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 25266.46 Day 8 No 1995.02 7-30 Days S-2-Q 21083.22 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27819.51 Day 8 Yes 691.20 31-90 Days S-3-Q 25664.88 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23732.13 Day 8 Yes 1364.31 <7 Days S-4-Q 24105.44 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43293.61 Day 8 Yes 1466.02 91-180 Days CB-3-Q 48936.16 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10538.34 Day 8 Yes 877.37 <7 Days G-1-Q 8607.68 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39644.82 Day 8 No 952.31 31-90 Days G-2-Q 39018.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4627.56 Day 8 No 155.36 7-30 Days G-3-Q 5226.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37515.52 Day 8 Yes 2676.64 31-90 Days S-5-Q 40575.95 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20283.16 Day 8 Yes 721.04 91-180 Days S-6-Q 20225.73 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25802.01 Day 8 No 361.05 7-30 Days S-7-Q 21227.36 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19650.95 Day 8 Yes 481.80 7-30 Days E-1-Q 15739.75 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24359.53 Day 8 Yes 2056.52 91-180 Days E-2-Q 22499.35 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26095.92 Day 8 No 2451.48 31-90 Days IG-1-Q 29258.90 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30175.12 Day 8 No 2006.27 91-180 Days IG-2-Q 30998.02 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4855.91 Day 8 Yes 443.09 7-30 Days C-1 5273.25 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 266.35 Day 8 No 23.37 7-30 Days CB-4 291.66 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13399.65 Day 8 No 782.21 31-90 Days E-10 15770.45 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25262.18 Day 8 Yes 1512.63 91-180 Days E-3 24837.08 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40970.69 Day 8 No 819.35 <7 Days E-4 46925.44 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12734.06 Day 8 Yes 478.83 7-30 Days E-5 12989.31 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 29221.00 Day 8 Yes 1224.60 <7 Days E-6 34494.49 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22830.46 Day 8 Yes 1528.74 7-30 Days E-7 20783.05 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 460.41 Day 8 No 22.59 <7 Days E-8 479.53 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8188.86 Day 8 Yes 789.76 91-180 Days E-9 6983.85 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37144.78 Day 8 No 1467.95 91-180 Days G-4 42878.10 None Yes Liberty Wealth Management LLC Investment Banking