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) Small Business No 10202.80 68 - 74 Days No 105.51 91-180 Days S-6-Q 9509.64 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 30350.51 68 - 74 Days No 428.62 <7 Days S-7-Q 31629.99 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 37257.79 68 - 74 Days Yes 2055.16 91-180 Days E-1-Q 38750.96 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 28513.84 68 - 74 Days No 1148.33 <7 Days E-2-Q 33126.40 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 16785.04 68 - 74 Days No 685.36 <7 Days IG-1-Q 14071.33 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 40299.44 68 - 74 Days Yes 301.47 <7 Days IG-2-Q 46651.10 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 32317.75 68 - 74 Days No 3210.78 91-180 Days C-1 36627.66 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 22905.09 68 - 74 Days No 845.50 <7 Days CB-4 20688.73 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 31399.34 68 - 74 Days Yes 3083.43 31-90 Days E-10 25812.79 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 19798.06 68 - 74 Days Yes 382.98 91-180 Days E-3 21287.03 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 2664.39 68 - 74 Days No 204.19 91-180 Days E-4 2770.39 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 10479.07 68 - 74 Days No 307.79 91-180 Days E-5 11328.31 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 37710.90 68 - 74 Days Yes 1173.45 7-30 Days E-6 35827.28 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 17384.54 68 - 74 Days No 629.48 31-90 Days E-7 15185.92 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 29911.10 68 - 74 Days Yes 1053.20 91-180 Days E-8 34086.47 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 11255.46 68 - 74 Days No 79.00 <7 Days E-9 11873.04 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 29334.64 68 - 74 Days Yes 2537.74 91-180 Days G-4 25058.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 34885.37 68 - 74 Days Yes 2172.50 7-30 Days IG-3 34294.28 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 37391.25 68 - 74 Days No 1006.04 91-180 Days IG-4 42988.58 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 20444.29 68 - 74 Days No 250.31 7-30 Days IG-5 24303.71 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 9799.42 68 - 74 Days Yes 285.37 7-30 Days IG-6 10023.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43401.17 68 - 74 Days Yes 688.29 7-30 Days IG-7 48814.03 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 19866.60 68 - 74 Days Yes 519.67 31-90 Days IG-8 23687.34 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 17284.87 68 - 74 Days Yes 777.53 31-90 Days L-1 17344.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 6508.76 68 - 74 Days No 601.79 31-90 Days L-10 6098.91 None Yes Liberty Wealth Management LLC Trading