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 2649.75 Day 34 No 37.42 <7 Days L-4 2154.75 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26450.49 Day 34 Yes 95.19 31-90 Days L-5 24049.52 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15485.45 Day 34 No 1126.12 91-180 Days L-6 13983.76 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8293.48 Day 34 Yes 187.97 31-90 Days L-7 7314.95 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15567.77 Day 34 No 601.80 7-30 Days L-8 15911.47 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27525.43 Day 34 No 78.84 <7 Days L-9 25008.87 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1117.32 Day 34 Yes 41.12 91-180 Days LC-1 974.74 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35337.09 Day 34 No 1275.97 <7 Days LC-2 29201.58 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21770.08 Day 34 Yes 1060.03 91-180 Days N-1 25352.24 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17619.72 Day 34 No 1170.98 31-90 Days N-2 15267.88 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 742.09 Day 34 No 48.79 <7 Days N-3 790.74 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30695.14 Day 34 Yes 1988.57 7-30 Days N-4 32098.39 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17646.53 Day 34 No 94.13 <7 Days N-5 18044.22 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39332.91 Day 34 Yes 2450.70 <7 Days N-6 43472.49 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 23095.35 Day 34 Yes 471.21 31-90 Days N-7 27103.88 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37699.26 Day 34 Yes 690.60 31-90 Days P-1 36995.61 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15787.58 Day 34 Yes 435.89 7-30 Days P-2 15577.23 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21524.15 Day 34 Yes 346.02 91-180 Days S-8 22502.62 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30210.94 Day 34 Yes 1088.34 <7 Days Y-1 34190.36 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18417.56 Day 34 Yes 304.94 31-90 Days Y-2 17941.69 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23374.35 Day 34 Yes 895.50 7-30 Days Y-3 21176.64 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1131.68 Day 34 Yes 42.86 91-180 Days Y-4 1071.05 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25047.67 Day 34 No 1768.00 7-30 Days Z-1 29325.42 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7415.25 Day 34 Yes 522.21 31-90 Days A-2 6936.44 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28837.56 Day 34 No 1915.18 <7 Days A-3 34538.17 Partial No Capital Markets