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 16922.84 Day 15 No 1444.57 <7 Days S-4-Q 14552.65 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16047.65 Day 15 No 823.58 91-180 Days CB-3-Q 13912.25 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36301.78 Day 15 Yes 3130.67 7-30 Days G-1-Q 37453.22 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10603.74 Day 15 Yes 239.06 91-180 Days G-2-Q 8847.22 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16269.90 Day 15 Yes 322.22 7-30 Days G-3-Q 18543.92 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5454.50 Day 15 No 17.00 7-30 Days S-5-Q 6432.31 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 29325.70 Day 15 No 191.74 31-90 Days S-6-Q 26301.48 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6717.44 Day 15 No 82.00 31-90 Days S-7-Q 5783.95 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25735.80 Day 15 Yes 1567.62 91-180 Days E-1-Q 26043.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21225.21 Day 15 No 2029.91 <7 Days E-2-Q 22340.59 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 21033.20 Day 15 No 52.17 91-180 Days IG-1-Q 22791.85 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29986.20 Day 15 Yes 1033.85 31-90 Days IG-2-Q 27157.45 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37317.42 Day 15 Yes 1877.60 31-90 Days C-1 38985.54 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26158.41 Day 15 Yes 532.95 <7 Days CB-4 30626.46 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17988.90 Day 15 Yes 306.40 <7 Days E-10 16005.98 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28557.67 Day 15 Yes 422.56 7-30 Days E-3 27663.63 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30957.26 Day 15 Yes 451.28 7-30 Days E-4 26962.89 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13643.78 Day 15 No 37.79 7-30 Days E-5 12364.02 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2345.27 Day 15 Yes 109.38 7-30 Days E-6 1948.90 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20076.44 Day 15 No 1836.55 91-180 Days E-7 21461.79 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40165.53 Day 15 No 1279.84 7-30 Days E-8 46313.49 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 24521.65 Day 15 Yes 2441.93 7-30 Days E-9 28282.16 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16874.48 Day 15 Yes 388.99 31-90 Days G-4 19207.29 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12338.64 Day 15 Yes 1136.54 31-90 Days IG-3 11003.19 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9510.21 Day 15 Yes 931.37 31-90 Days IG-4 8967.76 None No Treasury