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 15534.63 >5 Yr Yes 578.54 7-30 Days L-1 15322.40 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36007.38 >5 Yr No 2348.54 <7 Days L-10 36526.73 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19289.35 >5 Yr No 1422.82 <7 Days L-11 21663.56 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43518.04 >5 Yr Yes 2108.59 91-180 Days L-2 41256.68 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24725.47 >5 Yr No 782.44 <7 Days L-3 20035.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 906.10 >5 Yr Yes 56.96 <7 Days L-4 947.18 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9191.46 >5 Yr No 48.26 <7 Days L-5 8463.38 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9801.89 >5 Yr No 909.66 91-180 Days L-6 11012.67 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23422.50 >5 Yr No 14.84 7-30 Days L-7 21802.43 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37650.02 >5 Yr No 2333.26 <7 Days L-8 34617.00 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20605.54 >5 Yr No 520.57 7-30 Days L-9 21853.47 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27640.81 >5 Yr Yes 1620.31 7-30 Days LC-1 26830.68 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38305.08 >5 Yr No 1263.23 31-90 Days LC-2 40330.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7678.03 >5 Yr Yes 753.15 31-90 Days N-1 8661.22 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39166.93 >5 Yr Yes 3436.62 7-30 Days N-2 46442.78 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24874.16 >5 Yr No 1203.30 31-90 Days N-3 22181.96 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41435.78 >5 Yr No 3533.52 91-180 Days N-4 33760.22 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22941.24 >5 Yr Yes 1775.73 <7 Days N-5 19620.39 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11145.11 >5 Yr Yes 918.97 31-90 Days N-6 12603.50 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33165.36 >5 Yr No 1115.86 91-180 Days N-7 28555.53 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4326.32 >5 Yr No 423.87 91-180 Days P-1 4473.56 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12844.78 >5 Yr Yes 836.03 31-90 Days P-2 14616.04 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40146.23 >5 Yr Yes 1827.54 <7 Days S-8 45784.44 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24514.39 >5 Yr No 1994.39 91-180 Days Y-1 23393.27 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38778.34 >5 Yr Yes 786.67 7-30 Days Y-2 40883.73 Full No Investment Banking