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 25834.04 Day 28 Yes 1156.60 31-90 Days IG-3 25112.35 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43043.14 Day 28 No 3445.61 <7 Days IG-4 34815.67 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21385.21 Day 28 Yes 32.02 31-90 Days IG-5 19806.08 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9033.07 Day 28 Yes 425.47 7-30 Days IG-6 10599.91 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17601.51 Day 28 No 862.82 <7 Days IG-7 16563.16 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10646.39 Day 28 Yes 799.22 91-180 Days IG-8 12533.69 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22393.08 Day 28 No 627.60 31-90 Days L-1 19726.53 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33049.69 Day 28 No 1168.61 91-180 Days L-10 29308.96 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20905.09 Day 28 Yes 1059.22 <7 Days L-11 17408.96 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10811.58 Day 28 No 747.11 31-90 Days L-2 10676.53 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4779.87 Day 28 No 281.03 91-180 Days L-3 4382.04 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41542.71 Day 28 No 3161.34 7-30 Days L-4 45414.73 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8234.84 Day 28 No 236.82 7-30 Days L-5 9186.11 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5378.52 Day 28 Yes 349.67 91-180 Days L-6 5411.03 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18951.50 Day 28 No 420.90 31-90 Days L-7 17916.55 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43302.37 Day 28 Yes 48.36 7-30 Days L-8 36390.10 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28285.20 Day 28 No 2465.29 31-90 Days L-9 32278.87 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21457.57 Day 28 No 1835.15 31-90 Days LC-1 23023.58 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23280.22 Day 28 Yes 330.96 31-90 Days LC-2 25364.13 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28019.55 Day 28 No 2754.75 <7 Days N-1 24437.66 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35467.42 Day 28 Yes 365.27 <7 Days N-2 34453.81 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28246.15 Day 28 Yes 993.05 <7 Days N-3 32303.18 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43903.20 Day 28 Yes 3328.71 31-90 Days N-4 48847.03 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18812.31 Day 28 Yes 908.51 7-30 Days N-5 22502.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31517.57 Day 28 No 2607.94 91-180 Days N-6 34718.09 Full No Wholesale Lending