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 35753.48 83 - 90 Days Yes 2557.63 91-180 Days N-1 37050.85 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21844.01 83 - 90 Days Yes 2107.39 91-180 Days N-2 20083.99 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35763.38 83 - 90 Days Yes 2551.40 <7 Days N-3 34963.52 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12375.85 83 - 90 Days Yes 995.78 <7 Days N-4 14417.78 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30588.47 83 - 90 Days No 890.05 31-90 Days N-5 32060.89 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 674.41 83 - 90 Days No 30.61 91-180 Days N-6 756.40 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20304.70 83 - 90 Days No 1618.65 31-90 Days N-7 20646.94 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21179.33 83 - 90 Days Yes 1589.29 31-90 Days P-1 18448.08 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16954.36 83 - 90 Days Yes 201.00 7-30 Days P-2 17708.35 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6695.11 83 - 90 Days Yes 564.95 31-90 Days S-8 6527.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2442.85 83 - 90 Days Yes 58.48 91-180 Days Y-1 2362.90 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21473.15 83 - 90 Days Yes 128.70 <7 Days Y-2 19390.32 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12550.25 83 - 90 Days Yes 383.80 <7 Days Y-3 12353.82 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42676.24 83 - 90 Days Yes 1542.03 7-30 Days Y-4 48765.52 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41760.73 83 - 90 Days Yes 327.34 31-90 Days Z-1 37863.55 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25870.09 83 - 90 Days Yes 1219.87 <7 Days A-2 25302.46 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43899.87 83 - 90 Days Yes 2907.95 7-30 Days A-3 50234.77 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29622.52 83 - 90 Days No 803.91 91-180 Days A-4 34590.57 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 19771.19 83 - 90 Days No 1228.40 31-90 Days A-5 22999.11 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9786.83 83 - 90 Days Yes 555.81 <7 Days CB-1 10411.09 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40104.46 83 - 90 Days Yes 1472.00 7-30 Days CB-2 39234.40 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16696.75 83 - 90 Days No 1110.63 91-180 Days CB-3 15227.35 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 21733.80 83 - 90 Days Yes 1800.17 91-180 Days E-1 22991.68 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21530.43 83 - 90 Days Yes 2085.82 7-30 Days E-2 21289.81 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33159.29 83 - 90 Days Yes 1760.91 91-180 Days G-1 31832.47 Full No Investment Banking