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 41348.52 Day 49 No 90.35 7-30 Days Y-3 41914.03 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21810.26 Day 49 No 143.22 7-30 Days Y-4 22051.78 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14810.54 Day 49 Yes 115.56 31-90 Days Z-1 14487.38 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3597.81 Day 49 No 315.10 <7 Days A-2 4008.31 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13378.39 Day 49 No 945.05 91-180 Days A-3 13567.60 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24930.92 Day 49 No 474.06 91-180 Days A-4 21241.52 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27278.52 Day 49 No 970.05 7-30 Days A-5 31615.20 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12319.12 Day 49 No 854.99 <7 Days CB-1 13888.51 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15655.82 Day 49 Yes 763.71 91-180 Days CB-2 14656.01 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39738.37 Day 49 No 331.17 91-180 Days CB-3 34438.80 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9306.23 Day 49 Yes 928.55 91-180 Days E-1 8929.31 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33523.10 Day 49 Yes 3040.17 7-30 Days E-2 27228.26 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25129.46 Day 49 No 1971.72 7-30 Days G-1 21030.56 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18595.49 Day 49 No 1579.35 7-30 Days G-2 16030.65 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25765.05 Day 49 No 2088.37 <7 Days G-3 24303.11 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1894.98 Day 49 No 65.24 <7 Days IG-1 2039.84 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16510.14 Day 49 No 65.19 7-30 Days IG-2 14168.33 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25005.09 Day 49 No 2037.91 31-90 Days S-1 22577.36 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32473.27 Day 49 Yes 2665.27 31-90 Days S-2 34741.66 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43627.56 Day 49 Yes 1637.45 91-180 Days S-3 40115.41 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8647.25 Day 49 No 64.81 91-180 Days S-4 8221.21 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40376.55 Day 49 Yes 1281.83 7-30 Days S-5 32328.72 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 253.05 Day 49 No 0.35 31-90 Days S-6 213.16 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37443.02 Day 49 Yes 1865.22 31-90 Days S-7 32217.55 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42317.86 Day 50 Yes 2622.67 91-180 Days A-0-Q 34526.57 None No Treasury