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 34821.30 Day 24 Yes 1028.84 <7 Days S-3-Q 32685.11 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15905.19 Day 24 Yes 462.47 <7 Days S-4-Q 14699.45 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11608.54 Day 24 No 481.03 91-180 Days CB-3-Q 13595.00 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38538.22 Day 24 No 553.41 91-180 Days G-1-Q 31154.61 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13107.39 Day 24 No 457.93 31-90 Days G-2-Q 14823.84 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29292.36 Day 24 No 2042.25 31-90 Days G-3-Q 32925.86 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42691.27 Day 24 No 963.09 7-30 Days S-5-Q 48748.10 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20310.55 Day 24 Yes 1864.15 <7 Days S-6-Q 16521.41 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1019.64 Day 24 Yes 0.96 91-180 Days S-7-Q 827.73 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32762.88 Day 24 Yes 1694.44 7-30 Days E-1-Q 34126.88 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39143.09 Day 24 Yes 2372.07 31-90 Days E-2-Q 38956.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43406.11 Day 24 No 705.05 31-90 Days IG-1-Q 46368.49 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31837.44 Day 24 No 2368.30 <7 Days IG-2-Q 33027.36 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 11371.85 Day 24 Yes 129.73 <7 Days C-1 11467.95 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21867.79 Day 24 Yes 624.78 91-180 Days CB-4 19863.84 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 4640.28 Day 24 Yes 149.45 <7 Days E-10 5246.38 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16133.45 Day 24 Yes 126.14 91-180 Days E-3 17920.01 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28313.25 Day 24 Yes 994.14 91-180 Days E-4 25597.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4265.69 Day 24 Yes 255.90 7-30 Days E-5 4505.52 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16017.73 Day 24 Yes 1341.14 31-90 Days E-6 14864.81 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25510.17 Day 24 Yes 293.71 31-90 Days E-7 21944.80 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6123.04 Day 24 Yes 218.33 91-180 Days E-8 6379.47 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8290.91 Day 24 No 120.22 7-30 Days E-9 7289.34 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16040.81 Day 24 Yes 1471.24 91-180 Days G-4 13448.01 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11545.34 Day 24 No 993.48 <7 Days IG-3 12814.21 Full No Wholesale Lending