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 22765.71 Day 22 Yes 1039.27 <7 Days G-1-Q 20263.67 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2849.31 Day 22 Yes 149.08 91-180 Days G-2-Q 3197.87 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41406.05 Day 22 No 1452.52 31-90 Days G-3-Q 43278.92 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31843.68 Day 22 Yes 1551.41 31-90 Days S-5-Q 33792.92 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6239.40 Day 22 Yes 117.50 7-30 Days S-6-Q 7179.80 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42327.21 Day 22 Yes 2078.59 31-90 Days S-7-Q 49643.87 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20652.18 Day 22 No 322.36 <7 Days E-1-Q 19774.44 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37740.36 Day 22 No 3198.92 91-180 Days E-2-Q 37532.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5836.24 Day 22 Yes 87.71 7-30 Days IG-1-Q 4792.09 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10105.09 Day 22 No 363.81 <7 Days IG-2-Q 10480.31 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24672.76 Day 22 No 955.33 <7 Days C-1 25824.21 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36687.13 Day 22 Yes 332.11 31-90 Days CB-4 32792.92 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43273.11 Day 22 Yes 1678.01 <7 Days E-10 51284.07 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4577.52 Day 22 No 253.68 31-90 Days E-3 4529.28 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36686.70 Day 22 Yes 1789.23 7-30 Days E-4 34869.71 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31346.39 Day 22 Yes 106.65 31-90 Days E-5 31642.67 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32653.21 Day 22 No 266.51 <7 Days E-6 33195.96 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 34208.20 Day 22 No 560.59 <7 Days E-7 30621.65 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23659.39 Day 22 Yes 1058.89 7-30 Days E-8 23603.46 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 1861.15 Day 22 Yes 4.70 <7 Days E-9 2093.92 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29596.47 Day 22 No 2614.41 91-180 Days G-4 27413.60 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12569.54 Day 22 Yes 881.36 31-90 Days IG-3 10939.75 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 44096.87 Day 22 Yes 2454.05 31-90 Days IG-4 44502.02 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3656.24 Day 22 No 91.37 <7 Days IG-5 3841.16 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26624.71 Day 22 No 554.14 31-90 Days IG-6 21600.14 Partial Yes Liberty Capital Markets Inc. Wholesale Lending