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 5173.21 Day 26 Yes 483.07 <7 Days E-9 4287.15 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32193.63 Day 26 Yes 362.37 91-180 Days G-4 36129.40 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13659.68 Day 26 No 487.82 <7 Days IG-3 14068.81 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42525.81 Day 26 Yes 571.80 7-30 Days IG-4 49189.62 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2272.18 Day 26 No 45.44 7-30 Days IG-5 1947.30 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13557.82 Day 26 Yes 486.91 91-180 Days IG-6 14304.23 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31335.39 Day 26 Yes 1566.11 <7 Days IG-7 26081.07 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2814.07 Day 26 Yes 102.00 91-180 Days IG-8 2628.59 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36466.57 Day 26 No 1597.06 <7 Days L-1 31264.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37540.23 Day 26 Yes 3262.56 91-180 Days L-10 33582.11 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9134.81 Day 26 Yes 309.40 31-90 Days L-11 10776.84 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32519.00 Day 26 No 1593.39 <7 Days L-2 31848.94 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17320.92 Day 26 Yes 1347.17 <7 Days L-3 19770.48 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38396.85 Day 26 Yes 1154.89 <7 Days L-4 33918.12 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23252.82 Day 26 Yes 2324.78 91-180 Days L-5 18754.79 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7918.31 Day 26 No 774.90 7-30 Days L-6 6795.58 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9692.80 Day 26 Yes 711.29 7-30 Days L-7 10077.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17950.96 Day 26 Yes 1238.84 31-90 Days L-8 17569.25 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14951.31 Day 26 No 194.59 91-180 Days L-9 12695.81 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20748.08 Day 26 Yes 2012.70 91-180 Days LC-1 23551.44 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34694.20 Day 26 No 3262.89 91-180 Days LC-2 32991.34 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18232.53 Day 26 No 449.75 7-30 Days N-1 15028.61 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22940.68 Day 26 No 1733.64 <7 Days N-2 26719.36 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18624.30 Day 26 No 588.91 7-30 Days N-3 18688.29 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 18821.95 Day 26 Yes 1273.12 7-30 Days N-4 19310.42 None Yes Liberty Mortgage Services Corp. Capital Markets