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 Yes 42346.42 Day 6 No 2045.40 7-30 Days IG-6 50257.64 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40121.58 Day 6 No 3428.37 <7 Days IG-7 34681.70 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 38452.52 Day 6 No 2286.07 7-30 Days IG-8 31312.89 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27545.74 Day 6 No 2123.68 7-30 Days L-1 25474.34 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26235.01 Day 6 Yes 1287.91 7-30 Days L-10 30410.36 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18541.06 Day 6 Yes 389.46 <7 Days L-11 19937.31 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41165.82 Day 6 Yes 2020.52 31-90 Days L-2 41906.72 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5409.77 Day 6 Yes 110.68 <7 Days L-3 5267.95 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37471.47 Day 6 Yes 91.58 7-30 Days L-4 43572.11 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 3847.49 Day 6 No 186.28 31-90 Days L-5 4308.21 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5344.95 Day 6 No 257.56 31-90 Days L-6 5555.75 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4944.80 Day 6 Yes 362.85 91-180 Days L-7 5050.43 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40103.08 Day 6 No 13.43 91-180 Days L-8 45600.59 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3077.58 Day 6 Yes 288.65 31-90 Days L-9 2570.24 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28753.69 Day 6 No 421.29 31-90 Days LC-1 28389.69 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8186.23 Day 6 Yes 617.12 91-180 Days LC-2 8576.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10339.27 Day 6 No 560.43 31-90 Days N-1 8389.42 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29454.61 Day 6 No 250.82 91-180 Days N-2 32320.55 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 1335.87 Day 6 No 132.31 31-90 Days N-3 1519.55 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 40333.87 Day 6 No 1372.24 7-30 Days N-4 45198.65 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12935.28 Day 6 No 971.33 <7 Days N-5 15260.18 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 20671.34 Day 6 Yes 515.46 <7 Days N-6 23324.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21331.93 Day 6 No 1047.94 91-180 Days N-7 21739.17 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27208.24 Day 6 No 2632.05 91-180 Days P-1 23645.50 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34187.69 Day 6 Yes 2109.94 7-30 Days P-2 37227.62 Full Yes Liberty Wealth Management LLC Trading