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 13475.40 Day 9 No 434.04 <7 Days E-2-Q 11101.83 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30164.80 Day 9 Yes 1582.91 31-90 Days IG-1-Q 34482.36 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29910.55 Day 9 No 11.31 31-90 Days IG-2-Q 28262.76 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43645.86 Day 9 No 1550.49 <7 Days C-1 51855.43 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35168.88 Day 9 No 1163.33 7-30 Days CB-4 29580.74 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9804.62 Day 9 Yes 288.74 7-30 Days E-10 9333.44 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31771.72 Day 9 Yes 76.66 91-180 Days E-3 32812.87 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14618.03 Day 9 Yes 919.10 <7 Days E-4 14109.72 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5546.34 Day 9 No 27.19 7-30 Days E-5 4763.87 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7491.43 Day 9 No 722.08 91-180 Days E-6 6488.65 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17655.20 Day 9 No 1461.41 7-30 Days E-7 15748.36 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43496.45 Day 9 No 1012.76 <7 Days E-8 40656.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33925.94 Day 9 Yes 2879.11 31-90 Days E-9 29585.75 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17751.99 Day 9 Yes 1670.73 7-30 Days G-4 20335.62 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4043.99 Day 9 Yes 306.00 <7 Days IG-3 4571.87 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 5815.39 Day 9 Yes 177.82 <7 Days IG-4 6856.05 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32790.53 Day 9 Yes 783.50 31-90 Days IG-5 35894.71 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10040.80 Day 9 Yes 907.08 91-180 Days IG-6 8036.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30111.88 Day 9 No 700.23 31-90 Days IG-7 26364.57 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36397.27 Day 9 No 2645.68 <7 Days IG-8 42536.53 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4290.03 Day 9 Yes 162.46 31-90 Days L-1 5065.01 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42685.09 Day 9 No 822.85 7-30 Days L-10 36514.06 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 35454.05 Day 9 No 1892.97 91-180 Days L-11 31766.39 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5800.57 Day 9 Yes 362.34 31-90 Days L-2 6928.08 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41462.12 Day 9 No 1042.28 91-180 Days L-3 35011.46 Full Yes Liberty International Finance Ltd. Treasury