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 42638.54 Day 30 Yes 2778.55 7-30 Days A-1-Q 43328.12 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1895.10 Day 30 Yes 165.30 91-180 Days A-2-Q 1729.03 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3724.78 Day 30 Yes 126.22 31-90 Days A-3-Q 3663.02 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33156.20 Day 30 Yes 2492.49 <7 Days A-4-Q 31066.04 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24211.02 Day 30 No 877.42 7-30 Days A-5-Q 24572.91 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 21244.32 Day 30 No 1165.93 31-90 Days CB-1-Q 25060.76 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16895.46 Day 30 Yes 1185.66 <7 Days CB-2-Q 18401.04 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12845.40 Day 30 No 268.01 31-90 Days S-1-Q 11232.63 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9930.28 Day 30 No 968.61 7-30 Days S-2-Q 9462.80 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33069.48 Day 30 No 2348.67 91-180 Days S-3-Q 29132.22 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36183.85 Day 30 No 1939.55 91-180 Days S-4-Q 34331.84 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15247.83 Day 30 Yes 1254.59 7-30 Days CB-3-Q 15194.17 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8610.20 Day 30 No 513.95 31-90 Days G-1-Q 9534.52 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 41891.67 Day 30 Yes 3420.03 <7 Days G-2-Q 37548.59 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7858.24 Day 30 Yes 403.68 <7 Days G-3-Q 6684.35 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38568.36 Day 30 No 465.65 7-30 Days S-5-Q 38288.63 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36435.32 Day 30 No 309.44 91-180 Days S-6-Q 37614.84 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 15062.78 Day 30 No 950.65 91-180 Days S-7-Q 17420.26 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40914.01 Day 30 No 3959.18 91-180 Days E-1-Q 39906.53 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39564.84 Day 30 Yes 2773.24 7-30 Days E-2-Q 41577.30 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20693.86 Day 30 No 209.19 <7 Days IG-1-Q 20790.52 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33026.18 Day 30 No 1475.98 91-180 Days IG-2-Q 34022.27 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12072.60 Day 30 Yes 231.80 <7 Days C-1 13060.62 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7563.59 Day 30 No 120.53 7-30 Days CB-4 8488.79 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42788.60 Day 30 No 2846.67 7-30 Days E-10 49483.24 Full No Treasury