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 No 25212.04 Day 37 No 1367.53 31-90 Days N-4 26393.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22019.71 Day 37 No 1640.39 91-180 Days N-5 22100.61 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16668.91 Day 37 No 412.80 <7 Days N-6 19999.65 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23074.13 Day 37 No 1379.80 7-30 Days N-7 19110.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11257.22 Day 37 No 278.05 7-30 Days P-1 11786.11 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23871.16 Day 37 Yes 1452.04 91-180 Days P-2 24016.20 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22451.04 Day 37 No 1384.31 91-180 Days S-8 18762.86 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6151.70 Day 37 No 371.17 31-90 Days Y-1 6520.04 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 31161.68 Day 37 Yes 2323.69 31-90 Days Y-2 37053.10 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41506.53 Day 37 Yes 1361.65 7-30 Days Y-3 35597.14 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39162.11 Day 37 Yes 1545.12 91-180 Days Y-4 40660.47 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31630.17 Day 37 No 2781.09 <7 Days Z-1 30601.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11177.81 Day 37 Yes 392.10 91-180 Days A-2 10404.83 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6185.51 Day 37 Yes 265.46 7-30 Days A-3 6278.63 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26967.97 Day 37 No 2360.55 91-180 Days A-4 29762.38 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24604.96 Day 37 No 1717.93 <7 Days A-5 20837.87 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2847.45 Day 37 No 263.72 91-180 Days CB-1 2289.16 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17212.74 Day 37 Yes 1534.19 <7 Days CB-2 17682.30 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39206.18 Day 37 Yes 88.86 <7 Days CB-3 44305.52 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36458.30 Day 37 Yes 1587.60 <7 Days E-1 41333.63 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13698.00 Day 37 Yes 503.35 91-180 Days E-2 12769.47 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2560.36 Day 37 Yes 37.05 <7 Days G-1 2404.41 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3929.33 Day 37 Yes 216.15 31-90 Days G-2 3913.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22164.34 Day 37 Yes 1394.83 7-30 Days G-3 25865.32 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33621.27 Day 37 No 2242.70 91-180 Days IG-1 37839.61 None Yes Liberty Mortgage Services Corp. Wholesale Lending