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 4648.05 Day 20 No 28.37 7-30 Days S-5-Q 4333.56 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4044.92 Day 20 No 333.89 91-180 Days S-6-Q 4660.95 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34722.48 Day 20 Yes 48.91 31-90 Days S-7-Q 39694.99 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5814.99 Day 20 Yes 431.48 <7 Days E-1-Q 6864.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26444.61 Day 20 No 1374.96 31-90 Days E-2-Q 24216.06 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27077.48 Day 20 No 1874.57 <7 Days IG-1-Q 21926.97 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17184.59 Day 20 No 466.57 <7 Days IG-2-Q 18549.16 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26864.27 Day 20 Yes 1369.86 31-90 Days C-1 31071.80 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35190.90 Day 20 Yes 2455.19 91-180 Days CB-4 37445.35 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30056.38 Day 20 Yes 222.50 <7 Days E-10 29723.14 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20622.42 Day 20 Yes 1659.49 91-180 Days E-3 23348.56 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21825.38 Day 20 No 1436.17 <7 Days E-4 20097.08 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 9692.76 Day 20 No 45.20 91-180 Days E-5 8472.79 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 29936.19 Day 20 Yes 969.47 <7 Days E-6 31256.09 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32050.48 Day 20 No 2559.44 <7 Days E-7 36167.72 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2456.45 Day 20 No 144.94 <7 Days E-8 2433.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14090.58 Day 20 Yes 279.23 7-30 Days E-9 15998.65 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39723.48 Day 20 Yes 2450.96 <7 Days G-4 37936.59 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22562.44 Day 20 No 2102.52 7-30 Days IG-3 24521.48 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22171.29 Day 20 Yes 202.92 91-180 Days IG-4 26384.32 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12206.77 Day 20 No 965.21 7-30 Days IG-5 11307.57 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19151.09 Day 20 No 429.93 91-180 Days IG-6 15851.85 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42984.57 Day 20 No 3625.78 91-180 Days IG-7 43084.99 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41365.85 Day 20 No 2989.90 7-30 Days IG-8 41306.41 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 30482.49 Day 20 No 2606.93 <7 Days L-1 35287.62 Partial Yes Liberty Wealth Management LLC Capital Markets