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
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25871.50 Day 1 Yes 472.66 31-90 Days S-8 25528.15 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16581.18 Day 1 Yes 318.34 31-90 Days Y-1 13875.07 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20301.44 Day 1 No 83.97 91-180 Days Y-2 16948.69 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6624.44 Day 1 Yes 72.00 91-180 Days Y-3 7207.62 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3853.83 Day 1 No 313.30 31-90 Days Y-4 3604.55 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30630.56 Day 1 No 1490.85 91-180 Days Z-1 30979.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27193.15 Day 1 Yes 2370.79 31-90 Days A-2 26773.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14024.56 Day 1 No 86.79 <7 Days A-3 13980.04 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38325.39 Day 1 No 161.18 <7 Days A-4 44155.22 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23320.92 Day 1 No 765.60 31-90 Days A-5 24753.00 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26098.76 Day 1 No 2026.25 7-30 Days CB-1 27887.91 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34891.42 Day 1 Yes 2265.11 7-30 Days CB-2 38702.55 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35467.12 Day 1 Yes 1236.13 <7 Days CB-3 35402.92 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10317.70 Day 1 No 739.80 91-180 Days E-1 10301.55 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21329.41 Day 1 Yes 1271.91 <7 Days E-2 22281.57 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14058.19 Day 1 Yes 570.01 7-30 Days G-1 15913.19 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34739.55 Day 1 No 2722.94 7-30 Days G-2 38132.31 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36407.41 Day 1 No 1421.63 31-90 Days G-3 40607.28 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35870.81 Day 1 Yes 1877.33 7-30 Days IG-1 34744.04 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4995.89 Day 1 No 197.91 31-90 Days IG-2 4721.83 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28599.55 Day 1 No 2304.38 <7 Days S-1 29170.05 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42265.35 Day 1 Yes 3783.92 <7 Days S-2 48556.25 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16510.23 Day 1 Yes 718.28 91-180 Days S-3 18362.16 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11858.24 Day 1 Yes 742.58 91-180 Days S-4 12722.01 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20771.65 Day 1 Yes 186.67 31-90 Days S-5 17126.99 Partial Yes Liberty Capital Markets Inc. Treasury