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 1077.81 Perpetual Yes 1.89 91-180 Days LC-1 874.01 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34815.37 Perpetual No 712.90 31-90 Days LC-2 28989.47 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33243.00 Perpetual Yes 669.97 <7 Days N-1 27028.75 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35791.81 Perpetual Yes 3176.68 31-90 Days N-2 33651.92 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40448.97 Perpetual No 540.33 91-180 Days N-3 38706.98 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20073.66 Perpetual No 476.80 91-180 Days N-4 19558.13 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27326.30 Perpetual No 2171.01 7-30 Days N-5 23563.67 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10908.67 Perpetual Yes 1033.23 7-30 Days N-6 10898.84 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34050.57 Perpetual Yes 2438.52 31-90 Days N-7 40633.43 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 945.93 Perpetual No 90.46 31-90 Days P-1 971.10 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11231.80 Perpetual Yes 91.91 91-180 Days P-2 11506.25 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43705.30 Perpetual No 3411.75 91-180 Days S-8 48178.73 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41847.66 Perpetual No 2934.47 91-180 Days Y-1 44782.03 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1702.76 Perpetual No 69.42 91-180 Days Y-2 1888.26 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22425.07 Perpetual Yes 1040.54 31-90 Days Y-3 19363.39 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16790.23 Perpetual Yes 208.12 7-30 Days Y-4 16220.31 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26631.44 Perpetual Yes 1219.91 <7 Days Z-1 25283.84 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32229.97 Perpetual Yes 2885.90 <7 Days A-2 35586.16 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8095.84 Perpetual Yes 237.89 31-90 Days A-3 7957.47 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12455.95 Perpetual Yes 1118.82 91-180 Days A-4 12885.45 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4534.53 Perpetual Yes 358.25 <7 Days A-5 3807.59 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23469.77 Perpetual No 1248.45 91-180 Days CB-1 23068.49 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17486.13 Perpetual Yes 434.08 7-30 Days CB-2 15730.99 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8804.09 Perpetual No 561.20 91-180 Days CB-3 10512.85 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31667.52 Perpetual Yes 775.14 <7 Days E-1 26565.05 None Yes Liberty Capital Markets Inc. Investment Banking