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 Yes 6892.48 121 - 150 Days No 491.20 31-90 Days P-2 5575.70 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43168.08 121 - 150 Days No 159.35 7-30 Days S-8 37513.23 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 37775.27 121 - 150 Days No 3654.10 <7 Days Y-1 42172.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 21280.46 121 - 150 Days Yes 614.75 <7 Days Y-2 17620.89 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 4951.40 121 - 150 Days Yes 318.95 <7 Days Y-3 4118.89 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 31186.34 121 - 150 Days No 152.75 7-30 Days Y-4 25054.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 27944.56 121 - 150 Days No 1831.50 7-30 Days Z-1 25054.16 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 31391.81 121 - 150 Days Yes 1891.67 31-90 Days A-2 27351.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 11152.51 121 - 150 Days No 727.22 91-180 Days A-3 13147.74 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43857.16 121 - 150 Days No 3972.74 <7 Days A-4 49227.60 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 33296.27 121 - 150 Days No 1427.68 91-180 Days A-5 30301.76 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 36308.04 121 - 150 Days Yes 2648.83 31-90 Days CB-1 34140.63 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 15358.07 121 - 150 Days Yes 776.87 <7 Days CB-2 13931.29 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 11457.63 121 - 150 Days Yes 750.06 <7 Days CB-3 12356.93 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 29956.50 121 - 150 Days No 2245.11 91-180 Days E-1 30201.44 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 17459.07 121 - 150 Days No 814.48 <7 Days E-2 19845.23 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 31554.85 121 - 150 Days No 1138.00 7-30 Days G-1 35135.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 12102.10 121 - 150 Days No 195.38 31-90 Days G-2 13201.90 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 10758.03 121 - 150 Days No 493.72 91-180 Days G-3 11329.23 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 12215.41 121 - 150 Days Yes 1025.12 31-90 Days IG-1 14164.49 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 7419.74 121 - 150 Days Yes 334.91 31-90 Days IG-2 8786.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 20622.59 121 - 150 Days No 1749.78 31-90 Days S-1 22043.22 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 20954.98 121 - 150 Days Yes 238.98 <7 Days S-2 19321.79 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 13627.78 121 - 150 Days No 951.94 31-90 Days S-3 13866.87 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 33797.50 121 - 150 Days No 2844.09 91-180 Days S-4 32112.24 Partial Yes Liberty Capital Markets Inc. Trading