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 13328.45 Day 24 No 592.13 91-180 Days Y-1 14214.33 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5844.46 Day 24 No 35.26 91-180 Days Y-2 6954.39 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32892.00 Day 24 Yes 135.86 <7 Days Y-3 35492.42 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38534.92 Day 24 Yes 3245.96 <7 Days Y-4 40638.06 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1084.13 Day 24 No 44.45 91-180 Days Z-1 950.12 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8769.78 Day 24 No 234.97 <7 Days A-2 7684.79 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35280.17 Day 24 Yes 2527.54 91-180 Days A-3 38098.93 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3248.98 Day 24 No 284.62 31-90 Days A-4 3549.44 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1382.93 Day 24 No 104.99 31-90 Days A-5 1497.39 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8480.29 Day 24 Yes 179.13 31-90 Days CB-1 7078.03 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2883.36 Day 24 No 284.33 91-180 Days CB-2 2647.22 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11763.97 Day 24 No 329.06 7-30 Days CB-3 11387.72 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24886.24 Day 24 Yes 255.91 91-180 Days E-1 21070.01 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3958.45 Day 24 No 127.69 <7 Days E-2 3626.04 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3306.39 Day 24 Yes 56.47 <7 Days G-1 2952.41 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6946.23 Day 24 Yes 486.50 <7 Days G-2 6535.81 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38151.53 Day 24 Yes 2151.30 91-180 Days G-3 37899.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32116.12 Day 24 Yes 2084.52 31-90 Days IG-1 27330.38 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3028.49 Day 24 No 208.77 31-90 Days IG-2 2638.10 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10137.46 Day 24 Yes 96.24 <7 Days S-1 10614.85 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 31809.11 Day 24 Yes 83.86 31-90 Days S-2 31899.10 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27964.80 Day 24 No 1184.59 91-180 Days S-3 26736.06 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10.16 Day 24 No 0.07 91-180 Days S-4 8.86 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42018.34 Day 24 Yes 3761.44 91-180 Days S-5 35796.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7995.35 Day 24 Yes 209.31 31-90 Days S-6 8342.15 Full No Treasury