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 26251.56 Day 33 Yes 1588.45 91-180 Days N-7 28431.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35405.10 Day 33 No 2196.36 31-90 Days P-1 31884.94 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12220.86 Day 33 Yes 955.52 <7 Days P-2 11707.58 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24698.00 Day 33 Yes 531.64 31-90 Days S-8 26994.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4870.41 Day 33 No 47.95 91-180 Days Y-1 4035.47 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29324.65 Day 33 Yes 1649.18 <7 Days Y-2 27107.24 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42707.16 Day 33 No 557.65 31-90 Days Y-3 34647.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35295.79 Day 33 No 3046.36 91-180 Days Y-4 34772.60 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36631.04 Day 33 Yes 792.66 7-30 Days Z-1 39681.58 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43870.88 Day 33 Yes 4225.62 7-30 Days A-2 41389.03 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24221.10 Day 33 Yes 1875.71 7-30 Days A-3 20962.43 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 40341.02 Day 33 No 3689.39 <7 Days A-4 33659.51 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22816.94 Day 33 No 955.32 31-90 Days A-5 19212.32 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2723.50 Day 33 Yes 121.15 <7 Days CB-1 3134.61 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16929.31 Day 33 Yes 282.54 7-30 Days CB-2 20234.38 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5902.51 Day 33 Yes 424.24 31-90 Days CB-3 4914.42 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38257.78 Day 33 No 174.93 91-180 Days E-1 33599.26 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16103.07 Day 33 No 646.56 7-30 Days E-2 14983.48 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41742.61 Day 33 Yes 1257.69 7-30 Days G-1 36242.30 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 29216.82 Day 33 No 107.91 <7 Days G-2 29947.13 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24474.22 Day 33 Yes 922.92 <7 Days G-3 22267.89 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24632.74 Day 33 Yes 135.19 31-90 Days IG-1 20842.36 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33677.47 Day 33 No 1936.11 31-90 Days IG-2 39391.45 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3220.49 Day 33 Yes 155.46 <7 Days S-1 3851.88 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14822.28 Day 33 Yes 677.86 7-30 Days S-2 15617.23 Full No Capital Markets