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 43848.18 Day 15 Yes 4345.92 91-180 Days P-2 35673.64 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43244.74 Day 15 No 335.33 91-180 Days S-8 45163.40 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14328.16 Day 15 Yes 151.07 31-90 Days Y-1 14102.29 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42724.01 Day 15 Yes 3787.24 31-90 Days Y-2 39718.43 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17302.84 Day 15 No 694.44 <7 Days Y-3 13873.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13276.47 Day 15 No 100.32 7-30 Days Y-4 14908.02 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6503.34 Day 15 No 559.45 <7 Days Z-1 6642.25 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17848.10 Day 15 Yes 628.08 31-90 Days A-2 20949.24 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3146.50 Day 15 No 47.33 91-180 Days A-3 3569.60 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42660.03 Day 15 No 3807.11 91-180 Days A-4 49397.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43087.87 Day 15 Yes 1279.50 7-30 Days A-5 49080.68 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42403.08 Day 15 No 2982.47 91-180 Days CB-1 44670.73 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16506.95 Day 15 Yes 910.69 <7 Days CB-2 17572.57 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31959.49 Day 15 Yes 1836.60 91-180 Days CB-3 37005.00 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29605.09 Day 15 No 718.41 <7 Days E-1 34036.86 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5995.88 Day 15 No 335.89 31-90 Days E-2 6225.33 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10610.40 Day 15 Yes 720.10 <7 Days G-1 10544.57 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10449.93 Day 15 No 844.98 <7 Days G-2 10059.80 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6570.25 Day 15 No 174.16 <7 Days G-3 6762.49 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11862.50 Day 15 Yes 515.96 7-30 Days IG-1 13503.69 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13753.20 Day 15 No 320.79 31-90 Days IG-2 15559.40 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40355.79 Day 15 No 3607.85 7-30 Days S-1 46478.99 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36992.42 Day 15 No 1063.96 31-90 Days S-2 32160.15 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17867.54 Day 15 Yes 490.28 <7 Days S-3 15056.00 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2302.53 Day 15 Yes 22.16 7-30 Days S-4 1845.30 None No Capital Markets