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 38765.12 Day 32 No 3601.40 91-180 Days E-3 42784.07 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 14906.66 Day 32 Yes 14.34 91-180 Days E-4 17464.53 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28528.65 Day 32 Yes 2103.70 <7 Days E-5 31953.80 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15161.18 Day 32 No 1342.12 7-30 Days E-6 17180.60 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26764.28 Day 32 Yes 206.73 91-180 Days E-7 31206.03 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2398.30 Day 32 No 2.91 <7 Days E-8 2354.33 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8508.92 Day 32 Yes 97.51 <7 Days E-9 7611.27 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40625.41 Day 32 Yes 684.26 <7 Days G-4 42268.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20913.01 Day 32 No 740.55 7-30 Days IG-3 24990.14 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26675.01 Day 32 Yes 303.22 31-90 Days IG-4 28849.87 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16953.97 Day 32 Yes 1159.04 <7 Days IG-5 15211.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37341.42 Day 32 Yes 1433.18 31-90 Days IG-6 39677.86 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 38679.09 Day 32 Yes 942.80 91-180 Days IG-7 39049.51 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13421.36 Day 32 Yes 911.30 31-90 Days IG-8 11258.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32276.89 Day 32 Yes 2809.49 7-30 Days L-1 33728.92 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21074.45 Day 32 Yes 518.89 91-180 Days L-10 20565.49 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39592.63 Day 32 No 3786.11 7-30 Days L-11 34264.06 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4496.62 Day 32 No 423.87 <7 Days L-2 3792.97 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28274.10 Day 32 No 2548.76 31-90 Days L-3 26040.61 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13782.59 Day 32 Yes 152.17 91-180 Days L-4 12180.24 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30652.35 Day 32 No 2874.22 31-90 Days L-5 25131.92 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19592.75 Day 32 No 1084.04 <7 Days L-6 21758.92 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10137.31 Day 32 No 214.43 91-180 Days L-7 10663.85 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3636.14 Day 32 Yes 1.99 91-180 Days L-8 4292.24 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2088.15 Day 32 No 176.02 91-180 Days L-9 1703.34 None No Trading