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 29659.44 Day 13 No 312.61 31-90 Days G-2-Q 35424.76 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34495.97 Day 13 Yes 3419.30 7-30 Days G-3-Q 35791.21 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17822.07 Day 13 Yes 1574.98 <7 Days S-5-Q 17243.53 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 987.32 Day 13 Yes 90.34 31-90 Days S-6-Q 1051.50 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30248.10 Day 13 Yes 441.50 <7 Days S-7-Q 35160.68 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 35417.09 Day 13 No 1513.61 7-30 Days E-1-Q 35392.92 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32481.01 Day 13 No 711.64 7-30 Days E-2-Q 30948.31 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39083.30 Day 13 Yes 443.58 <7 Days IG-1-Q 36090.44 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6287.23 Day 13 No 539.34 91-180 Days IG-2-Q 5641.18 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6813.10 Day 13 No 252.36 31-90 Days C-1 6928.65 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31860.99 Day 13 No 972.03 31-90 Days CB-4 30163.50 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16022.27 Day 13 Yes 781.06 7-30 Days E-10 15056.87 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28362.99 Day 13 Yes 2344.00 7-30 Days E-3 27450.72 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 313.05 Day 13 Yes 1.92 91-180 Days E-4 251.59 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14624.84 Day 13 No 1130.30 7-30 Days E-5 15182.44 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1435.90 Day 13 Yes 10.87 31-90 Days E-6 1389.64 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19347.22 Day 13 Yes 536.40 <7 Days E-7 22469.42 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28968.73 Day 13 Yes 434.63 31-90 Days E-8 31423.57 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17653.94 Day 13 Yes 173.99 7-30 Days E-9 15020.18 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2283.75 Day 13 Yes 51.40 7-30 Days G-4 2688.40 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24653.91 Day 13 Yes 163.01 <7 Days IG-3 28171.44 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43787.27 Day 13 No 3653.65 91-180 Days IG-4 46529.00 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19018.64 Day 13 No 113.40 <7 Days IG-5 19606.86 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17867.34 Day 13 Yes 628.66 31-90 Days IG-6 19558.30 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34986.22 Day 13 No 625.53 <7 Days IG-7 41805.51 Partial No Capital Markets