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 388.22 Day 2 Yes 21.31 91-180 Days A-2 369.75 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7575.54 Day 2 No 358.62 91-180 Days A-3 7652.46 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17429.87 Day 2 No 423.09 91-180 Days A-4 16048.78 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 830.22 Day 2 Yes 8.23 7-30 Days A-5 977.04 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43861.68 Day 2 Yes 1093.90 91-180 Days CB-1 40263.53 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 26961.51 Day 2 Yes 1410.81 7-30 Days CB-2 26960.90 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 5714.37 Day 2 Yes 499.57 7-30 Days CB-3 5564.86 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 13862.95 Day 2 No 1154.49 7-30 Days E-1 12226.70 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25339.24 Day 2 Yes 296.99 <7 Days E-2 30369.24 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20869.65 Day 2 No 687.85 <7 Days G-1 18951.74 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27075.41 Day 2 No 1566.42 <7 Days G-2 22121.66 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24105.58 Day 2 No 1535.21 31-90 Days G-3 24897.76 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30417.34 Day 2 Yes 2487.33 7-30 Days IG-1 32787.23 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8296.81 Day 2 No 321.25 31-90 Days IG-2 9366.73 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2603.77 Day 2 No 190.84 <7 Days S-1 3059.90 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36051.72 Day 2 No 2222.56 31-90 Days S-2 41903.62 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13418.60 Day 2 Yes 1278.52 7-30 Days S-3 14213.57 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1784.35 Day 2 No 123.60 7-30 Days S-4 1967.81 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43872.30 Day 2 Yes 2045.29 7-30 Days S-5 35164.47 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 993.44 Day 2 No 11.30 31-90 Days S-6 1040.33 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 24400.11 Day 2 Yes 1484.43 7-30 Days S-7 27208.15 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11819.56 Day 3 Yes 188.36 31-90 Days A-0-Q 10874.56 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21209.36 Day 3 Yes 1700.97 7-30 Days A-1-Q 24663.84 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42305.02 Day 3 Yes 2906.89 91-180 Days A-2-Q 37141.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35127.66 Day 3 Yes 1675.81 31-90 Days A-3-Q 32685.77 Partial No Investment Banking