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 30854.94 Day 17 Yes 1049.48 91-180 Days N-6 29539.32 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30520.93 Day 17 No 97.26 <7 Days N-7 35170.37 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5286.45 Day 17 Yes 503.10 31-90 Days P-1 4499.80 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18539.12 Day 17 Yes 665.39 31-90 Days P-2 20734.55 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 30678.78 Day 17 No 198.87 <7 Days S-8 31513.57 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1414.67 Day 17 Yes 79.16 <7 Days Y-1 1633.98 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41795.81 Day 17 No 657.02 31-90 Days Y-2 36154.81 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31368.84 Day 17 Yes 444.85 <7 Days Y-3 33652.14 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19360.49 Day 17 Yes 1632.60 91-180 Days Y-4 20011.50 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7894.93 Day 17 No 48.29 31-90 Days Z-1 8416.30 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7574.21 Day 17 No 22.61 91-180 Days A-2 8098.28 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40899.41 Day 17 No 158.40 31-90 Days A-3 40559.56 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14823.86 Day 17 No 1325.07 <7 Days A-4 16486.25 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15250.18 Day 17 Yes 1407.32 7-30 Days A-5 17245.64 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 829.48 Day 17 Yes 15.37 91-180 Days CB-1 690.28 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21931.74 Day 17 Yes 1013.60 91-180 Days CB-2 18146.68 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23797.12 Day 17 Yes 77.26 31-90 Days CB-3 23142.25 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33237.47 Day 17 No 305.23 91-180 Days E-1 38746.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14105.31 Day 17 Yes 1113.26 31-90 Days E-2 12503.76 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12056.20 Day 17 Yes 57.67 7-30 Days G-1 10424.99 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8581.45 Day 17 No 523.53 7-30 Days G-2 9468.84 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37478.17 Day 17 No 1400.31 7-30 Days G-3 32086.56 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9832.29 Day 17 Yes 154.08 7-30 Days IG-1 11384.66 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8729.48 Day 17 Yes 608.48 <7 Days IG-2 9120.15 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36787.59 Day 17 Yes 2510.93 31-90 Days S-1 42959.48 None Yes Liberty Capital Markets Inc. Investment Banking