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 3533.65 91 - 120 Days No 178.23 31-90 Days Y-2 3726.00 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28810.68 91 - 120 Days Yes 632.56 7-30 Days Y-3 32897.57 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2159.58 91 - 120 Days Yes 86.17 7-30 Days Y-4 1919.88 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33888.30 91 - 120 Days No 2373.11 <7 Days Z-1 36865.47 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23404.59 91 - 120 Days Yes 952.25 31-90 Days A-2 26715.24 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35272.91 91 - 120 Days Yes 810.68 31-90 Days A-3 36637.99 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37999.26 91 - 120 Days Yes 1800.19 31-90 Days A-4 31525.70 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22649.45 91 - 120 Days No 728.78 91-180 Days A-5 27118.43 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37821.72 91 - 120 Days No 2072.11 <7 Days CB-1 39360.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11287.18 91 - 120 Days Yes 936.78 7-30 Days CB-2 12347.29 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5794.38 91 - 120 Days Yes 505.35 7-30 Days CB-3 5392.68 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23953.69 91 - 120 Days Yes 2150.88 7-30 Days E-1 28318.47 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32192.42 91 - 120 Days Yes 2907.14 91-180 Days E-2 32703.98 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8678.66 91 - 120 Days Yes 97.79 91-180 Days G-1 8702.06 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32308.87 91 - 120 Days No 2945.21 31-90 Days G-2 34915.02 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30175.21 91 - 120 Days Yes 2583.37 31-90 Days G-3 33601.88 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12428.36 91 - 120 Days No 529.94 31-90 Days IG-1 13132.36 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27739.33 91 - 120 Days No 2339.48 91-180 Days IG-2 32247.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36589.30 91 - 120 Days No 3227.51 91-180 Days S-1 40162.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35383.47 91 - 120 Days Yes 1614.45 31-90 Days S-2 31569.89 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12045.24 91 - 120 Days No 625.30 31-90 Days S-3 12920.49 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21320.11 91 - 120 Days Yes 1806.45 7-30 Days S-4 21609.24 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42103.42 91 - 120 Days No 2966.29 91-180 Days S-5 47322.12 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15862.71 91 - 120 Days Yes 590.18 7-30 Days S-6 18492.67 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18768.42 91 - 120 Days Yes 896.71 31-90 Days S-7 19541.40 None No Wholesale Lending