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 1836.98 Day 12 Yes 151.75 31-90 Days A-3-Q 1473.77 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22346.38 Day 12 No 1680.52 91-180 Days A-4-Q 19679.98 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17555.68 Day 12 Yes 1517.81 91-180 Days A-5-Q 20253.10 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24928.40 Day 12 No 250.94 91-180 Days CB-1-Q 23445.69 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13380.30 Day 12 No 420.08 <7 Days CB-2-Q 11432.86 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42401.22 Day 12 Yes 3671.69 7-30 Days S-1-Q 44523.24 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20602.04 Day 12 Yes 1680.87 31-90 Days S-2-Q 20538.05 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19413.87 Day 12 No 420.20 7-30 Days S-3-Q 19758.42 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9477.19 Day 12 Yes 221.09 7-30 Days S-4-Q 8517.56 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5545.70 Day 12 Yes 527.27 <7 Days CB-3-Q 6572.12 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34345.58 Day 12 No 2946.57 91-180 Days G-1-Q 36683.67 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4724.48 Day 12 No 274.96 31-90 Days G-2-Q 4610.52 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27156.53 Day 12 No 2694.10 91-180 Days G-3-Q 28691.40 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28952.00 Day 12 No 1978.89 31-90 Days S-5-Q 34225.13 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28470.18 Day 12 No 1250.64 91-180 Days S-6-Q 29005.08 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31756.23 Day 12 No 1400.89 91-180 Days S-7-Q 35749.03 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37613.82 Day 12 No 118.24 7-30 Days E-1-Q 30460.80 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20150.55 Day 12 No 1526.20 31-90 Days E-2-Q 19151.13 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35172.31 Day 12 No 204.08 7-30 Days IG-1-Q 34883.07 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 37648.78 Day 12 No 748.51 31-90 Days IG-2-Q 37796.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27821.89 Day 12 No 2020.16 7-30 Days C-1 23092.65 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14023.32 Day 12 No 625.61 31-90 Days CB-4 15280.91 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8180.08 Day 12 Yes 226.90 91-180 Days E-10 7445.24 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35143.46 Day 12 Yes 1631.12 91-180 Days E-3 35083.62 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34552.12 Day 12 No 3130.73 7-30 Days E-4 40182.86 Full No Capital Markets