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 Yes 3278.50 Day 5 Yes 309.63 31-90 Days A-1-Q 3452.56 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 267.20 Day 5 No 22.52 7-30 Days A-2-Q 303.03 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36535.29 Day 5 Yes 2541.68 <7 Days A-3-Q 29970.84 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26946.62 Day 5 No 2206.94 7-30 Days A-4-Q 31099.31 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37146.99 Day 5 No 617.20 7-30 Days A-5-Q 42148.89 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 754.91 Day 5 Yes 44.17 91-180 Days CB-1-Q 800.65 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 1992.81 Day 5 No 180.78 31-90 Days CB-2-Q 2161.34 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 538.25 Day 5 Yes 14.63 7-30 Days S-1-Q 600.61 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7571.62 Day 5 Yes 599.90 31-90 Days S-2-Q 7042.38 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6453.42 Day 5 No 272.09 <7 Days S-3-Q 7027.27 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32397.76 Day 5 No 611.27 31-90 Days S-4-Q 35235.19 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34423.82 Day 5 No 2790.81 31-90 Days CB-3-Q 39582.88 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13246.47 Day 5 No 1143.81 31-90 Days G-1-Q 13903.43 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3629.37 Day 5 Yes 286.77 31-90 Days G-2-Q 3300.61 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 28844.65 Day 5 Yes 2320.98 <7 Days G-3-Q 33337.36 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12510.20 Day 5 Yes 158.85 7-30 Days S-5-Q 12883.41 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41621.55 Day 5 Yes 3132.17 7-30 Days S-6-Q 48445.96 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16513.47 Day 5 Yes 383.92 31-90 Days S-7-Q 14853.38 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7036.19 Day 5 Yes 610.22 <7 Days E-1-Q 7699.40 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9620.34 Day 5 Yes 844.63 7-30 Days E-2-Q 9642.80 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30352.83 Day 5 Yes 1705.70 <7 Days IG-1-Q 34968.84 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6033.56 Day 5 No 537.88 91-180 Days IG-2-Q 7032.51 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30257.70 Day 5 No 2879.18 <7 Days C-1 26034.47 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29651.13 Day 5 No 2228.53 91-180 Days CB-4 33115.90 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5063.41 Day 5 No 190.90 <7 Days E-10 4872.72 Full No Capital Markets