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 2897.80 Day 26 Yes 143.26 31-90 Days N-5 3045.00 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28547.92 Day 26 No 1722.19 91-180 Days N-6 29493.54 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3923.07 Day 26 Yes 361.23 91-180 Days N-7 4177.64 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36115.06 Day 26 No 1528.85 <7 Days P-1 38153.52 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10668.57 Day 26 No 262.20 <7 Days P-2 11880.54 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22846.47 Day 26 No 1024.53 <7 Days S-8 26402.82 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12193.52 Day 26 No 480.90 91-180 Days Y-1 12140.00 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22399.44 Day 26 No 1555.56 91-180 Days Y-2 22889.70 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5292.05 Day 26 No 327.42 <7 Days Y-3 5656.72 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7343.19 Day 26 No 679.74 31-90 Days Y-4 6883.08 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30394.88 Day 26 Yes 269.54 31-90 Days Z-1 29229.87 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33113.61 Day 26 Yes 447.89 91-180 Days A-2 37160.15 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 29636.26 Day 26 No 2463.77 <7 Days A-3 33795.10 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16179.14 Day 26 No 5.72 31-90 Days A-4 15210.83 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 1765.46 Day 26 No 170.01 7-30 Days A-5 1931.96 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18996.53 Day 26 No 86.93 7-30 Days CB-1 19392.44 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31688.54 Day 26 No 1331.18 91-180 Days CB-2 25424.62 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38390.50 Day 26 No 1218.98 <7 Days CB-3 37049.10 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5552.49 Day 26 Yes 139.24 91-180 Days E-1 5555.90 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42212.00 Day 26 Yes 3198.41 31-90 Days E-2 34217.78 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30426.61 Day 26 No 1019.08 91-180 Days G-1 31914.56 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31877.40 Day 26 Yes 1624.50 91-180 Days G-2 35045.21 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39635.14 Day 26 Yes 3446.62 <7 Days G-3 33420.03 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8583.10 Day 26 No 575.17 <7 Days IG-1 8640.03 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18722.97 Day 26 No 1769.48 31-90 Days IG-2 16419.33 None No Wholesale Lending