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 31990.29 Day 6 No 256.51 91-180 Days S-6 27849.23 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10473.49 Day 6 No 938.02 7-30 Days S-7 8837.73 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39647.37 Day 7 Yes 3539.12 91-180 Days A-0-Q 33596.39 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21274.89 Day 7 Yes 1505.61 7-30 Days A-1-Q 21520.87 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33426.41 Day 7 Yes 3168.65 7-30 Days A-2-Q 28600.28 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 13064.50 Day 7 No 1149.70 31-90 Days A-3-Q 15371.97 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17889.27 Day 7 No 1721.82 31-90 Days A-4-Q 21039.45 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2432.62 Day 7 No 10.28 91-180 Days A-5-Q 2558.65 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7596.04 Day 7 No 389.99 31-90 Days CB-1-Q 8531.49 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 43452.82 Day 7 No 899.23 31-90 Days CB-2-Q 40132.72 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25247.14 Day 7 No 898.89 91-180 Days S-1-Q 24461.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29686.03 Day 7 No 1974.00 31-90 Days S-2-Q 29336.16 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28461.75 Day 7 Yes 752.86 31-90 Days S-3-Q 33320.20 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19244.78 Day 7 No 868.30 31-90 Days S-4-Q 17693.39 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25616.44 Day 7 No 2197.09 7-30 Days CB-3-Q 26760.13 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6557.02 Day 7 Yes 104.80 31-90 Days G-1-Q 7595.38 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19116.25 Day 7 Yes 918.13 7-30 Days G-2-Q 20816.57 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28030.37 Day 7 Yes 2485.46 7-30 Days G-3-Q 31932.94 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41870.18 Day 7 No 683.07 7-30 Days S-5-Q 49394.64 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40906.19 Day 7 No 2943.60 91-180 Days S-6-Q 47206.97 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21103.74 Day 7 No 645.43 91-180 Days S-7-Q 21276.51 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 15336.66 Day 7 No 1035.27 31-90 Days E-1-Q 12982.84 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35507.86 Day 7 No 1322.12 91-180 Days E-2-Q 34558.57 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32973.23 Day 7 Yes 1812.01 91-180 Days IG-1-Q 30415.69 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 6005.93 Day 7 No 333.97 7-30 Days IG-2-Q 6015.48 Full No Capital Markets