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 Yes 43750.13 Day 6 No 2214.47 <7 Days S-6-Q 43420.53 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8068.10 Day 6 No 745.54 91-180 Days S-7-Q 9617.86 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38038.34 Day 6 No 1830.07 31-90 Days E-1-Q 41735.09 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11350.17 Day 6 No 866.52 <7 Days E-2-Q 9176.79 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19851.92 Day 6 Yes 5.60 <7 Days IG-1-Q 22315.86 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14488.76 Day 6 Yes 251.75 31-90 Days IG-2-Q 16303.62 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 488.57 Day 6 No 4.10 91-180 Days C-1 538.44 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28649.07 Day 6 No 1790.93 <7 Days CB-4 25801.39 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6070.83 Day 6 No 326.51 <7 Days E-10 5835.27 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15766.24 Day 6 Yes 185.39 31-90 Days E-3 15212.87 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40047.45 Day 6 Yes 992.76 31-90 Days E-4 32369.86 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30538.99 Day 6 Yes 2861.60 91-180 Days E-5 31915.00 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5568.10 Day 6 No 237.97 91-180 Days E-6 4779.63 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32334.91 Day 6 No 434.84 <7 Days E-7 38481.58 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29462.87 Day 6 Yes 724.13 <7 Days E-8 30246.23 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2856.58 Day 6 No 187.44 31-90 Days E-9 3095.22 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1502.17 Day 6 Yes 98.43 7-30 Days G-4 1333.33 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5773.25 Day 6 Yes 249.41 31-90 Days IG-3 5424.62 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33271.19 Day 6 No 2960.34 31-90 Days IG-4 39145.42 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4696.15 Day 6 No 309.27 7-30 Days IG-5 5046.93 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23598.71 Day 6 Yes 948.13 <7 Days IG-6 27298.64 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29465.13 Day 6 No 2443.77 31-90 Days IG-7 23959.09 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3855.31 Day 6 No 213.48 91-180 Days IG-8 4139.95 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21109.94 Day 6 No 1274.37 <7 Days L-1 20210.77 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17906.55 Day 6 No 905.85 <7 Days L-10 16327.08 Partial No Trading