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 36099.28 Day 3 No 2988.62 91-180 Days A-4-Q 34568.12 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9755.07 Day 3 No 772.38 <7 Days A-5-Q 9078.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17993.44 Day 3 Yes 1024.90 91-180 Days CB-1-Q 18214.95 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38706.57 Day 3 No 2049.96 31-90 Days CB-2-Q 40185.98 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 31998.40 Day 3 No 2568.01 31-90 Days S-1-Q 29235.65 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20157.61 Day 3 No 1320.43 <7 Days S-2-Q 17673.25 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13856.79 Day 3 No 1058.04 31-90 Days S-3-Q 15909.95 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19025.14 Day 3 Yes 1738.52 31-90 Days S-4-Q 20828.30 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7481.61 Day 3 Yes 636.84 <7 Days CB-3-Q 6087.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15127.42 Day 3 Yes 620.52 <7 Days G-1-Q 15259.54 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40990.23 Day 3 Yes 2042.75 31-90 Days G-2-Q 38883.71 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40242.32 Day 3 No 1547.85 91-180 Days G-3-Q 34202.13 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 25809.53 Day 3 Yes 1491.69 31-90 Days S-5-Q 20689.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35876.81 Day 3 No 502.05 <7 Days S-6-Q 31944.78 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22461.78 Day 3 No 1788.91 91-180 Days S-7-Q 19358.67 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4826.99 Day 3 No 452.36 91-180 Days E-1-Q 5676.62 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20681.90 Day 3 No 1418.14 <7 Days E-2-Q 22026.58 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32892.01 Day 3 Yes 1628.08 91-180 Days IG-1-Q 37669.81 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29413.04 Day 3 Yes 1806.72 31-90 Days IG-2-Q 29730.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30750.34 Day 3 Yes 1941.13 <7 Days C-1 25362.41 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34063.26 Day 3 No 2544.62 7-30 Days CB-4 28817.74 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17865.98 Day 3 No 1412.43 <7 Days E-10 20496.25 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1307.91 Day 3 Yes 59.75 7-30 Days E-3 1447.30 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 34364.70 Day 3 No 1971.29 7-30 Days E-4 28495.17 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4935.65 Day 3 Yes 413.61 31-90 Days E-5 4015.25 Partial No Capital Markets