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 11413.79 Day 23 No 667.36 <7 Days CB-3 12059.68 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15709.02 Day 23 No 870.07 31-90 Days E-1 13992.20 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21394.82 Day 23 No 1092.62 <7 Days E-2 21345.96 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27755.03 Day 23 Yes 1549.77 31-90 Days G-1 31088.56 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7529.44 Day 23 Yes 710.01 31-90 Days G-2 8384.86 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20598.44 Day 23 No 962.97 7-30 Days G-3 23303.94 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19528.72 Day 23 No 982.31 31-90 Days IG-1 16416.64 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12993.18 Day 23 Yes 226.95 <7 Days IG-2 13641.92 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24667.97 Day 23 Yes 1114.35 7-30 Days S-1 26665.74 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16284.25 Day 23 Yes 406.01 91-180 Days S-2 15636.48 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25550.33 Day 23 Yes 146.70 <7 Days S-3 21356.63 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7139.94 Day 23 No 580.08 31-90 Days S-4 8025.86 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6011.45 Day 23 No 436.36 7-30 Days S-5 5404.36 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 27241.63 Day 23 Yes 1731.18 <7 Days S-6 26308.25 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19537.03 Day 23 Yes 1201.82 7-30 Days S-7 20092.45 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26998.44 Day 24 No 301.45 7-30 Days A-0-Q 25293.79 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37598.31 Day 24 Yes 3110.84 7-30 Days A-1-Q 35630.50 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11038.88 Day 24 Yes 858.59 <7 Days A-2-Q 11671.65 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20192.41 Day 24 No 1990.08 7-30 Days A-3-Q 21639.69 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 26456.43 Day 24 Yes 221.21 7-30 Days A-4-Q 29723.26 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12916.80 Day 24 Yes 1095.48 <7 Days A-5-Q 14171.87 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41695.63 Day 24 No 1271.93 31-90 Days CB-1-Q 36420.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5948.69 Day 24 Yes 344.77 <7 Days CB-2-Q 6922.15 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7267.18 Day 24 Yes 700.77 91-180 Days S-1-Q 6841.00 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4793.40 Day 24 No 220.58 <7 Days S-2-Q 4500.90 Full Yes Liberty International Finance Ltd. Investment Banking