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 16958.16 Day 14 Yes 1134.49 91-180 Days E-1 14690.65 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10828.36 Day 14 Yes 534.86 31-90 Days E-2 9085.70 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34324.69 Day 14 No 2479.09 31-90 Days G-1 30510.27 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24922.92 Day 14 No 419.27 31-90 Days G-2 23676.65 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9371.32 Day 14 No 629.65 31-90 Days G-3 11098.69 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7032.43 Day 14 No 690.78 31-90 Days IG-1 7969.18 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9231.77 Day 14 Yes 909.15 <7 Days IG-2 8711.46 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 26699.52 Day 14 No 434.66 31-90 Days S-1 27770.34 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27320.25 Day 14 Yes 671.30 7-30 Days S-2 24469.54 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 806.61 Day 14 Yes 71.44 <7 Days S-3 830.61 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 34177.84 Day 14 No 1914.51 <7 Days S-4 39953.69 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24913.48 Day 14 Yes 2.52 7-30 Days S-5 25412.30 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1849.41 Day 14 Yes 77.94 91-180 Days S-6 1816.96 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24780.77 Day 14 No 1363.71 7-30 Days S-7 26690.64 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41111.29 Day 15 No 2698.97 31-90 Days A-0-Q 47776.76 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17616.58 Day 15 No 722.35 91-180 Days A-1-Q 19478.36 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 21882.13 Day 15 No 86.02 91-180 Days A-2-Q 20587.00 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15406.41 Day 15 Yes 1181.12 31-90 Days A-3-Q 17730.03 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 541.47 Day 15 No 46.01 7-30 Days A-4-Q 434.62 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25404.80 Day 15 No 1575.27 <7 Days A-5-Q 20411.98 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22262.53 Day 15 Yes 308.85 31-90 Days CB-1-Q 20506.46 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1730.96 Day 15 No 135.53 31-90 Days CB-2-Q 1864.45 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 128.21 Day 15 Yes 6.60 91-180 Days S-1-Q 105.22 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28625.69 Day 15 No 185.32 7-30 Days S-2-Q 25858.50 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31834.15 Day 15 Yes 499.28 31-90 Days S-3-Q 36672.81 None No Investment Banking