No 6.70 <7 Days Z-1 8694.49 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36298.97 Day 8 No 23.82 <7 Days A-2 35317.84 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37785.98 Day 8 No 999.49 31-90 Days A-3 39649.89 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 44056.31 Day 8 Yes 1966.46 91-180 Days A-4 37508.93 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 42870.30 Day 8 Yes 705.54 <7 Days A-5 38532.44 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36677.81 Day 8 No 1294.57 <7 Days CB-1 36108.16 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38072.45 Day 8 Yes 2003.50 7-30 Days CB-2 31354.29 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2456.25 Day 8 Yes 78.84 31-90 Days CB-3 2352.30 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7137.10 Day 8 Yes 482.04 31-90 Days E-1 6612.56 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41819.82 Day 8 No 1070.46 91-180 Days E-2 47828.39 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34486.24 Day 8 No 538.15 31-90 Days G-1 30756.33 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33472.69 Day 8 Yes 3061.39 7-30 Days G-2 30014.67 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2144.26 Day 8 Yes 146.73 31-90 Days G-3 2246.72 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1713.78 Day 8 No 123.14 31-90 Days IG-1 1525.25 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25318.97 Day 8 No 591.59 <7 Days IG-2 27679.38 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35990.94 Day 8 Yes 3040.41 31-90 Days S-1 30695.52 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33050.71 Day 8 No 6.50 31-90 Days S-2 38680.22 None Yes Liberty Mortgage Services Corp. Investment Banking