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
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12588.95 Day 37 Yes 506.84 7-30 Days N-6 11733.69 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28434.66 Day 37 No 1830.33 31-90 Days N-7 28357.97 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43462.56 Day 37 No 2948.99 91-180 Days P-1 47330.05 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1184.21 Day 37 Yes 22.21 91-180 Days P-2 1001.46 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35667.48 Day 37 Yes 2214.38 <7 Days S-8 29987.99 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4244.99 Day 37 Yes 379.57 31-90 Days Y-1 4042.98 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12231.19 Day 37 No 150.09 7-30 Days Y-2 13394.14 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35394.02 Day 37 Yes 1176.77 <7 Days Y-3 40732.76 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 545.90 Day 37 Yes 43.27 <7 Days Y-4 570.67 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42613.25 Day 37 No 3114.11 7-30 Days Z-1 48248.03 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39884.07 Day 37 Yes 2709.72 7-30 Days A-2 39726.35 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20540.27 Day 37 No 1998.14 7-30 Days A-3 19960.91 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9823.96 Day 37 No 218.23 <7 Days A-4 11055.15 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20097.77 Day 37 No 1022.74 7-30 Days A-5 16337.27 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6580.01 Day 37 Yes 580.17 91-180 Days CB-1 7894.62 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41345.96 Day 37 Yes 2430.31 7-30 Days CB-2 43110.13 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41374.59 Day 37 No 2137.15 91-180 Days CB-3 39093.60 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16183.00 Day 37 Yes 1251.00 7-30 Days E-1 16913.34 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39525.77 Day 37 No 561.56 <7 Days E-2 31751.01 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36236.55 Day 37 No 2585.94 7-30 Days G-1 34968.87 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16020.33 Day 37 Yes 469.07 <7 Days G-2 18276.40 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14745.14 Day 37 Yes 426.15 <7 Days G-3 15568.03 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21388.76 Day 37 No 900.18 31-90 Days IG-1 21132.07 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38423.85 Day 37 Yes 2435.19 91-180 Days IG-2 46082.18 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27345.81 Day 37 Yes 1077.90 <7 Days S-1 27695.47 Full No Capital Markets