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 17261.76 75 - 82 Days No 706.41 7-30 Days A-3 20284.88 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23115.68 75 - 82 Days Yes 157.99 91-180 Days A-4 22000.85 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26510.54 75 - 82 Days No 1224.12 7-30 Days A-5 30708.79 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3273.92 75 - 82 Days No 234.54 31-90 Days CB-1 3627.55 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22317.05 75 - 82 Days No 94.27 91-180 Days CB-2 26471.12 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35810.12 75 - 82 Days Yes 2934.36 7-30 Days CB-3 36015.15 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34738.06 75 - 82 Days No 22.56 91-180 Days E-1 32120.37 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21621.56 75 - 82 Days No 1351.51 <7 Days E-2 17493.11 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36677.26 75 - 82 Days Yes 125.34 31-90 Days G-1 36781.49 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18035.92 75 - 82 Days No 101.74 <7 Days G-2 20705.59 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10722.29 75 - 82 Days No 366.64 <7 Days G-3 12167.69 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41282.62 75 - 82 Days No 1713.44 <7 Days IG-1 37162.15 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38629.74 75 - 82 Days Yes 2744.12 91-180 Days IG-2 34096.74 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1389.65 75 - 82 Days Yes 34.57 <7 Days S-1 1626.78 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14214.21 75 - 82 Days No 981.45 91-180 Days S-2 12099.99 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10530.43 75 - 82 Days No 305.06 7-30 Days S-3 9377.97 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5348.52 75 - 82 Days No 220.75 7-30 Days S-4 5008.50 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19396.58 75 - 82 Days Yes 482.09 31-90 Days S-5 21195.35 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10848.67 75 - 82 Days No 198.37 31-90 Days S-6 11933.35 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30421.15 75 - 82 Days No 2147.33 <7 Days S-7 35530.82 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5261.51 83 - 90 Days Yes 400.17 7-30 Days A-0-Q 4775.10 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28836.71 83 - 90 Days Yes 56.82 91-180 Days A-1-Q 28799.95 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7383.46 83 - 90 Days Yes 335.69 91-180 Days A-2-Q 6275.30 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24148.73 83 - 90 Days Yes 2028.04 <7 Days A-3-Q 21657.60 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36402.01 83 - 90 Days Yes 2405.72 7-30 Days A-4-Q 39882.21 Partial No Capital Markets