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) Retail No 10243.59 >2 Yr <= 3 Yr No 962.93 7-30 Days N-3 10985.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36503.10 >2 Yr <= 3 Yr Yes 2101.64 91-180 Days N-4 41235.39 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10706.10 >2 Yr <= 3 Yr No 426.43 <7 Days N-5 12374.40 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32596.57 >2 Yr <= 3 Yr No 1794.34 7-30 Days N-6 28288.11 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22323.77 >2 Yr <= 3 Yr No 685.97 31-90 Days N-7 19019.32 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23639.90 >2 Yr <= 3 Yr Yes 872.81 91-180 Days P-1 21588.01 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20364.38 >2 Yr <= 3 Yr Yes 1425.27 7-30 Days P-2 16979.65 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29469.88 >2 Yr <= 3 Yr No 2241.71 7-30 Days S-8 26440.04 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40229.63 >2 Yr <= 3 Yr Yes 3883.80 31-90 Days Y-1 43907.46 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2579.33 >2 Yr <= 3 Yr Yes 182.08 <7 Days Y-2 3074.09 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10685.46 >2 Yr <= 3 Yr No 742.56 7-30 Days Y-3 8610.14 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42512.65 >2 Yr <= 3 Yr Yes 2236.32 7-30 Days Y-4 43579.46 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36468.01 >2 Yr <= 3 Yr Yes 2979.32 <7 Days Z-1 34471.12 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19007.96 >2 Yr <= 3 Yr Yes 164.19 7-30 Days A-2 18877.38 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29444.41 >2 Yr <= 3 Yr No 2850.96 <7 Days A-3 33619.07 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38778.43 >2 Yr <= 3 Yr No 7.65 31-90 Days A-4 44109.55 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5005.72 >2 Yr <= 3 Yr Yes 381.93 <7 Days A-5 4904.25 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26234.74 >2 Yr <= 3 Yr Yes 1341.74 <7 Days CB-1 28660.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25203.77 >2 Yr <= 3 Yr Yes 72.72 7-30 Days CB-2 22908.61 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18700.86 >2 Yr <= 3 Yr No 1799.12 91-180 Days CB-3 20934.38 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30006.92 >2 Yr <= 3 Yr No 1652.66 91-180 Days E-1 29617.41 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23971.64 >2 Yr <= 3 Yr No 874.34 31-90 Days E-2 28114.39 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38285.82 >2 Yr <= 3 Yr Yes 2280.34 7-30 Days G-1 45744.30 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42665.01 >2 Yr <= 3 Yr No 3343.22 91-180 Days G-2 34367.12 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21975.44 >2 Yr <= 3 Yr Yes 1644.11 31-90 Days G-3 17847.06 Full Yes Liberty Capital Markets Inc. Investment Banking