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 1072.32 Day 32 No 73.64 <7 Days C-1 989.23 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33828.62 Day 32 No 1561.83 91-180 Days CB-4 32329.02 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14764.64 Day 32 Yes 1138.27 <7 Days E-10 13109.72 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 26471.96 Day 32 No 1805.86 91-180 Days E-3 22950.74 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1420.05 Day 32 No 34.89 31-90 Days E-4 1395.43 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28646.08 Day 32 Yes 453.61 7-30 Days E-5 26209.32 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43197.35 Day 32 Yes 1484.62 <7 Days E-6 45419.73 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27568.60 Day 32 No 348.53 91-180 Days E-7 31216.51 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18308.34 Day 32 No 1673.30 31-90 Days E-8 18086.88 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23457.03 Day 32 Yes 1267.06 31-90 Days E-9 26241.64 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28887.70 Day 32 No 1262.16 <7 Days G-4 27834.56 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39388.15 Day 32 No 1656.24 <7 Days IG-3 40129.13 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35677.80 Day 32 Yes 860.33 <7 Days IG-4 31980.70 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20850.97 Day 32 No 1900.07 31-90 Days IG-5 19253.88 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 17558.91 Day 32 No 1347.15 31-90 Days IG-6 17437.10 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 31420.24 Day 32 Yes 2841.00 <7 Days IG-7 36801.18 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2647.68 Day 32 No 76.02 7-30 Days IG-8 2592.64 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32770.27 Day 32 No 1758.06 91-180 Days L-1 33328.62 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 3777.16 Day 32 Yes 215.22 7-30 Days L-10 3554.67 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11584.96 Day 32 No 758.33 <7 Days L-11 13276.73 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39825.83 Day 32 Yes 2706.26 91-180 Days L-2 36100.71 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41289.14 Day 32 No 3674.27 91-180 Days L-3 38586.83 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10718.57 Day 32 Yes 190.57 7-30 Days L-4 12409.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2598.06 Day 32 Yes 234.60 7-30 Days L-5 2420.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 27389.21 Day 32 Yes 950.01 <7 Days L-6 27820.14 None Yes Liberty International Finance Ltd. Treasury