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 8317.91 61 - 67 Days No 453.59 91-180 Days E-2-Q 9010.41 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35276.97 61 - 67 Days No 2266.11 91-180 Days IG-1-Q 29483.35 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32627.75 61 - 67 Days No 1260.90 91-180 Days IG-2-Q 30780.67 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29874.01 61 - 67 Days Yes 508.15 <7 Days C-1 35346.43 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25269.12 61 - 67 Days No 1264.50 91-180 Days CB-4 28807.37 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 16821.38 61 - 67 Days No 1538.45 91-180 Days E-10 13893.18 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15048.05 61 - 67 Days No 277.48 91-180 Days E-3 14300.68 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14120.27 61 - 67 Days Yes 777.78 91-180 Days E-4 11510.47 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24163.28 61 - 67 Days No 1081.11 <7 Days E-5 24695.60 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 876.25 61 - 67 Days No 22.84 <7 Days E-6 867.64 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37610.64 61 - 67 Days Yes 655.55 <7 Days E-7 38698.53 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8546.40 61 - 67 Days Yes 306.06 7-30 Days E-8 8221.65 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28032.94 61 - 67 Days No 1538.28 7-30 Days E-9 30256.57 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10045.25 61 - 67 Days No 883.92 91-180 Days G-4 11106.05 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39558.50 61 - 67 Days Yes 1561.60 31-90 Days IG-3 41364.95 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24065.07 61 - 67 Days No 411.06 7-30 Days IG-4 26012.35 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15177.21 61 - 67 Days Yes 465.78 91-180 Days IG-5 16760.17 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9973.57 61 - 67 Days Yes 337.97 91-180 Days IG-6 8653.07 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20684.07 61 - 67 Days Yes 1872.12 <7 Days IG-7 17690.25 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43483.67 61 - 67 Days No 1047.78 7-30 Days IG-8 49923.54 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 16475.34 61 - 67 Days No 153.31 91-180 Days L-1 19574.11 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9357.06 61 - 67 Days Yes 198.86 7-30 Days L-10 10798.80 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33551.54 61 - 67 Days Yes 2040.79 31-90 Days L-11 34126.30 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 959.37 61 - 67 Days Yes 3.59 31-90 Days L-2 1109.93 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30283.65 61 - 67 Days Yes 2535.17 31-90 Days L-3 33988.82 Full Yes Liberty International Finance Ltd. Wholesale Lending