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 18731.10 Day 53 Yes 301.88 <7 Days N-7 16216.81 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24348.14 Day 53 No 655.25 91-180 Days P-1 24064.40 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19201.52 Day 53 Yes 437.71 91-180 Days P-2 22274.53 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24137.94 Day 53 No 2308.54 7-30 Days S-8 19396.61 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5181.35 Day 53 No 322.48 <7 Days Y-1 5953.83 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10435.79 Day 53 Yes 394.75 <7 Days Y-2 9113.72 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1930.74 Day 53 Yes 44.47 31-90 Days Y-3 1842.54 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16785.14 Day 53 Yes 207.21 91-180 Days Y-4 16362.42 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39729.21 Day 53 No 1084.22 7-30 Days Z-1 38704.86 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36811.42 Day 53 No 2830.38 <7 Days A-2 42899.71 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32713.32 Day 53 No 3181.76 7-30 Days A-3 35934.53 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36957.43 Day 53 No 747.22 91-180 Days A-4 30218.49 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12055.32 Day 53 No 316.16 91-180 Days A-5 13913.35 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35754.34 Day 53 Yes 3113.73 91-180 Days CB-1 30450.67 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8830.00 Day 53 Yes 355.86 31-90 Days CB-2 9274.99 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26787.72 Day 53 No 1765.43 7-30 Days CB-3 24197.98 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37447.81 Day 53 No 1687.33 91-180 Days E-1 31386.99 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36481.70 Day 53 Yes 525.62 31-90 Days E-2 37688.77 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10065.04 Day 53 No 595.49 31-90 Days G-1 11368.04 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31042.06 Day 53 Yes 2004.82 91-180 Days G-2 31825.98 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24453.05 Day 53 Yes 2029.95 7-30 Days G-3 22490.99 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39551.15 Day 53 No 1990.67 31-90 Days IG-1 36192.36 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27220.93 Day 53 Yes 396.25 31-90 Days IG-2 22146.33 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27016.91 Day 53 No 1370.40 <7 Days S-1 22389.65 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35077.89 Day 53 No 2077.46 91-180 Days S-2 36248.20 None Yes Liberty International Finance Ltd. Trading