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 42884.86 Day 12 No 306.15 <7 Days G-2 50202.59 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16715.50 Day 12 No 1284.97 7-30 Days G-3 19670.99 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25577.65 Day 12 Yes 870.68 <7 Days IG-1 21303.62 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23168.57 Day 12 No 1548.58 31-90 Days IG-2 27225.95 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13324.86 Day 12 Yes 193.09 91-180 Days S-1 13761.60 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40310.28 Day 12 Yes 297.72 91-180 Days S-2 35408.08 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 7763.57 Day 12 No 214.62 91-180 Days S-3 7505.56 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42639.57 Day 12 No 4236.10 31-90 Days S-4 48488.70 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1763.54 Day 12 Yes 85.37 <7 Days S-5 1618.17 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22822.93 Day 12 No 826.47 31-90 Days S-6 19787.31 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19874.71 Day 12 No 413.04 31-90 Days S-7 23065.38 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2397.22 Day 13 Yes 115.89 91-180 Days A-0-Q 2249.35 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28883.31 Day 13 No 1256.69 31-90 Days A-1-Q 34578.88 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7450.44 Day 13 No 315.48 31-90 Days A-2-Q 8066.23 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28626.09 Day 13 No 2676.78 31-90 Days A-3-Q 32074.98 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 12707.81 Day 13 No 1141.90 <7 Days A-4-Q 14976.66 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 12452.96 Day 13 Yes 585.09 31-90 Days A-5-Q 10393.29 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14327.75 Day 13 Yes 437.35 91-180 Days CB-1-Q 13043.59 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14432.97 Day 13 Yes 865.78 31-90 Days CB-2-Q 12235.09 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25892.75 Day 13 Yes 1947.93 <7 Days S-1-Q 29849.27 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36344.14 Day 13 No 3215.33 7-30 Days S-2-Q 41765.40 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16477.11 Day 13 Yes 427.55 <7 Days S-3-Q 15950.89 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4835.12 Day 13 No 86.35 91-180 Days S-4-Q 4083.88 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3371.69 Day 13 No 309.64 <7 Days CB-3-Q 3431.73 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36087.04 Day 13 No 220.27 <7 Days G-1-Q 38243.71 None No Capital Markets