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) Retail No 1459.65 180 - 270 Days Yes 9.92 7-30 Days CB-1 1207.30 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28320.05 180 - 270 Days No 2267.29 <7 Days CB-2 28355.19 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36856.44 180 - 270 Days No 1501.58 7-30 Days CB-3 42649.78 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39522.77 180 - 270 Days No 3142.02 91-180 Days E-1 32100.08 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3382.56 180 - 270 Days No 66.76 91-180 Days E-2 3556.90 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43991.35 180 - 270 Days No 2655.42 7-30 Days G-1 41157.16 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33079.61 180 - 270 Days Yes 2890.45 31-90 Days G-2 29924.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42831.32 180 - 270 Days Yes 4210.89 31-90 Days G-3 42252.06 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12197.97 180 - 270 Days No 347.90 <7 Days IG-1 11234.92 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9515.76 180 - 270 Days No 404.58 <7 Days IG-2 8489.82 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 7027.40 180 - 270 Days No 482.60 91-180 Days S-1 7657.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19733.05 180 - 270 Days No 901.19 <7 Days S-2 21232.58 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11434.00 180 - 270 Days No 209.42 7-30 Days S-3 13003.16 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1603.93 180 - 270 Days Yes 134.45 7-30 Days S-4 1394.67 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20421.05 180 - 270 Days No 1772.88 31-90 Days S-5 23970.55 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37999.89 180 - 270 Days Yes 2491.03 91-180 Days S-6 37769.43 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9948.92 180 - 270 Days No 931.94 91-180 Days S-7 11480.96 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2573.83 271 - 364 Days No 73.03 7-30 Days A-0-Q 2666.61 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7265.11 271 - 364 Days Yes 355.48 <7 Days A-1-Q 5904.75 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17850.48 271 - 364 Days No 1375.95 <7 Days A-2-Q 14743.40 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20425.99 271 - 364 Days No 1627.06 <7 Days A-3-Q 23098.96 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29682.71 271 - 364 Days Yes 436.34 91-180 Days A-4-Q 31440.18 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39340.21 271 - 364 Days Yes 365.74 <7 Days A-5-Q 32305.21 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43784.23 271 - 364 Days No 170.67 <7 Days CB-1-Q 46076.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28974.91 271 - 364 Days Yes 805.19 7-30 Days CB-2-Q 30520.09 Full No Treasury