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 31282.65 Day 24 No 1205.34 31-90 Days S-4 37506.74 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9280.41 Day 24 Yes 657.37 <7 Days S-5 8456.27 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10083.92 Day 24 Yes 486.66 7-30 Days S-6 11436.91 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1598.51 Day 24 Yes 33.13 7-30 Days S-7 1752.81 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3553.45 Day 25 No 23.95 <7 Days A-0-Q 3145.94 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35729.85 Day 25 Yes 233.98 31-90 Days A-1-Q 33005.53 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 11650.48 Day 25 No 282.84 7-30 Days A-2-Q 12994.53 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12521.99 Day 25 No 579.88 <7 Days A-3-Q 11978.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2830.18 Day 25 No 78.29 7-30 Days A-4-Q 3292.64 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 35650.83 Day 25 No 499.56 31-90 Days A-5-Q 41991.08 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29827.97 Day 25 Yes 1366.34 91-180 Days CB-1-Q 31667.22 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10379.01 Day 25 Yes 827.66 91-180 Days CB-2-Q 8753.54 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6305.36 Day 25 No 408.58 <7 Days S-1-Q 6714.02 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11946.59 Day 25 No 410.04 31-90 Days S-2-Q 10203.59 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31358.95 Day 25 No 1305.11 <7 Days S-3-Q 37067.38 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36181.67 Day 25 Yes 430.92 91-180 Days S-4-Q 33817.77 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16191.66 Day 25 Yes 342.65 31-90 Days CB-3-Q 17942.17 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20234.56 Day 25 Yes 1019.71 91-180 Days G-1-Q 23237.66 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14622.96 Day 25 Yes 766.20 91-180 Days G-2-Q 13166.67 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40499.61 Day 25 No 4006.74 91-180 Days G-3-Q 33451.64 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38903.34 Day 25 No 633.11 31-90 Days S-5-Q 41992.97 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24828.79 Day 25 Yes 1420.08 31-90 Days S-6-Q 22131.27 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25414.41 Day 25 No 1988.63 31-90 Days S-7-Q 30103.28 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 42789.01 Day 25 Yes 51.74 91-180 Days E-1-Q 38425.98 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43965.84 Day 25 No 3103.85 31-90 Days E-2-Q 45167.64 None Yes Liberty Mortgage Services Corp. Capital Markets