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 1071.48 Day 30 Yes 98.52 7-30 Days E-2 1012.29 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31279.46 Day 30 No 2876.16 <7 Days G-1 28838.06 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23134.17 Day 30 No 556.58 31-90 Days G-2 19756.63 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34159.63 Day 30 Yes 1732.45 7-30 Days G-3 38730.42 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22960.96 Day 30 No 727.86 31-90 Days IG-1 18627.15 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6604.79 Day 30 No 474.79 31-90 Days IG-2 5897.82 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27977.40 Day 30 No 509.73 <7 Days S-1 30970.78 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3585.97 Day 30 Yes 335.69 31-90 Days S-2 3485.51 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2727.50 Day 30 No 168.04 7-30 Days S-3 2700.47 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11232.54 Day 30 No 910.09 31-90 Days S-4 10236.18 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 448.72 Day 30 No 31.80 31-90 Days S-5 393.97 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30292.45 Day 30 Yes 492.31 31-90 Days S-6 31880.22 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21221.40 Day 30 No 1180.88 7-30 Days S-7 22407.69 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6548.95 Day 31 No 464.72 <7 Days A-0-Q 7607.82 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33071.18 Day 31 No 3033.49 31-90 Days A-1-Q 37558.49 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13023.66 Day 31 No 519.11 7-30 Days A-2-Q 13746.00 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31245.94 Day 31 Yes 276.43 7-30 Days A-3-Q 25675.46 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35629.58 Day 31 Yes 2594.25 91-180 Days A-4-Q 40526.22 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12095.13 Day 31 No 267.30 7-30 Days A-5-Q 11236.98 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27897.31 Day 31 No 1426.24 <7 Days CB-1-Q 26957.71 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39345.08 Day 31 No 1563.53 31-90 Days CB-2-Q 33405.24 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39983.49 Day 31 No 124.85 7-30 Days S-1-Q 35906.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8538.34 Day 31 No 446.25 91-180 Days S-2-Q 8755.12 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11689.38 Day 31 Yes 1065.22 31-90 Days S-3-Q 11962.71 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38625.71 Day 31 Yes 3102.04 <7 Days S-4-Q 40047.34 None No Trading