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 34011.00 >4 Yr <= 5 Yr Yes 2829.59 31-90 Days S-7 35173.81 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 31256.60 >5 Yr No 1425.04 7-30 Days A-0-Q 33992.05 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 13241.57 >5 Yr No 1244.92 7-30 Days A-1-Q 13517.78 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 40712.13 >5 Yr No 2412.08 91-180 Days A-2-Q 39280.11 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 24960.85 >5 Yr Yes 831.70 91-180 Days A-3-Q 27734.11 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43658.29 >5 Yr No 743.40 91-180 Days A-4-Q 36247.21 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 36743.59 >5 Yr No 265.68 7-30 Days A-5-Q 40484.28 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 9515.73 >5 Yr Yes 190.49 91-180 Days CB-1-Q 10017.05 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 19905.26 >5 Yr Yes 1297.62 7-30 Days CB-2-Q 22921.88 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 32270.40 >5 Yr Yes 1774.85 7-30 Days S-1-Q 34014.02 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 34089.98 >5 Yr No 2177.11 7-30 Days S-2-Q 37022.21 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 22203.12 >5 Yr No 1357.83 7-30 Days S-3-Q 23503.91 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 28215.11 >5 Yr No 2011.37 91-180 Days S-4-Q 33566.96 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 23303.49 >5 Yr Yes 940.65 7-30 Days CB-3-Q 27850.04 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 40632.38 >5 Yr Yes 3969.70 <7 Days G-1-Q 37046.53 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 4358.18 >5 Yr No 80.28 91-180 Days G-2-Q 4346.41 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 3775.48 >5 Yr Yes 27.16 91-180 Days G-3-Q 4064.23 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 22187.95 >5 Yr Yes 1144.64 91-180 Days S-5-Q 19089.58 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 30513.51 >5 Yr Yes 364.05 7-30 Days S-6-Q 27797.41 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 31433.02 >5 Yr Yes 634.33 7-30 Days S-7-Q 37497.75 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43507.28 >5 Yr Yes 1144.34 31-90 Days E-1-Q 43322.24 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 17420.42 >5 Yr No 308.72 31-90 Days E-2-Q 17879.32 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 11820.69 >5 Yr No 544.09 31-90 Days IG-1-Q 9717.36 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 5512.32 >5 Yr No 151.55 7-30 Days IG-2-Q 5786.56 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43604.35 >5 Yr No 1190.54 7-30 Days C-1 39512.00 Partial No Investment Banking