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 9148.45 Day 44 Yes 635.66 7-30 Days IG-4 10321.30 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 806.22 Day 44 Yes 40.32 31-90 Days IG-5 899.93 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22453.57 Day 44 Yes 1825.75 31-90 Days IG-6 24076.92 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6697.79 Day 44 Yes 213.08 91-180 Days IG-7 5552.16 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 545.48 Day 44 No 9.85 31-90 Days IG-8 647.13 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15237.53 Day 44 No 528.13 91-180 Days L-1 13631.34 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17405.42 Day 44 Yes 280.06 31-90 Days L-10 20083.78 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37194.47 Day 44 No 2374.81 31-90 Days L-11 33968.06 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10017.47 Day 44 No 832.81 91-180 Days L-2 11573.43 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38897.81 Day 44 Yes 2253.26 91-180 Days L-3 42701.11 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40243.35 Day 44 Yes 321.38 7-30 Days L-4 45676.65 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25988.61 Day 44 No 2333.41 <7 Days L-5 23208.71 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27321.14 Day 44 Yes 706.17 91-180 Days L-6 30275.67 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13614.65 Day 44 Yes 152.58 7-30 Days L-7 12229.48 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1407.34 Day 44 Yes 135.09 31-90 Days L-8 1150.87 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40777.47 Day 44 Yes 1891.19 7-30 Days L-9 48203.50 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15211.25 Day 44 Yes 294.57 <7 Days LC-1 12768.49 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19831.86 Day 44 No 1580.82 <7 Days LC-2 17557.90 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7137.23 Day 44 Yes 710.97 <7 Days N-1 6035.50 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19534.70 Day 44 Yes 1144.19 31-90 Days N-2 17554.95 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31236.44 Day 44 Yes 2627.80 91-180 Days N-3 33331.16 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1667.33 Day 44 Yes 130.27 31-90 Days N-4 1680.58 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24108.30 Day 44 Yes 2382.33 91-180 Days N-5 20317.39 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5874.75 Day 44 Yes 22.69 <7 Days N-6 5445.92 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31224.83 Day 44 No 871.54 31-90 Days N-7 27183.51 Partial Yes Liberty Mortgage Services Corp. Trading