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 2461.46 Day 1 No 128.95 91-180 Days CB-2-Q 2256.47 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27284.30 Day 1 No 629.08 31-90 Days S-1-Q 22274.67 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36392.13 Day 1 Yes 2393.66 91-180 Days S-2-Q 31095.13 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40604.83 Day 1 No 3557.78 91-180 Days S-3-Q 32775.20 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33768.08 Day 1 Yes 1628.01 7-30 Days S-4-Q 35001.65 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 35192.77 Day 1 No 3403.45 31-90 Days CB-3-Q 36216.05 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7879.67 Day 1 Yes 57.95 91-180 Days G-1-Q 8799.57 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18136.93 Day 1 No 1095.77 31-90 Days G-2-Q 18740.64 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13837.34 Day 1 No 1319.33 31-90 Days G-3-Q 12480.10 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33590.44 Day 1 No 1049.03 31-90 Days S-5-Q 34700.31 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24401.98 Day 1 Yes 913.75 7-30 Days S-6-Q 28722.72 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10736.85 Day 1 No 875.99 7-30 Days S-7-Q 8985.86 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13839.24 Day 1 No 26.08 <7 Days E-1-Q 13951.27 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29453.00 Day 1 Yes 771.03 31-90 Days E-2-Q 24294.37 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25356.87 Day 1 No 1653.54 91-180 Days IG-1-Q 29396.02 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 105.16 Day 1 Yes 6.93 91-180 Days IG-2-Q 102.72 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21437.03 Day 1 No 238.92 31-90 Days C-1 21355.49 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19413.55 Day 1 No 1125.84 7-30 Days CB-4 21770.39 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18380.70 Day 1 No 387.69 91-180 Days E-10 18091.07 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 34438.07 Day 1 Yes 967.01 91-180 Days E-3 29517.38 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9448.91 Day 1 No 210.98 <7 Days E-4 9746.72 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42722.88 Day 1 No 3909.05 31-90 Days E-5 42420.68 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17669.15 Day 1 No 167.77 91-180 Days E-6 15490.62 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41665.03 Day 1 No 1873.00 7-30 Days E-7 47573.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22172.91 Day 1 Yes 2149.32 7-30 Days E-8 20541.91 None No Wholesale Lending