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 10272.07 Day 26 No 378.01 31-90 Days CB-2-Q 9869.28 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7242.34 Day 26 No 341.36 <7 Days S-1-Q 6447.98 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19480.46 Day 26 Yes 289.48 91-180 Days S-2-Q 22226.96 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20490.75 Day 26 Yes 964.79 <7 Days S-3-Q 17499.86 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17521.82 Day 26 Yes 1178.18 <7 Days S-4-Q 19604.36 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31075.56 Day 26 No 1988.71 91-180 Days CB-3-Q 30090.42 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19434.18 Day 26 No 72.87 91-180 Days G-1-Q 19680.70 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5618.37 Day 26 Yes 480.31 <7 Days G-2-Q 5716.90 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40286.60 Day 26 Yes 1273.86 31-90 Days G-3-Q 44561.18 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37484.94 Day 26 Yes 985.81 7-30 Days S-5-Q 33222.63 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 887.27 Day 26 No 62.38 31-90 Days S-6-Q 712.48 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36455.47 Day 26 No 2950.10 31-90 Days S-7-Q 39865.64 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14810.48 Day 26 No 1068.81 91-180 Days E-1-Q 17518.14 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32901.21 Day 26 No 1704.70 <7 Days E-2-Q 29719.80 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38385.77 Day 26 No 500.86 91-180 Days IG-1-Q 31700.98 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2253.75 Day 26 No 156.72 7-30 Days IG-2-Q 2204.61 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40895.16 Day 26 No 3523.90 7-30 Days C-1 45200.71 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24064.17 Day 26 No 1235.93 <7 Days CB-4 27819.03 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24014.38 Day 26 Yes 581.26 7-30 Days E-10 22454.01 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42115.21 Day 26 Yes 3169.56 <7 Days E-3 47520.90 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36913.68 Day 26 Yes 1557.82 7-30 Days E-4 33822.22 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18350.58 Day 26 No 760.56 31-90 Days E-5 21793.52 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25344.62 Day 26 Yes 801.23 7-30 Days E-6 25376.42 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21989.28 Day 26 No 1182.47 91-180 Days E-7 18272.96 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4682.64 Day 26 Yes 305.53 7-30 Days E-8 4556.07 Partial No Trading