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 24237.07 Day 54 Yes 1266.64 <7 Days A-2 28542.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36178.43 Day 54 No 3373.64 91-180 Days A-3 32806.72 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 776.88 Day 54 No 6.43 31-90 Days A-4 930.90 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43452.68 Day 54 No 578.98 <7 Days A-5 49440.44 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10941.76 Day 54 Yes 343.00 7-30 Days CB-1 12861.92 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15353.00 Day 54 No 822.19 31-90 Days CB-2 17630.10 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7836.47 Day 54 Yes 373.08 91-180 Days CB-3 7151.86 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3563.89 Day 54 No 35.03 31-90 Days E-1 3045.77 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6231.41 Day 54 No 581.62 31-90 Days E-2 7368.97 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15084.23 Day 54 Yes 1439.34 31-90 Days G-1 16482.45 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14941.47 Day 54 No 1372.01 91-180 Days G-2 14735.38 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 19837.66 Day 54 Yes 758.22 91-180 Days G-3 21598.14 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4153.84 Day 54 Yes 255.23 91-180 Days IG-1 3614.42 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11344.48 Day 54 Yes 36.49 91-180 Days IG-2 10295.47 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33289.76 Day 54 No 1704.79 91-180 Days S-1 39242.08 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41536.74 Day 54 No 3663.82 <7 Days S-2 49655.09 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25665.67 Day 54 No 1212.23 <7 Days S-3 30178.67 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18976.26 Day 54 Yes 1892.32 31-90 Days S-4 17739.80 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39014.33 Day 54 No 552.56 31-90 Days S-5 46045.01 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20275.40 Day 54 Yes 891.53 <7 Days S-6 17687.36 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28809.12 Day 54 Yes 1262.91 91-180 Days S-7 25807.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36599.54 Day 55 No 3469.51 91-180 Days A-0-Q 31617.66 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19942.61 Day 55 No 836.55 7-30 Days A-1-Q 22243.13 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30116.76 Day 55 No 1235.08 91-180 Days A-2-Q 25039.18 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38816.12 Day 55 Yes 436.37 91-180 Days A-3-Q 31075.68 None No Wholesale Lending