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 7258.33 Day 15 No 322.30 31-90 Days IG-5 8368.40 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29475.34 Day 15 Yes 939.76 <7 Days IG-6 26418.34 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1646.76 Day 15 Yes 158.04 <7 Days IG-7 1897.61 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40539.68 Day 15 No 3546.04 91-180 Days IG-8 36076.57 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19177.95 Day 15 No 1814.23 7-30 Days L-1 18779.45 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 1739.98 Day 15 Yes 150.74 7-30 Days L-10 1785.65 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24391.19 Day 15 Yes 791.66 91-180 Days L-11 28895.52 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11820.25 Day 15 No 125.98 <7 Days L-2 9503.65 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 43606.71 Day 15 No 2957.50 <7 Days L-3 35093.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36242.51 Day 15 Yes 1272.94 7-30 Days L-4 41964.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10579.92 Day 15 No 76.54 31-90 Days L-5 9541.07 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13118.20 Day 15 No 410.53 31-90 Days L-6 10917.00 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8891.05 Day 15 No 567.99 31-90 Days L-7 7754.89 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17000.87 Day 15 No 323.86 31-90 Days L-8 20367.43 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21523.51 Day 15 Yes 2026.85 91-180 Days L-9 24283.53 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2976.43 Day 15 No 121.67 91-180 Days LC-1 3396.68 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37542.06 Day 15 Yes 215.25 31-90 Days LC-2 35102.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5464.53 Day 15 No 513.08 <7 Days N-1 6530.80 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 36979.19 Day 15 Yes 169.97 91-180 Days N-2 35175.32 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21301.11 Day 15 No 343.76 <7 Days N-3 22406.22 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30360.80 Day 15 No 2085.66 91-180 Days N-4 26664.53 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31391.88 Day 15 No 2171.82 <7 Days N-5 27756.14 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24097.87 Day 15 Yes 1281.91 91-180 Days N-6 28253.99 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30781.23 Day 15 No 163.66 91-180 Days N-7 35486.14 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22568.20 Day 15 Yes 771.31 31-90 Days P-1 26944.06 Partial Yes Liberty Wealth Management LLC Capital Markets