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 Yes 27683.30 151 - 179 Days No 498.01 7-30 Days S-7 24086.95 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19835.61 180 - 270 Days No 256.68 31-90 Days A-0-Q 22556.74 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20706.66 180 - 270 Days Yes 1892.86 91-180 Days A-1-Q 21060.68 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21899.47 180 - 270 Days Yes 125.15 31-90 Days A-2-Q 25737.17 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19905.92 180 - 270 Days No 333.05 91-180 Days A-3-Q 18436.35 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6830.64 180 - 270 Days Yes 296.74 <7 Days A-4-Q 7607.12 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 758.64 180 - 270 Days No 72.13 91-180 Days A-5-Q 670.10 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18638.51 180 - 270 Days No 147.36 31-90 Days CB-1-Q 21230.92 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15965.61 180 - 270 Days Yes 161.16 91-180 Days CB-2-Q 17351.63 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32450.37 180 - 270 Days Yes 852.10 91-180 Days S-1-Q 33762.94 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28309.92 180 - 270 Days Yes 1872.21 <7 Days S-2-Q 30033.92 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29689.09 180 - 270 Days No 2967.54 7-30 Days S-3-Q 25836.92 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20529.57 180 - 270 Days No 839.86 <7 Days S-4-Q 23065.81 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17436.20 180 - 270 Days Yes 847.45 <7 Days CB-3-Q 15892.13 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25474.32 180 - 270 Days No 1517.95 7-30 Days G-1-Q 27659.75 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31905.50 180 - 270 Days No 2839.51 7-30 Days G-2-Q 30768.20 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35385.63 180 - 270 Days Yes 2770.79 7-30 Days G-3-Q 28881.14 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20340.51 180 - 270 Days No 165.24 91-180 Days S-5-Q 21677.80 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17372.80 180 - 270 Days Yes 1650.93 <7 Days S-6-Q 16251.85 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5370.19 180 - 270 Days Yes 123.78 31-90 Days S-7-Q 6302.02 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28327.12 180 - 270 Days No 1898.48 <7 Days E-1-Q 27854.37 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11488.53 180 - 270 Days No 641.32 91-180 Days E-2-Q 9331.66 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36044.74 180 - 270 Days Yes 1070.61 <7 Days IG-1-Q 35513.60 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22051.76 180 - 270 Days No 609.64 31-90 Days IG-2-Q 24854.06 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19576.53 180 - 270 Days No 169.91 91-180 Days C-1 20178.46 Partial Yes Liberty Wealth Management LLC Trading