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 5110.75 Day 8 Yes 384.20 91-180 Days S-3 4157.73 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33114.60 Day 8 Yes 3289.68 91-180 Days S-4 32828.76 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4948.50 Day 8 No 10.50 31-90 Days S-5 4131.68 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34633.88 Day 8 No 2086.96 7-30 Days S-6 28026.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38564.47 Day 8 Yes 434.24 31-90 Days S-7 32324.72 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27742.52 Day 9 No 2182.10 <7 Days A-0-Q 22993.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21219.00 Day 9 Yes 527.63 91-180 Days A-1-Q 20339.85 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39288.01 Day 9 No 2183.71 31-90 Days A-2-Q 41010.94 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37001.27 Day 9 Yes 2934.81 7-30 Days A-3-Q 39491.53 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33226.19 Day 9 No 1431.06 31-90 Days A-4-Q 33360.37 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23767.74 Day 9 No 199.76 31-90 Days A-5-Q 21583.72 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43473.25 Day 9 No 765.07 <7 Days CB-1-Q 47102.68 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5172.82 Day 9 No 462.53 91-180 Days CB-2-Q 5847.11 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13086.28 Day 9 Yes 250.31 7-30 Days S-1-Q 10794.68 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40487.86 Day 9 No 3424.90 <7 Days S-2-Q 47737.26 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29804.93 Day 9 Yes 2521.70 <7 Days S-3-Q 24227.52 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31213.59 Day 9 Yes 244.45 7-30 Days S-4-Q 35090.27 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21291.74 Day 9 Yes 1225.34 7-30 Days CB-3-Q 25404.73 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23958.03 Day 9 Yes 2273.96 91-180 Days G-1-Q 22743.06 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6651.16 Day 9 No 106.53 91-180 Days G-2-Q 6781.17 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18406.67 Day 9 Yes 602.04 91-180 Days G-3-Q 18176.30 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37388.83 Day 9 No 3297.36 <7 Days S-5-Q 32606.60 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43785.09 Day 9 No 2016.45 91-180 Days S-6-Q 35205.22 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 29323.41 Day 9 No 2205.20 91-180 Days S-7-Q 31455.88 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3593.05 Day 9 No 340.61 7-30 Days E-1-Q 3940.06 Full Yes Liberty Capital Markets Inc. Capital Markets