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 9940.71 Day 60 Yes 72.93 7-30 Days S-3 11714.02 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17271.78 Day 60 No 1400.40 7-30 Days S-4 20587.92 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4329.79 Day 60 Yes 85.83 31-90 Days S-5 4075.00 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4787.50 Day 60 Yes 404.13 <7 Days S-6 4715.93 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 14164.24 Day 60 No 385.49 7-30 Days S-7 11903.15 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23858.91 61 - 67 Days No 2106.65 7-30 Days A-0-Q 25101.54 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32718.92 61 - 67 Days Yes 1650.13 91-180 Days A-1-Q 29058.29 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25663.06 61 - 67 Days Yes 982.65 91-180 Days A-2-Q 23772.22 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20905.22 61 - 67 Days No 1256.23 7-30 Days A-3-Q 22604.37 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32865.17 61 - 67 Days Yes 150.33 <7 Days A-4-Q 30059.05 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5858.32 61 - 67 Days Yes 445.30 <7 Days A-5-Q 6634.40 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1751.97 61 - 67 Days Yes 55.58 7-30 Days CB-1-Q 2091.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20326.71 61 - 67 Days Yes 1694.04 7-30 Days CB-2-Q 16263.97 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11193.93 61 - 67 Days Yes 502.38 7-30 Days S-1-Q 10766.82 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25499.54 61 - 67 Days Yes 2037.90 31-90 Days S-2-Q 22657.59 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12841.19 61 - 67 Days Yes 1079.66 91-180 Days S-3-Q 11135.34 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32450.35 61 - 67 Days No 2299.41 7-30 Days S-4-Q 30316.62 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17696.51 61 - 67 Days Yes 1604.84 <7 Days CB-3-Q 16103.97 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28881.99 61 - 67 Days No 86.73 7-30 Days G-1-Q 24279.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10384.37 61 - 67 Days Yes 155.68 91-180 Days G-2-Q 8701.18 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4090.98 61 - 67 Days No 231.45 91-180 Days G-3-Q 4820.22 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6167.53 61 - 67 Days No 599.28 7-30 Days S-5-Q 5898.86 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32763.97 61 - 67 Days Yes 606.24 7-30 Days S-6-Q 28663.36 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1002.24 61 - 67 Days Yes 28.02 7-30 Days S-7-Q 887.50 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36480.77 61 - 67 Days Yes 212.02 91-180 Days E-1-Q 42239.16 Full Yes Liberty Capital Markets Inc. Investment Banking