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 983.44 Day 21 Yes 73.71 91-180 Days G-1 1081.88 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19786.13 Day 21 No 1506.48 91-180 Days G-2 22903.08 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22123.90 Day 21 Yes 238.26 91-180 Days G-3 23180.71 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18939.61 Day 21 Yes 231.99 7-30 Days IG-1 16235.61 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7997.82 Day 21 Yes 267.94 31-90 Days IG-2 7282.59 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23603.03 Day 21 No 1307.44 31-90 Days S-1 19932.76 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 33179.08 Day 21 Yes 848.44 91-180 Days S-2 34910.57 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36372.83 Day 21 No 449.10 <7 Days S-3 33360.03 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33571.98 Day 21 Yes 485.33 7-30 Days S-4 38525.84 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20845.00 Day 21 No 1648.75 91-180 Days S-5 21212.19 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1528.74 Day 21 No 118.93 7-30 Days S-6 1627.06 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23402.47 Day 21 No 1774.98 91-180 Days S-7 27763.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19253.70 Day 22 Yes 730.88 7-30 Days A-0-Q 22985.38 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41789.64 Day 22 Yes 2486.24 <7 Days A-1-Q 41756.40 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 13979.78 Day 22 Yes 1235.37 31-90 Days A-2-Q 16144.74 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20677.83 Day 22 Yes 1682.09 91-180 Days A-3-Q 18650.84 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1202.90 Day 22 Yes 46.08 <7 Days A-4-Q 1046.87 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39837.52 Day 22 No 3660.81 7-30 Days A-5-Q 36424.25 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14995.33 Day 22 No 834.57 7-30 Days CB-1-Q 14958.11 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 29064.28 Day 22 Yes 1101.38 7-30 Days CB-2-Q 30018.61 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28486.61 Day 22 Yes 1858.25 91-180 Days S-1-Q 29000.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4792.09 Day 22 Yes 59.70 <7 Days S-2-Q 5081.19 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43744.33 Day 22 Yes 3186.95 7-30 Days S-3-Q 49385.87 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27711.87 Day 22 No 678.70 31-90 Days S-4-Q 31237.49 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2457.22 Day 22 Yes 106.64 91-180 Days CB-3-Q 2170.51 Full No Capital Markets