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 34156.92 Day 19 Yes 1076.83 31-90 Days IG-4 34966.81 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34568.57 Day 19 No 776.36 31-90 Days IG-5 32884.26 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26144.38 Day 19 No 1624.98 7-30 Days IG-6 29858.74 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35233.24 Day 19 No 1438.99 31-90 Days IG-7 30180.65 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1527.84 Day 19 Yes 68.53 7-30 Days IG-8 1381.47 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16527.02 Day 19 No 1274.46 31-90 Days L-1 15308.95 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16354.98 Day 19 No 334.70 31-90 Days L-10 17215.34 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24529.58 Day 19 No 614.86 <7 Days L-11 24180.89 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2390.65 Day 19 No 84.37 31-90 Days L-2 2132.87 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18275.59 Day 19 Yes 774.44 7-30 Days L-3 20895.94 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13247.50 Day 19 Yes 514.93 91-180 Days L-4 10679.69 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22066.08 Day 19 No 1577.76 31-90 Days L-5 20458.06 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21342.13 Day 19 No 498.83 31-90 Days L-6 19497.08 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25964.74 Day 19 Yes 2303.98 <7 Days L-7 27891.37 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2843.88 Day 19 Yes 140.86 <7 Days L-8 2874.17 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28807.51 Day 19 Yes 727.66 7-30 Days L-9 28434.65 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20934.66 Day 19 Yes 981.83 7-30 Days LC-1 17471.39 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39252.47 Day 19 No 2304.96 <7 Days LC-2 36148.79 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18275.40 Day 19 No 717.34 91-180 Days N-1 18364.46 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38643.59 Day 19 No 3465.58 31-90 Days N-2 40339.44 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32634.94 Day 19 No 258.03 31-90 Days N-3 29044.30 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14279.73 Day 19 Yes 401.81 31-90 Days N-4 11937.54 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19660.34 Day 19 Yes 1171.43 91-180 Days N-5 23424.17 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7491.53 Day 19 No 317.37 31-90 Days N-6 6024.57 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10026.25 Day 19 No 370.47 7-30 Days N-7 11176.09 Partial No Wholesale Lending