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 No 21028.79 Day 10 No 2002.07 <7 Days IG-2 21043.03 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 33995.36 Day 10 No 781.44 91-180 Days S-1 32530.20 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 356.01 Day 10 Yes 22.65 <7 Days S-2 384.35 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10525.62 Day 10 No 424.98 91-180 Days S-3 12375.00 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15780.72 Day 10 Yes 1118.14 31-90 Days S-4 17110.21 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22528.51 Day 10 Yes 561.63 7-30 Days S-5 20948.05 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39293.33 Day 10 Yes 2574.18 91-180 Days S-6 31828.21 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27708.70 Day 10 No 288.28 7-30 Days S-7 30256.19 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3744.89 Day 11 Yes 229.89 <7 Days A-0-Q 3460.11 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32090.92 Day 11 No 468.65 91-180 Days A-1-Q 26581.10 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36549.84 Day 11 Yes 3303.30 7-30 Days A-2-Q 31242.77 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8809.73 Day 11 No 648.19 7-30 Days A-3-Q 7830.13 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 6770.61 Day 11 Yes 129.14 7-30 Days A-4-Q 5973.47 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21736.53 Day 11 Yes 31.10 <7 Days A-5-Q 18139.40 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16951.23 Day 11 Yes 986.31 7-30 Days CB-1-Q 14883.79 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18167.25 Day 11 No 22.84 7-30 Days CB-2-Q 19598.97 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29373.01 Day 11 Yes 687.33 <7 Days S-1-Q 31723.12 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31849.43 Day 11 Yes 2496.22 <7 Days S-2-Q 36606.73 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40718.60 Day 11 Yes 2096.94 7-30 Days S-3-Q 45113.39 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7229.41 Day 11 No 346.07 7-30 Days S-4-Q 5873.00 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33553.92 Day 11 Yes 2816.65 <7 Days CB-3-Q 29313.89 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21187.68 Day 11 Yes 432.06 91-180 Days G-1-Q 23586.92 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34738.00 Day 11 No 3117.66 7-30 Days G-2-Q 31459.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21253.86 Day 11 No 1765.89 7-30 Days G-3-Q 19241.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24173.00 Day 11 Yes 1603.25 <7 Days S-5-Q 19460.45 Full No Investment Banking