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 32752.89 Day 38 Yes 3267.44 <7 Days E-1-Q 34680.64 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32559.43 Day 38 No 1065.13 31-90 Days E-2-Q 29680.73 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4631.24 Day 38 No 197.94 31-90 Days IG-1-Q 3797.49 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7370.61 Day 38 Yes 488.34 91-180 Days IG-2-Q 7470.69 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13428.04 Day 38 No 504.19 7-30 Days C-1 12326.08 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9208.29 Day 38 Yes 576.87 <7 Days CB-4 10577.54 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14510.03 Day 38 No 588.93 31-90 Days E-10 14852.67 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42042.83 Day 38 No 2220.24 91-180 Days E-3 35393.30 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14131.56 Day 38 No 789.35 91-180 Days E-4 14041.27 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6658.28 Day 38 Yes 663.34 7-30 Days E-5 5493.55 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20153.33 Day 38 Yes 182.83 91-180 Days E-6 20419.60 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34612.61 Day 38 No 1612.72 7-30 Days E-7 36855.04 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36212.98 Day 38 No 396.44 91-180 Days E-8 33729.05 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4032.94 Day 38 Yes 224.97 31-90 Days E-9 3453.19 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7917.78 Day 38 No 466.13 <7 Days G-4 7873.79 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14351.21 Day 38 No 375.25 <7 Days IG-3 12683.75 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3823.99 Day 38 No 197.38 91-180 Days IG-4 3822.67 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41452.92 Day 38 No 2801.33 <7 Days IG-5 44530.73 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20557.03 Day 38 No 634.40 <7 Days IG-6 17799.00 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28607.40 Day 38 No 1139.84 <7 Days IG-7 28048.39 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43577.20 Day 38 No 2911.36 7-30 Days IG-8 38611.27 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7684.74 Day 38 No 686.11 31-90 Days L-1 7422.61 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15540.19 Day 38 Yes 1384.71 31-90 Days L-10 15203.27 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43496.96 Day 38 Yes 3196.12 31-90 Days L-11 37562.46 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14005.97 Day 38 No 799.52 91-180 Days L-2 16206.79 Full No Trading