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 31498.81 Day 7 Yes 1506.72 7-30 Days CB-2 31078.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 855.44 Day 7 Yes 9.02 91-180 Days CB-3 1007.95 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22409.27 Day 7 No 1968.20 7-30 Days E-1 23169.36 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 27816.37 Day 7 Yes 1561.52 <7 Days E-2 31244.73 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30065.47 Day 7 Yes 2931.14 <7 Days G-1 24461.07 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27459.78 Day 7 No 1020.49 31-90 Days G-2 23493.99 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4369.28 Day 7 Yes 271.68 <7 Days G-3 4389.17 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 9680.93 Day 7 No 395.85 31-90 Days IG-1 7997.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23105.02 Day 7 Yes 1518.01 31-90 Days IG-2 19365.30 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38038.87 Day 7 No 1426.87 31-90 Days S-1 43973.32 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37880.67 Day 7 Yes 1335.08 <7 Days S-2 37092.65 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 6198.20 Day 7 Yes 76.19 91-180 Days S-3 6898.22 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 7025.79 Day 7 No 643.01 91-180 Days S-4 8183.44 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12806.90 Day 7 Yes 363.36 <7 Days S-5 14532.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18652.47 Day 7 Yes 1031.33 <7 Days S-6 16909.69 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25986.82 Day 7 Yes 1021.26 91-180 Days S-7 28512.18 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14234.44 Day 8 No 369.68 91-180 Days A-0-Q 13199.82 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24406.69 Day 8 No 616.31 <7 Days A-1-Q 19845.04 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35975.41 Day 8 No 2564.18 91-180 Days A-2-Q 42654.08 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3062.18 Day 8 Yes 64.44 <7 Days A-3-Q 3613.41 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18646.28 Day 8 Yes 562.60 7-30 Days A-4-Q 17450.02 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28606.74 Day 8 No 1317.15 7-30 Days A-5-Q 27924.94 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15257.73 Day 8 No 461.14 <7 Days CB-1-Q 13093.09 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20548.56 Day 8 No 1160.03 7-30 Days CB-2-Q 24418.07 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 43131.58 Day 8 No 601.53 7-30 Days S-1-Q 51245.77 Partial Yes Liberty International Finance Ltd. Trading