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 13703.83 Day 45 No 106.68 <7 Days E-1-Q 14862.47 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43576.60 Day 45 No 2872.55 31-90 Days E-2-Q 36797.37 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6594.11 Day 45 Yes 563.23 31-90 Days IG-1-Q 5990.06 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12946.85 Day 45 No 800.63 91-180 Days IG-2-Q 12429.59 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27327.71 Day 45 No 1860.95 91-180 Days C-1 27603.09 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32619.68 Day 45 No 2064.95 91-180 Days CB-4 38338.28 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27847.17 Day 45 Yes 2007.20 31-90 Days E-10 31679.33 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11303.28 Day 45 Yes 994.49 31-90 Days E-3 11681.84 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42735.67 Day 45 No 754.77 <7 Days E-4 42199.37 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15166.39 Day 45 No 329.74 91-180 Days E-5 14717.44 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27866.98 Day 45 Yes 1898.30 31-90 Days E-6 25908.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16711.08 Day 45 Yes 945.32 91-180 Days E-7 18193.41 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9421.34 Day 45 No 230.74 31-90 Days E-8 10697.28 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36497.38 Day 45 Yes 854.93 <7 Days E-9 43313.34 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27135.73 Day 45 No 2419.93 <7 Days G-4 24528.74 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15946.43 Day 45 Yes 1539.30 91-180 Days IG-3 19011.98 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39266.20 Day 45 Yes 813.93 7-30 Days IG-4 43829.28 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21549.25 Day 45 Yes 841.56 7-30 Days IG-5 22930.92 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35298.14 Day 45 No 2564.54 <7 Days IG-6 31770.00 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5960.30 Day 45 Yes 303.39 <7 Days IG-7 5681.24 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2453.32 Day 45 Yes 16.60 <7 Days IG-8 2180.16 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5054.74 Day 45 Yes 235.23 31-90 Days L-1 4131.16 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21888.02 Day 45 No 1121.75 7-30 Days L-10 18810.21 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15519.40 Day 45 No 387.72 7-30 Days L-11 17511.16 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26580.13 Day 45 Yes 395.14 <7 Days L-2 27947.15 Full Yes Liberty Mortgage Services Corp. Wholesale Lending