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 18836.30 Day 5 No 979.16 91-180 Days E-3 19931.87 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32971.01 Day 5 Yes 1837.13 <7 Days E-4 30730.93 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1441.82 Day 5 No 134.09 91-180 Days E-5 1377.37 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42970.82 Day 5 Yes 2136.91 31-90 Days E-6 50306.55 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35818.42 Day 5 No 12.91 7-30 Days E-7 40959.72 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 23359.01 Day 5 No 1204.98 7-30 Days E-8 22037.95 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23540.21 Day 5 Yes 2306.71 31-90 Days E-9 26791.33 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32400.15 Day 5 Yes 2826.62 31-90 Days G-4 36732.54 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 35944.44 Day 5 Yes 418.66 31-90 Days IG-3 43037.91 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36575.89 Day 5 No 1628.55 7-30 Days IG-4 38059.94 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25410.08 Day 5 Yes 1150.86 91-180 Days IG-5 21046.96 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23133.00 Day 5 Yes 1261.01 <7 Days IG-6 26174.56 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 33872.81 Day 5 No 576.95 31-90 Days IG-7 28608.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5879.48 Day 5 Yes 152.52 91-180 Days IG-8 7032.58 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28335.34 Day 5 No 1167.87 31-90 Days L-1 23639.65 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24467.07 Day 5 No 1979.79 <7 Days L-10 27962.27 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41071.31 Day 5 No 4056.39 <7 Days L-11 39236.54 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41591.43 Day 5 Yes 451.92 31-90 Days L-2 47596.76 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24334.58 Day 5 No 1594.60 <7 Days L-3 27030.90 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18891.44 Day 5 Yes 1343.97 <7 Days L-4 19945.65 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34316.07 Day 5 No 1262.42 7-30 Days L-5 36301.12 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29371.20 Day 5 No 465.23 91-180 Days L-6 27023.76 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 44108.62 Day 5 Yes 3154.49 7-30 Days L-7 47448.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28909.11 Day 5 Yes 743.83 91-180 Days L-8 32615.63 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15740.62 Day 5 Yes 414.85 <7 Days L-9 18780.16 None Yes Liberty International Finance Ltd. Investment Banking