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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39601.19 Open No 2934.24 <7 Days CB-3 41931.86 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36600.20 Open No 295.39 91-180 Days E-1 39655.47 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9476.74 Open Yes 901.30 7-30 Days E-2 8479.50 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33896.58 Open Yes 3139.54 7-30 Days G-1 30637.71 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43919.96 Open Yes 743.85 7-30 Days G-2 46874.08 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36468.70 Open No 2837.51 <7 Days G-3 36762.10 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9702.84 Open No 146.97 <7 Days IG-1 11048.07 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28720.97 Open Yes 2793.37 91-180 Days IG-2 24455.40 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22851.83 Open Yes 54.20 <7 Days S-1 27102.23 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36566.66 Open Yes 1999.64 91-180 Days S-2 41762.69 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10632.08 Open Yes 983.26 7-30 Days S-3 11376.46 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14898.42 Open No 928.65 7-30 Days S-4 14417.23 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 684.99 Open No 22.26 31-90 Days S-5 644.63 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23828.30 Open No 229.88 31-90 Days S-6 21968.71 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35771.56 Open No 1125.03 <7 Days S-7 41661.09 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13209.15 Day 1 No 433.00 31-90 Days A-0-Q 13322.65 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 362.27 Day 1 No 25.08 7-30 Days A-1-Q 315.79 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35949.64 Day 1 Yes 731.58 91-180 Days A-2-Q 35726.73 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28819.01 Day 1 No 955.38 <7 Days A-3-Q 28315.92 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11468.47 Day 1 No 465.53 31-90 Days A-4-Q 11002.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40942.46 Day 1 No 1505.33 31-90 Days A-5-Q 45554.70 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38463.78 Day 1 Yes 3187.08 31-90 Days CB-1-Q 43578.02 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18650.60 Day 1 No 472.36 <7 Days CB-2-Q 21832.12 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25227.45 Day 1 Yes 1487.42 7-30 Days S-1-Q 29095.52 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8168.22 Day 1 No 760.88 91-180 Days S-2-Q 7348.42 None Yes Liberty Capital Markets Inc. Wholesale Lending