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 20076.08 Day 33 Yes 1515.56 91-180 Days S-2-Q 21875.96 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13217.03 Day 33 Yes 816.86 7-30 Days S-3-Q 11820.92 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5025.13 Day 33 No 416.21 7-30 Days S-4-Q 5625.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 38678.98 Day 33 No 590.66 <7 Days CB-3-Q 35874.04 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17343.23 Day 33 No 894.23 91-180 Days G-1-Q 18544.66 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 22580.32 Day 33 Yes 1974.84 <7 Days G-2-Q 19291.32 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6027.56 Day 33 No 149.66 31-90 Days G-3-Q 5608.60 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18865.93 Day 33 No 896.93 7-30 Days S-5-Q 19124.68 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3104.73 Day 33 Yes 96.78 7-30 Days S-6-Q 3569.82 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 28478.05 Day 33 No 1428.50 7-30 Days S-7-Q 28145.08 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10815.08 Day 33 No 718.07 31-90 Days E-1-Q 12451.83 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 42124.60 Day 33 Yes 72.12 <7 Days E-2-Q 34233.67 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39690.90 Day 33 Yes 1746.38 7-30 Days IG-1-Q 40517.52 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11204.00 Day 33 No 372.54 <7 Days IG-2-Q 13024.24 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42977.96 Day 33 No 1724.93 31-90 Days C-1 42097.07 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20105.03 Day 33 No 234.35 <7 Days CB-4 20738.76 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 28264.63 Day 33 Yes 1986.20 91-180 Days E-10 24678.50 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 29059.96 Day 33 Yes 1510.84 7-30 Days E-3 32172.57 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41763.10 Day 33 No 3141.77 31-90 Days E-4 43642.03 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32893.66 Day 33 Yes 1768.09 31-90 Days E-5 32214.65 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 4818.99 Day 33 No 125.79 <7 Days E-6 5227.07 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 6523.54 Day 33 Yes 600.43 7-30 Days E-7 6167.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22901.94 Day 33 Yes 1003.96 31-90 Days E-8 23252.91 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11278.21 Day 33 No 1060.97 31-90 Days E-9 12091.50 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 1253.91 Day 33 Yes 95.37 <7 Days G-4 1299.96 None Yes Liberty International Finance Ltd. Investment Banking