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 30101.25 Day 13 No 1313.24 7-30 Days Y-2 24549.49 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36352.53 Day 13 No 3401.69 <7 Days Y-3 29319.42 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31431.68 Day 13 No 591.48 7-30 Days Y-4 26266.79 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23666.32 Day 13 No 29.61 31-90 Days Z-1 27187.59 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6490.81 Day 13 Yes 172.44 31-90 Days A-2 7312.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5249.41 Day 13 No 445.36 91-180 Days A-3 5357.89 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4997.41 Day 13 Yes 489.25 7-30 Days A-4 4291.10 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37702.15 Day 13 Yes 2372.02 7-30 Days A-5 33203.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28825.52 Day 13 Yes 1015.12 91-180 Days CB-1 23084.83 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 25217.29 Day 13 Yes 101.75 <7 Days CB-2 22961.87 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11097.06 Day 13 No 428.21 <7 Days CB-3 10801.56 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42217.37 Day 13 No 1464.71 7-30 Days E-1 47936.01 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25593.09 Day 13 Yes 577.08 <7 Days E-2 29130.29 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10943.07 Day 13 Yes 993.07 <7 Days G-1 10170.46 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13466.30 Day 13 No 958.67 31-90 Days G-2 13650.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11064.98 Day 13 No 767.66 91-180 Days G-3 10778.65 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36054.98 Day 13 No 1689.56 7-30 Days IG-1 37791.55 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36208.98 Day 13 Yes 2203.83 31-90 Days IG-2 30195.32 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22620.85 Day 13 Yes 1836.58 7-30 Days S-1 22929.99 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23011.78 Day 13 Yes 586.02 7-30 Days S-2 27099.34 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38698.29 Day 13 Yes 1895.42 31-90 Days S-3 45875.66 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21210.95 Day 13 Yes 1299.44 7-30 Days S-4 20390.18 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31428.81 Day 13 Yes 520.58 31-90 Days S-5 26677.11 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17117.43 Day 13 No 61.60 31-90 Days S-6 14502.23 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 4992.15 Day 13 Yes 349.77 7-30 Days S-7 4805.65 Partial Yes Liberty Wealth Management LLC Capital Markets