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 5208.65 Day 28 Yes 389.88 7-30 Days A-4-Q 4522.79 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7628.51 Day 28 No 0.37 <7 Days A-5-Q 6237.67 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19880.23 Day 28 Yes 1908.55 91-180 Days CB-1-Q 17839.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5218.46 Day 28 Yes 384.47 <7 Days CB-2-Q 6207.50 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30531.10 Day 28 No 844.84 <7 Days S-1-Q 25379.46 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32153.52 Day 28 Yes 18.74 91-180 Days S-2-Q 38027.95 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11220.56 Day 28 Yes 388.05 <7 Days S-3-Q 9492.77 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 6978.74 Day 28 Yes 459.51 31-90 Days S-4-Q 6228.87 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 31823.13 Day 28 Yes 2370.32 7-30 Days CB-3-Q 27639.67 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 182.71 Day 28 No 8.08 91-180 Days G-1-Q 157.77 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18014.37 Day 28 No 1291.12 91-180 Days G-2-Q 14985.70 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36674.61 Day 28 Yes 2356.42 <7 Days G-3-Q 43738.02 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29051.78 Day 28 Yes 402.05 <7 Days S-5-Q 31566.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10875.43 Day 28 Yes 676.22 7-30 Days S-6-Q 12938.70 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11403.21 Day 28 Yes 729.17 7-30 Days S-7-Q 13502.00 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32753.38 Day 28 Yes 2883.10 31-90 Days E-1-Q 38905.53 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8610.51 Day 28 No 497.57 <7 Days E-2-Q 9261.43 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 24950.99 Day 28 Yes 1435.37 31-90 Days IG-1-Q 25337.77 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33201.32 Day 28 Yes 2066.88 31-90 Days IG-2-Q 27934.94 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13155.98 Day 28 Yes 568.72 7-30 Days C-1 13640.00 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24793.52 Day 28 Yes 1418.95 91-180 Days CB-4 28736.11 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34452.99 Day 28 No 2792.09 <7 Days E-10 32237.64 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8443.43 Day 28 Yes 569.55 7-30 Days E-3 7540.98 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43892.09 Day 28 No 2344.07 7-30 Days E-4 41498.03 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1732.22 Day 28 No 112.28 <7 Days E-5 1655.64 Full Yes Liberty International Finance Ltd. Capital Markets