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 9618.00 Day 6 No 731.33 91-180 Days CB-3-Q 9666.75 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34192.22 Day 6 No 2543.09 <7 Days G-1-Q 39773.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40256.62 Day 6 No 542.06 7-30 Days G-2-Q 36373.41 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38080.16 Day 6 Yes 384.06 31-90 Days G-3-Q 35871.02 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26734.42 Day 6 No 2466.30 <7 Days S-5-Q 28956.75 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16534.85 Day 6 Yes 513.08 7-30 Days S-6-Q 14045.77 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15765.03 Day 6 No 621.27 31-90 Days S-7-Q 13985.61 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34447.83 Day 6 Yes 158.40 91-180 Days E-1-Q 29889.09 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 12429.44 Day 6 No 1202.07 31-90 Days E-2-Q 10892.09 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25924.44 Day 6 Yes 1616.44 <7 Days IG-1-Q 29141.98 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26339.34 Day 6 Yes 179.76 91-180 Days IG-2-Q 30476.84 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20796.46 Day 6 No 732.75 31-90 Days C-1 21888.26 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 11934.35 Day 6 No 416.22 91-180 Days CB-4 11350.02 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36462.11 Day 6 Yes 3213.72 91-180 Days E-10 31100.31 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22064.56 Day 6 Yes 416.21 31-90 Days E-3 24655.02 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31298.80 Day 6 Yes 1634.77 91-180 Days E-4 27250.03 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 6293.04 Day 6 No 27.16 91-180 Days E-5 6877.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10057.82 Day 6 Yes 15.23 91-180 Days E-6 11130.53 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2534.66 Day 6 Yes 69.09 7-30 Days E-7 3024.21 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2262.41 Day 6 Yes 104.05 91-180 Days E-8 2518.11 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10328.13 Day 6 Yes 150.90 91-180 Days E-9 8786.05 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16660.67 Day 6 No 1029.89 91-180 Days G-4 13868.69 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 29255.89 Day 6 No 8.10 <7 Days IG-3 34177.48 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42590.03 Day 6 No 1605.87 7-30 Days IG-4 49405.25 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 23975.32 Day 6 No 108.08 <7 Days IG-5 28709.60 Partial Yes Liberty Mortgage Services Corp. Treasury