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 21687.41 Day 11 Yes 634.70 31-90 Days A-4 23207.08 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23650.05 Day 11 No 1659.81 7-30 Days A-5 28320.94 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27433.04 Day 11 No 1358.50 7-30 Days CB-1 24348.84 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11976.98 Day 11 No 7.91 31-90 Days CB-2 13886.12 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2730.53 Day 11 Yes 22.97 7-30 Days CB-3 2906.54 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9569.55 Day 11 No 353.04 31-90 Days E-1 10254.44 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40300.59 Day 11 No 3592.80 31-90 Days E-2 35787.39 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33117.67 Day 11 Yes 2672.21 91-180 Days G-1 28196.53 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40388.56 Day 11 Yes 1485.29 91-180 Days G-2 43692.24 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13881.35 Day 11 No 336.25 31-90 Days G-3 15532.48 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9571.63 Day 11 No 38.46 7-30 Days IG-1 10430.40 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3215.12 Day 11 No 201.30 <7 Days IG-2 2872.56 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37418.59 Day 11 Yes 2162.32 31-90 Days S-1 42570.21 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15446.45 Day 11 No 1344.34 <7 Days S-2 13700.66 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24921.48 Day 11 No 1444.42 91-180 Days S-3 26415.20 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7269.22 Day 11 No 143.83 31-90 Days S-4 8396.47 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40839.37 Day 11 No 3722.98 <7 Days S-5 45542.04 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41911.25 Day 11 No 2363.03 31-90 Days S-6 44662.58 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7833.33 Day 11 Yes 553.60 91-180 Days S-7 6718.63 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4514.53 Day 12 Yes 184.40 7-30 Days A-0-Q 4352.58 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39467.60 Day 12 No 2104.40 7-30 Days A-1-Q 40245.76 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12243.89 Day 12 No 993.54 7-30 Days A-2-Q 10096.53 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1727.88 Day 12 No 17.61 7-30 Days A-3-Q 1689.27 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37310.00 Day 12 Yes 520.77 7-30 Days A-4-Q 32673.44 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42325.03 Day 12 No 535.96 7-30 Days A-5-Q 37421.78 Full No Wholesale Lending