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 Yes 4498.10 Open No 114.06 91-180 Days CB-4 4782.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5934.40 Open Yes 54.06 7-30 Days E-10 4944.04 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25613.85 Open No 337.97 <7 Days E-3 28842.06 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39785.46 Open Yes 3942.77 91-180 Days E-4 45126.59 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20635.41 Open No 195.11 <7 Days E-5 21849.15 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39309.16 Open No 1855.84 7-30 Days E-6 35258.29 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5501.25 Open No 468.35 <7 Days E-7 4839.82 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13861.21 Open Yes 681.59 <7 Days E-8 14114.23 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24827.35 Open No 1518.52 <7 Days E-9 24577.19 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5237.96 Open No 61.72 <7 Days G-4 4320.63 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28677.63 Open No 2430.70 91-180 Days IG-3 28036.83 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2445.48 Open No 48.74 91-180 Days IG-4 2014.98 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10670.86 Open Yes 323.66 31-90 Days IG-5 10041.70 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41739.94 Open Yes 2108.28 91-180 Days IG-6 43188.97 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37325.14 Open No 1225.01 91-180 Days IG-7 40511.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8892.80 Open No 397.83 91-180 Days IG-8 8293.67 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13609.33 Open Yes 343.01 7-30 Days L-1 11408.05 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2756.83 Open No 219.02 31-90 Days L-10 2758.02 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35062.44 Open No 1790.64 7-30 Days L-11 34502.67 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29571.27 Open No 2926.95 7-30 Days L-2 35226.15 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40083.34 Open No 3833.38 91-180 Days L-3 37299.21 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24206.49 Open Yes 1259.83 31-90 Days L-4 24558.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 822.07 Open Yes 36.92 91-180 Days L-5 844.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39147.65 Open No 3179.99 <7 Days L-6 39059.83 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27126.71 Open Yes 358.97 91-180 Days L-7 27407.39 Full No Wholesale Lending