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
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33401.54 Day 29 No 2143.79 7-30 Days E-2-Q 31277.75 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13988.02 Day 29 No 358.04 <7 Days IG-1-Q 16564.15 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11392.33 Day 29 Yes 89.62 7-30 Days IG-2-Q 10672.02 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6386.02 Day 29 Yes 73.28 91-180 Days C-1 6629.09 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40573.38 Day 29 Yes 1384.00 31-90 Days CB-4 39499.60 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18732.05 Day 29 Yes 302.51 7-30 Days E-10 20598.37 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31892.93 Day 29 Yes 2977.09 31-90 Days E-3 34626.57 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5661.55 Day 29 Yes 179.85 91-180 Days E-4 6419.09 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29748.14 Day 29 Yes 25.22 91-180 Days E-5 35390.76 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33044.96 Day 29 Yes 1752.43 91-180 Days E-6 34939.14 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35155.40 Day 29 No 1002.12 7-30 Days E-7 38997.29 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4324.60 Day 29 No 422.37 <7 Days E-8 4000.07 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25452.78 Day 29 Yes 133.42 <7 Days E-9 25176.75 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43798.90 Day 29 No 3297.40 31-90 Days G-4 51591.24 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27243.38 Day 29 Yes 300.53 <7 Days IG-3 28809.94 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27077.50 Day 29 Yes 867.02 <7 Days IG-4 23338.00 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2619.51 Day 29 No 200.36 91-180 Days IG-5 2544.81 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29862.86 Day 29 No 1262.87 7-30 Days IG-6 30906.36 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25238.92 Day 29 Yes 2004.68 31-90 Days IG-7 30053.39 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18036.70 Day 29 Yes 1498.98 7-30 Days IG-8 20962.46 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7963.60 Day 29 Yes 314.28 <7 Days L-1 8780.03 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25504.30 Day 29 No 1567.33 7-30 Days L-10 23849.62 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16671.56 Day 29 No 535.21 7-30 Days L-11 15168.73 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 52.74 Day 29 Yes 3.75 91-180 Days L-2 59.14 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16388.78 Day 29 No 267.16 91-180 Days L-3 15444.02 Partial No Treasury