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 20763.60 Day 11 No 1628.60 91-180 Days L-11 20352.33 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24970.97 Day 11 Yes 869.61 31-90 Days L-2 20771.94 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34617.71 Day 11 Yes 2965.62 7-30 Days L-3 38696.66 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19437.14 Day 11 Yes 1725.76 91-180 Days L-4 21439.54 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36326.80 Day 11 Yes 3486.30 91-180 Days L-5 33981.05 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13400.00 Day 11 Yes 385.91 <7 Days L-6 11492.81 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 4766.20 Day 11 Yes 84.22 31-90 Days L-7 4197.70 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32592.51 Day 11 Yes 2934.21 <7 Days L-8 34593.92 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38326.17 Day 11 No 595.21 <7 Days L-9 34778.37 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36648.89 Day 11 Yes 2679.25 91-180 Days LC-1 34020.89 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 17144.55 Day 11 Yes 466.13 31-90 Days LC-2 17642.34 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37535.87 Day 11 Yes 3196.69 31-90 Days N-1 35496.38 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4821.31 Day 11 Yes 298.98 31-90 Days N-2 5251.04 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13124.63 Day 11 Yes 801.71 7-30 Days N-3 13038.00 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3678.77 Day 11 No 45.10 31-90 Days N-4 3189.86 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2521.13 Day 11 No 137.10 7-30 Days N-5 2445.28 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15047.83 Day 11 No 41.92 31-90 Days N-6 12527.88 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32369.21 Day 11 Yes 2563.81 7-30 Days N-7 26235.17 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24048.24 Day 11 Yes 1264.75 91-180 Days P-1 24306.18 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 3796.38 Day 11 No 283.39 91-180 Days P-2 3399.11 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43069.87 Day 11 Yes 777.08 31-90 Days S-8 41010.98 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41135.83 Day 11 Yes 3586.64 91-180 Days Y-1 39053.07 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36344.05 Day 11 No 1644.32 <7 Days Y-2 31556.58 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15870.41 Day 11 No 1313.93 <7 Days Y-3 15848.75 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37.15 Day 11 Yes 1.35 7-30 Days Y-4 30.76 Full No Investment Banking