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
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36166.58 Day 51 No 2256.51 91-180 Days S-6 40087.43 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10614.82 Day 51 Yes 933.90 91-180 Days S-7 12284.91 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38753.22 Day 52 No 1596.18 31-90 Days A-0-Q 31849.83 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35476.07 Day 52 No 1444.34 <7 Days A-1-Q 30125.08 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27533.31 Day 52 Yes 1663.33 7-30 Days A-2-Q 24771.85 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32507.49 Day 52 Yes 1392.63 91-180 Days A-3-Q 31251.06 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28294.71 Day 52 No 2379.96 7-30 Days A-4-Q 25676.13 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4128.36 Day 52 Yes 409.95 7-30 Days A-5-Q 4511.36 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38049.00 Day 52 No 881.12 31-90 Days CB-1-Q 36468.22 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41001.01 Day 52 Yes 3367.78 31-90 Days CB-2-Q 44698.91 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37297.41 Day 52 No 2637.82 7-30 Days S-1-Q 30946.48 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32334.32 Day 52 No 2869.52 31-90 Days S-2-Q 34921.73 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42310.45 Day 52 Yes 3188.77 91-180 Days S-3-Q 47394.81 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21683.79 Day 52 No 2073.24 7-30 Days S-4-Q 17532.61 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19824.28 Day 52 Yes 1759.19 <7 Days CB-3-Q 20973.61 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17492.85 Day 52 Yes 618.05 7-30 Days G-1-Q 18902.49 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8012.13 Day 52 No 4.71 <7 Days G-2-Q 8484.24 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25480.27 Day 52 Yes 647.49 7-30 Days G-3-Q 28004.45 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15653.08 Day 52 Yes 552.06 91-180 Days S-5-Q 17940.26 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38028.73 Day 52 Yes 865.28 <7 Days S-6-Q 35143.36 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 749.71 Day 52 No 2.22 31-90 Days S-7-Q 785.60 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8961.02 Day 52 Yes 80.27 31-90 Days E-1-Q 9750.41 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42253.05 Day 52 No 3202.80 91-180 Days E-2-Q 48896.10 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7362.50 Day 52 Yes 27.98 31-90 Days IG-1-Q 7490.35 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29699.74 Day 52 Yes 2487.83 7-30 Days IG-2-Q 34414.86 Full No Treasury