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 16591.53 Day 28 No 646.84 31-90 Days G-3 16124.13 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36312.56 Day 28 Yes 2663.51 7-30 Days IG-1 38939.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17719.70 Day 28 No 249.12 7-30 Days IG-2 15049.47 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 28544.13 Day 28 Yes 2506.83 <7 Days S-1 32507.98 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10496.62 Day 28 No 126.54 7-30 Days S-2 11887.30 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11696.55 Day 28 Yes 321.25 31-90 Days S-3 10423.81 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31288.75 Day 28 No 1963.87 91-180 Days S-4 26543.24 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13931.44 Day 28 No 1345.56 31-90 Days S-5 12051.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20307.74 Day 28 No 113.58 7-30 Days S-6 20457.46 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5088.36 Day 28 No 175.84 31-90 Days S-7 4148.24 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 30678.76 Day 29 Yes 450.35 91-180 Days A-0-Q 26366.34 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19407.81 Day 29 No 1302.26 7-30 Days A-1-Q 22821.46 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24358.61 Day 29 No 401.16 31-90 Days A-2-Q 26130.10 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13627.05 Day 29 Yes 756.53 7-30 Days A-3-Q 14528.74 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9278.59 Day 29 Yes 773.32 7-30 Days A-4-Q 9586.67 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5476.51 Day 29 No 212.40 91-180 Days A-5-Q 4949.75 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41779.35 Day 29 Yes 2858.58 91-180 Days CB-1-Q 36445.65 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17514.23 Day 29 No 1506.02 91-180 Days CB-2-Q 17012.84 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9228.01 Day 29 No 215.39 91-180 Days S-1-Q 11058.41 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7393.46 Day 29 Yes 66.32 7-30 Days S-2-Q 7271.97 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 2545.68 Day 29 No 111.97 <7 Days S-3-Q 2669.13 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 3459.07 Day 29 Yes 7.47 31-90 Days S-4-Q 3897.89 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 23096.97 Day 29 Yes 1661.49 7-30 Days CB-3-Q 20702.18 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 36283.35 Day 29 Yes 2891.83 91-180 Days G-1-Q 36089.46 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10772.72 Day 29 No 1012.16 <7 Days G-2-Q 12743.74 None Yes Liberty International Finance Ltd. Investment Banking