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 36967.87 Day 57 No 248.76 7-30 Days E-5 31753.64 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10758.27 Day 57 Yes 183.94 91-180 Days E-6 9519.40 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39248.25 Day 57 Yes 3330.29 7-30 Days E-7 37080.59 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10184.93 Day 57 No 30.99 91-180 Days E-8 10956.95 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17518.64 Day 57 No 1342.65 7-30 Days E-9 17443.77 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35370.05 Day 57 No 3250.86 <7 Days G-4 29256.24 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22841.03 Day 57 No 2126.48 <7 Days IG-3 26529.25 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11764.99 Day 57 Yes 1161.73 7-30 Days IG-4 10081.74 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2376.14 Day 57 No 236.87 <7 Days IG-5 2233.03 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34123.29 Day 57 Yes 3121.94 91-180 Days IG-6 35070.22 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6280.38 Day 57 Yes 154.45 7-30 Days IG-7 5038.85 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23768.03 Day 57 Yes 65.37 <7 Days IG-8 26371.28 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11332.16 Day 57 No 136.79 <7 Days L-1 9130.25 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39504.32 Day 57 No 2312.50 <7 Days L-10 35740.95 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3525.00 Day 57 No 48.92 91-180 Days L-11 3834.06 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20760.70 Day 57 No 670.20 7-30 Days L-2 19905.91 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24464.01 Day 57 No 603.25 31-90 Days L-3 21418.17 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24159.81 Day 57 No 912.92 31-90 Days L-4 24845.76 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16215.48 Day 57 No 807.83 31-90 Days L-5 13920.32 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18715.35 Day 57 Yes 1482.70 31-90 Days L-6 17416.98 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9558.93 Day 57 No 201.26 31-90 Days L-7 8016.62 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 778.85 Day 57 No 60.61 91-180 Days L-8 798.80 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9755.88 Day 57 Yes 679.93 <7 Days L-9 8030.10 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41391.24 Day 57 Yes 3525.49 7-30 Days LC-1 40721.32 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15452.48 Day 57 Yes 1068.84 31-90 Days LC-2 12960.05 None Yes Liberty Mortgage Services Corp. Capital Markets