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 41377.85 Day 5 No 1234.54 91-180 Days LC-1 40840.69 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4740.26 Day 5 Yes 351.60 <7 Days LC-2 5064.55 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 19004.54 Day 5 Yes 289.12 31-90 Days N-1 21163.09 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15058.94 Day 5 Yes 671.72 31-90 Days N-2 17159.83 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 11440.69 Day 5 Yes 305.51 31-90 Days N-3 12090.60 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40719.42 Day 5 Yes 1016.01 <7 Days N-4 37181.65 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1849.79 Day 5 No 50.46 91-180 Days N-5 1695.43 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32328.53 Day 5 No 691.74 91-180 Days N-6 32506.28 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 18056.11 Day 5 No 336.08 91-180 Days N-7 20960.59 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33288.76 Day 5 No 1364.97 91-180 Days P-1 29992.24 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36938.16 Day 5 Yes 1831.63 <7 Days P-2 42707.60 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23942.06 Day 5 Yes 287.95 7-30 Days S-8 24164.23 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39887.88 Day 5 No 1166.35 31-90 Days Y-1 35659.45 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 35040.32 Day 5 No 2924.98 <7 Days Y-2 28911.96 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31216.79 Day 5 Yes 1810.36 91-180 Days Y-3 36665.40 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40874.92 Day 5 No 3079.19 31-90 Days Y-4 47003.91 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8473.80 Day 5 Yes 54.34 31-90 Days Z-1 8886.18 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25404.30 Day 5 Yes 2363.13 91-180 Days A-2 21228.89 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 25153.03 Day 5 Yes 762.09 91-180 Days A-3 27415.80 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9661.50 Day 5 No 361.79 31-90 Days A-4 10462.06 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 13983.98 Day 5 No 836.43 7-30 Days A-5 15989.71 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19519.41 Day 5 Yes 75.76 31-90 Days CB-1 18333.67 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 3186.88 Day 5 Yes 289.59 91-180 Days CB-2 3390.44 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42956.05 Day 5 No 849.48 91-180 Days CB-3 49095.63 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43500.67 Day 5 No 1011.45 91-180 Days E-1 45333.16 None No Wholesale Lending