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 14672.95 Day 29 Yes 1465.29 31-90 Days G-3-Q 15930.43 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37747.70 Day 29 Yes 1268.82 91-180 Days S-5-Q 41362.56 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37515.49 Day 29 No 492.91 91-180 Days S-6-Q 41368.42 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 26971.82 Day 29 No 343.10 91-180 Days S-7-Q 23040.75 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22179.44 Day 29 No 2162.46 <7 Days E-1-Q 22573.21 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11945.39 Day 29 No 935.23 7-30 Days E-2-Q 10851.88 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4472.37 Day 29 No 213.40 <7 Days IG-1-Q 4062.68 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10794.79 Day 29 Yes 56.68 31-90 Days IG-2-Q 11304.02 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 33199.34 Day 29 Yes 204.64 91-180 Days C-1 32824.72 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23680.63 Day 29 No 1931.28 <7 Days CB-4 25534.59 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4481.31 Day 29 Yes 305.55 31-90 Days E-10 4968.39 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15979.14 Day 29 No 1470.24 91-180 Days E-3 16487.65 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39087.13 Day 29 No 319.06 31-90 Days E-4 43194.85 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6910.74 Day 29 Yes 229.01 7-30 Days E-5 8107.52 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10397.51 Day 29 Yes 610.71 <7 Days E-6 9085.47 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4148.02 Day 29 Yes 366.47 <7 Days E-7 3346.14 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8684.05 Day 29 Yes 432.10 31-90 Days E-8 7573.69 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8618.90 Day 29 No 336.26 31-90 Days E-9 10315.45 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20095.21 Day 29 Yes 1113.97 91-180 Days G-4 19277.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33019.05 Day 29 Yes 2627.67 91-180 Days IG-3 33185.63 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11068.03 Day 29 Yes 834.28 91-180 Days IG-4 10938.43 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33084.54 Day 29 No 303.98 31-90 Days IG-5 29895.20 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9722.53 Day 29 No 402.99 7-30 Days IG-6 8065.06 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12446.38 Day 29 No 250.91 <7 Days IG-7 14205.26 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13585.91 Day 29 No 134.34 7-30 Days IG-8 14114.64 Partial Yes Liberty Mortgage Services Corp. Treasury