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 24104.66 Day 14 Yes 1049.83 31-90 Days E-10 24695.17 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26571.30 Day 14 No 2553.47 31-90 Days E-3 31018.66 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 2006.98 Day 14 No 77.21 7-30 Days E-4 1822.46 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4279.90 Day 14 Yes 179.07 7-30 Days E-5 4891.98 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24092.47 Day 14 Yes 1715.16 <7 Days E-6 20597.54 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39786.17 Day 14 No 1229.04 7-30 Days E-7 46157.77 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35971.80 Day 14 No 623.80 91-180 Days E-8 35373.21 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25379.69 Day 14 No 1009.71 31-90 Days E-9 20468.89 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2519.91 Day 14 No 154.39 31-90 Days G-4 2248.02 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16928.80 Day 14 No 911.63 31-90 Days IG-3 15762.64 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36553.01 Day 14 No 155.27 31-90 Days IG-4 30521.72 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11475.27 Day 14 No 956.15 <7 Days IG-5 11019.58 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8907.29 Day 14 Yes 65.54 7-30 Days IG-6 7343.75 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13172.74 Day 14 Yes 1194.22 31-90 Days IG-7 13613.99 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31953.88 Day 14 No 1886.39 <7 Days IG-8 31979.55 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16313.96 Day 14 Yes 1370.01 31-90 Days L-1 13213.25 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28081.24 Day 14 Yes 442.13 <7 Days L-10 25721.32 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19227.11 Day 14 Yes 551.71 7-30 Days L-11 15992.30 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11876.36 Day 14 No 161.18 91-180 Days L-2 14179.39 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30016.69 Day 14 No 1335.07 31-90 Days L-3 34493.31 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 10760.81 Day 14 No 996.45 7-30 Days L-4 8642.16 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40678.08 Day 14 Yes 1265.02 91-180 Days L-5 48436.52 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10057.88 Day 14 Yes 707.13 <7 Days L-6 8448.61 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18382.84 Day 14 Yes 898.33 7-30 Days L-7 16164.21 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30890.08 Day 14 No 2203.75 91-180 Days L-8 27218.48 Partial Yes Liberty Capital Markets Inc. Treasury