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 42680.16 Day 49 Yes 74.13 <7 Days IG-7 38387.22 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29814.69 Day 49 Yes 2213.20 31-90 Days IG-8 25225.57 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13988.39 Day 49 Yes 1287.27 7-30 Days L-1 11239.80 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29076.08 Day 49 Yes 1842.83 <7 Days L-10 27729.70 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 18475.81 Day 49 Yes 1242.35 31-90 Days L-11 20675.29 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 31050.75 Day 49 No 2691.74 <7 Days L-2 25078.09 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23948.66 Day 49 Yes 1903.66 <7 Days L-3 20247.04 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13684.26 Day 49 Yes 146.40 <7 Days L-4 11396.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31239.45 Day 49 Yes 2680.50 31-90 Days L-5 35344.90 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15218.19 Day 49 Yes 216.28 7-30 Days L-6 13897.67 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1002.09 Day 49 Yes 58.45 31-90 Days L-7 940.17 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26632.99 Day 49 No 1623.51 31-90 Days L-8 21867.14 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36986.15 Day 49 Yes 3267.87 91-180 Days L-9 32273.21 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38933.01 Day 49 No 3324.95 31-90 Days LC-1 31623.34 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2436.95 Day 49 Yes 56.86 <7 Days LC-2 2447.00 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19148.46 Day 49 No 352.31 31-90 Days N-1 20015.36 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10361.93 Day 49 No 202.84 91-180 Days N-2 9298.37 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9660.67 Day 49 Yes 850.95 91-180 Days N-3 8908.28 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23299.47 Day 49 No 1979.02 31-90 Days N-4 18804.11 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35954.25 Day 49 No 1603.46 91-180 Days N-5 32491.71 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 19545.60 Day 49 No 1326.88 7-30 Days N-6 23173.48 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12411.23 Day 49 No 1018.65 7-30 Days N-7 11578.25 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17358.35 Day 49 Yes 739.54 31-90 Days P-1 16572.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26632.26 Day 49 Yes 465.51 <7 Days P-2 26219.64 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4284.09 Day 49 No 273.68 31-90 Days S-8 3782.91 Full Yes Liberty Capital Markets Inc. Investment Banking