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 41293.20 Day 46 Yes 3809.08 31-90 Days N-3 38184.20 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25816.57 Day 46 Yes 1861.25 91-180 Days N-4 30495.25 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42961.90 Day 46 No 3099.33 31-90 Days N-5 50525.17 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19817.85 Day 46 Yes 1586.92 91-180 Days N-6 23219.99 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32756.94 Day 46 No 3107.55 <7 Days N-7 37461.48 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27482.26 Day 46 No 2576.36 <7 Days P-1 22107.87 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32396.44 Day 46 No 2416.86 31-90 Days P-2 30043.68 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8781.10 Day 46 No 607.95 <7 Days S-8 10033.69 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8342.09 Day 46 No 798.47 31-90 Days Y-1 7989.39 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19632.14 Day 46 Yes 902.11 <7 Days Y-2 17997.86 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21259.72 Day 46 No 314.87 7-30 Days Y-3 17580.45 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27201.30 Day 46 Yes 1949.52 31-90 Days Y-4 30837.65 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30868.95 Day 46 Yes 1145.49 31-90 Days Z-1 25879.33 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29613.98 Day 46 No 102.03 91-180 Days A-2 27229.73 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29927.18 Day 46 No 1222.56 <7 Days A-3 27043.35 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1749.35 Day 46 No 10.58 7-30 Days A-4 1621.56 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 19123.60 Day 46 No 547.05 <7 Days A-5 20942.10 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41135.64 Day 46 Yes 1865.62 <7 Days CB-1 45433.50 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39477.65 Day 46 Yes 3704.91 91-180 Days CB-2 46399.61 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11941.99 Day 46 No 835.25 <7 Days CB-3 12291.62 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24157.51 Day 46 Yes 534.11 91-180 Days E-1 25466.02 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43031.19 Day 46 Yes 1486.26 7-30 Days E-2 49052.86 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9435.23 Day 46 No 315.53 91-180 Days G-1 7833.80 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33525.29 Day 46 Yes 1015.88 7-30 Days G-2 40006.22 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36085.30 Day 46 Yes 736.94 91-180 Days G-3 32449.20 Full Yes Liberty Mortgage Services Corp. Treasury