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 3711.38 75 - 82 Days No 321.12 7-30 Days L-11 3484.80 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21366.02 75 - 82 Days No 1349.52 <7 Days L-2 23580.25 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38117.32 75 - 82 Days Yes 2387.01 <7 Days L-3 37190.91 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12353.27 75 - 82 Days No 332.08 <7 Days L-4 11391.23 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13498.19 75 - 82 Days No 1126.10 7-30 Days L-5 11648.08 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23053.60 75 - 82 Days Yes 1476.63 <7 Days L-6 21939.87 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10611.91 75 - 82 Days No 205.34 31-90 Days L-7 12309.35 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39288.76 75 - 82 Days No 2162.68 91-180 Days L-8 47096.97 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6666.09 75 - 82 Days No 527.76 91-180 Days L-9 6949.51 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11374.24 75 - 82 Days Yes 926.43 7-30 Days LC-1 13374.44 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6641.53 75 - 82 Days No 61.35 91-180 Days LC-2 5890.66 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6434.56 75 - 82 Days No 337.09 31-90 Days N-1 7718.58 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11029.68 75 - 82 Days No 838.35 31-90 Days N-2 9388.06 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11985.63 75 - 82 Days No 289.77 31-90 Days N-3 10642.68 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20836.04 75 - 82 Days Yes 1866.52 <7 Days N-4 20192.70 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19072.50 75 - 82 Days Yes 1745.11 91-180 Days N-5 19779.87 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36859.61 75 - 82 Days Yes 3457.31 91-180 Days N-6 34383.09 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19875.96 75 - 82 Days No 1507.59 7-30 Days N-7 22410.16 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35977.79 75 - 82 Days No 510.49 91-180 Days P-1 38433.27 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 14177.54 75 - 82 Days No 288.26 <7 Days P-2 15360.51 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 38344.67 75 - 82 Days Yes 1309.08 31-90 Days S-8 38926.20 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4709.14 75 - 82 Days No 133.18 7-30 Days Y-1 5338.20 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39828.53 75 - 82 Days No 2137.76 7-30 Days Y-2 34608.79 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34534.65 75 - 82 Days No 932.20 <7 Days Y-3 30211.41 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8026.20 75 - 82 Days Yes 40.86 31-90 Days Y-4 6562.35 Full No Wholesale Lending