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 23780.00 Day 22 No 2212.95 91-180 Days S-7 19206.01 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3754.05 Day 23 Yes 149.57 31-90 Days A-0-Q 4362.97 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32531.90 Day 23 No 1960.92 31-90 Days A-1-Q 38317.80 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36921.20 Day 23 Yes 2078.82 31-90 Days A-2-Q 35099.49 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19390.34 Day 23 Yes 1595.67 7-30 Days A-3-Q 16816.31 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23494.55 Day 23 No 1993.77 <7 Days A-4-Q 27279.34 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17431.47 Day 23 No 1351.05 <7 Days A-5-Q 14303.23 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7949.60 Day 23 Yes 175.30 7-30 Days CB-1-Q 7254.73 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2346.26 Day 23 No 33.57 91-180 Days CB-2-Q 2445.32 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 37842.68 Day 23 Yes 584.39 <7 Days S-1-Q 34851.68 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 39041.30 Day 23 Yes 389.88 <7 Days S-2-Q 34406.89 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11356.16 Day 23 Yes 1129.67 <7 Days S-3-Q 9157.06 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34913.19 Day 23 No 1166.88 7-30 Days S-4-Q 31919.72 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37617.81 Day 23 No 2871.55 <7 Days CB-3-Q 38924.45 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 1234.19 Day 23 Yes 4.88 31-90 Days G-1-Q 1304.75 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28948.30 Day 23 No 613.77 7-30 Days G-2-Q 26509.37 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12278.05 Day 23 No 4.24 7-30 Days G-3-Q 10508.55 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 35261.83 Day 23 No 601.54 7-30 Days S-5-Q 35878.93 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22347.77 Day 23 Yes 494.09 31-90 Days S-6-Q 18316.71 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19701.09 Day 23 Yes 420.13 31-90 Days S-7-Q 19365.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33565.85 Day 23 Yes 29.21 31-90 Days E-1-Q 31631.19 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19022.57 Day 23 No 781.84 <7 Days E-2-Q 17811.72 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8129.63 Day 23 No 525.45 31-90 Days IG-1-Q 7329.10 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22089.24 Day 23 No 198.86 <7 Days IG-2-Q 18536.67 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3187.08 Day 23 Yes 256.95 31-90 Days C-1 3341.37 None Yes Liberty Wealth Management LLC Wholesale Lending