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 37360.56 Day 27 Yes 3472.33 7-30 Days S-7-Q 37446.48 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25919.53 Day 27 Yes 965.33 7-30 Days E-1-Q 22595.75 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 41406.04 Day 27 No 2834.67 <7 Days E-2-Q 41400.41 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41452.04 Day 27 No 831.03 31-90 Days IG-1-Q 48068.15 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 18555.46 Day 27 Yes 1555.72 7-30 Days IG-2-Q 16353.36 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31069.88 Day 27 No 1692.04 31-90 Days C-1 33651.78 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22847.98 Day 27 No 1319.32 91-180 Days CB-4 22387.88 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3440.23 Day 27 No 239.37 91-180 Days E-10 3999.11 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13959.21 Day 27 Yes 809.23 91-180 Days E-3 16739.15 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4242.80 Day 27 Yes 350.54 <7 Days E-4 3971.49 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3116.77 Day 27 Yes 97.73 7-30 Days E-5 2873.92 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16963.84 Day 27 Yes 687.58 <7 Days E-6 15969.08 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6712.55 Day 27 No 222.80 <7 Days E-7 7089.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2582.16 Day 27 Yes 134.82 91-180 Days E-8 2302.17 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8037.00 Day 27 No 110.39 31-90 Days E-9 8688.30 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26449.09 Day 27 No 1736.49 <7 Days G-4 25100.85 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13404.34 Day 27 No 1239.69 91-180 Days IG-3 12473.59 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34186.21 Day 27 Yes 2967.62 <7 Days IG-4 36122.99 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13934.36 Day 27 Yes 476.75 7-30 Days IG-5 15308.83 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20138.26 Day 27 No 780.09 <7 Days IG-6 16448.98 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 44008.20 Day 27 Yes 1289.24 7-30 Days IG-7 46307.20 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33900.74 Day 27 Yes 3324.84 91-180 Days IG-8 32928.87 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7443.68 Day 27 No 619.58 91-180 Days L-1 7838.01 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17994.79 Day 27 Yes 1758.37 91-180 Days L-10 18674.00 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34967.59 Day 27 No 16.48 31-90 Days L-11 30520.53 Full Yes Liberty International Finance Ltd. Trading