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 5950.58 Day 16 Yes 118.26 <7 Days L-9 5111.79 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 7289.83 Day 16 Yes 17.05 <7 Days LC-1 8381.21 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 636.91 Day 16 No 9.40 7-30 Days LC-2 752.62 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23504.32 Day 16 No 606.79 91-180 Days N-1 23810.77 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34391.93 Day 16 No 803.29 <7 Days N-2 41097.31 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10980.18 Day 16 Yes 536.89 91-180 Days N-3 12551.77 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37501.16 Day 16 No 2236.99 31-90 Days N-4 40058.59 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16417.16 Day 16 No 962.40 <7 Days N-5 19201.50 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17990.70 Day 16 No 1458.29 7-30 Days N-6 15913.01 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 16415.01 Day 16 No 914.71 <7 Days N-7 17981.87 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23914.26 Day 16 No 1702.04 31-90 Days P-1 21298.16 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36330.62 Day 16 No 1357.31 31-90 Days P-2 38840.53 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22057.66 Day 16 Yes 107.22 31-90 Days S-8 22498.82 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38736.42 Day 16 Yes 3602.56 91-180 Days Y-1 35486.73 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8951.01 Day 16 Yes 568.85 <7 Days Y-2 10657.90 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39396.34 Day 16 No 1183.42 7-30 Days Y-3 41332.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29720.74 Day 16 No 1704.37 7-30 Days Y-4 28424.10 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32747.08 Day 16 Yes 2302.37 91-180 Days Z-1 27909.33 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11730.42 Day 16 No 1004.40 7-30 Days A-2 10898.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9690.26 Day 16 Yes 926.85 91-180 Days A-3 10650.75 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20159.72 Day 16 No 1816.09 <7 Days A-4 17499.02 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2218.74 Day 16 No 73.66 31-90 Days A-5 2532.18 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 31637.81 Day 16 Yes 2816.10 7-30 Days CB-1 25514.23 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13848.20 Day 16 Yes 1275.37 <7 Days CB-2 12543.97 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6593.04 Day 16 Yes 298.58 91-180 Days CB-3 6962.30 Partial Yes Liberty International Finance Ltd. Treasury