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 25796.10 68 - 74 Days No 2560.49 <7 Days N-4 26547.42 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9793.25 68 - 74 Days No 81.72 <7 Days N-5 10570.28 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19798.86 68 - 74 Days No 1465.54 <7 Days N-6 20339.43 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10136.91 68 - 74 Days No 244.91 7-30 Days N-7 11968.42 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12374.66 68 - 74 Days No 680.92 91-180 Days P-1 13477.96 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40717.55 68 - 74 Days No 3478.87 7-30 Days P-2 36351.67 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11252.99 68 - 74 Days No 657.38 7-30 Days S-8 11332.52 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27563.22 68 - 74 Days Yes 84.94 91-180 Days Y-1 32541.57 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15650.66 68 - 74 Days Yes 51.96 7-30 Days Y-2 15393.92 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11926.28 68 - 74 Days No 61.98 31-90 Days Y-3 10372.16 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7863.00 68 - 74 Days No 362.34 91-180 Days Y-4 6367.36 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 34919.60 68 - 74 Days No 2639.62 7-30 Days Z-1 40559.40 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21087.37 68 - 74 Days No 2016.09 31-90 Days A-2 22175.42 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2513.49 68 - 74 Days Yes 131.46 31-90 Days A-3 2327.76 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24492.38 68 - 74 Days No 428.01 31-90 Days A-4 25351.40 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15976.96 68 - 74 Days No 571.09 7-30 Days A-5 13642.20 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43644.36 68 - 74 Days No 4199.11 31-90 Days CB-1 36231.38 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26641.47 68 - 74 Days Yes 295.58 7-30 Days CB-2 21757.95 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2737.30 68 - 74 Days Yes 149.71 91-180 Days CB-3 2861.12 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1204.67 68 - 74 Days Yes 71.13 <7 Days E-1 1398.28 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33325.16 68 - 74 Days Yes 1805.15 <7 Days E-2 35042.48 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30745.14 68 - 74 Days Yes 1620.47 7-30 Days G-1 29994.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4017.48 68 - 74 Days No 161.73 7-30 Days G-2 3907.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34350.70 68 - 74 Days No 719.58 31-90 Days G-3 32846.08 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33500.02 68 - 74 Days No 2460.04 7-30 Days IG-1 39278.14 None No Wholesale Lending