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 9956.57 Day 6 No 135.40 7-30 Days L-11 9111.53 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35800.23 Day 6 No 871.65 31-90 Days L-2 42786.44 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4167.82 Day 6 No 113.47 31-90 Days L-3 3696.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29649.39 Day 6 No 2731.50 31-90 Days L-4 34354.07 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25543.96 Day 6 No 2122.95 <7 Days L-5 24722.92 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8257.72 Day 6 Yes 430.94 7-30 Days L-6 7788.02 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12239.45 Day 6 No 344.95 7-30 Days L-7 11437.05 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4065.44 Day 6 No 252.46 7-30 Days L-8 3655.84 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18134.60 Day 6 No 918.16 31-90 Days L-9 18286.64 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43805.07 Day 6 No 3392.81 91-180 Days LC-1 41511.96 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13107.19 Day 6 No 152.35 <7 Days LC-2 14335.87 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11958.85 Day 6 Yes 1082.89 7-30 Days N-1 13947.32 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17229.58 Day 6 No 757.70 <7 Days N-2 20226.63 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10468.68 Day 6 No 6.58 7-30 Days N-3 9764.93 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9523.72 Day 6 No 654.98 <7 Days N-4 9521.76 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28251.11 Day 6 No 2242.41 7-30 Days N-5 25532.98 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30790.11 Day 6 No 2599.29 7-30 Days N-6 29969.31 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38839.17 Day 6 Yes 1404.74 31-90 Days N-7 40518.64 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8078.07 Day 6 No 790.68 91-180 Days P-1 8979.86 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4054.61 Day 6 Yes 74.41 31-90 Days P-2 3312.75 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4807.64 Day 6 No 139.56 91-180 Days S-8 5246.73 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36040.06 Day 6 No 2791.01 31-90 Days Y-1 38077.79 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6214.70 Day 6 Yes 448.63 31-90 Days Y-2 6131.92 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38408.34 Day 6 No 3123.28 <7 Days Y-3 45812.27 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42327.51 Day 6 Yes 3267.17 7-30 Days Y-4 39028.70 Full Yes Liberty Mortgage Services Corp. Capital Markets