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 11465.13 91 - 120 Days Yes 327.35 91-180 Days G-2-Q 11449.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29590.10 91 - 120 Days Yes 2435.71 <7 Days G-3-Q 23994.10 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20960.32 91 - 120 Days No 626.76 <7 Days S-5-Q 24271.53 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29494.94 91 - 120 Days Yes 2132.73 31-90 Days S-6-Q 31616.27 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 16068.87 91 - 120 Days No 1165.43 31-90 Days S-7-Q 18109.59 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41607.07 91 - 120 Days Yes 2987.69 91-180 Days E-1-Q 45565.83 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37027.39 91 - 120 Days Yes 418.41 <7 Days E-2-Q 32947.31 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 34978.47 91 - 120 Days No 1601.71 91-180 Days IG-1-Q 38800.87 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12036.18 91 - 120 Days No 472.78 7-30 Days IG-2-Q 11680.42 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34424.42 91 - 120 Days Yes 2890.61 91-180 Days C-1 35658.40 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20563.08 91 - 120 Days No 859.52 31-90 Days CB-4 21698.07 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3187.46 91 - 120 Days Yes 291.65 7-30 Days E-10 3467.31 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 19062.38 91 - 120 Days Yes 1362.86 <7 Days E-3 18219.56 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32728.56 91 - 120 Days No 310.16 <7 Days E-4 34956.57 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3585.16 91 - 120 Days Yes 318.72 7-30 Days E-5 3575.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20827.82 91 - 120 Days No 9.49 91-180 Days E-6 17467.64 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33807.29 91 - 120 Days Yes 1520.18 31-90 Days E-7 27796.98 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23895.69 91 - 120 Days Yes 711.47 31-90 Days E-8 23237.66 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3090.39 91 - 120 Days No 280.45 <7 Days E-9 3137.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42346.20 91 - 120 Days No 3906.48 91-180 Days G-4 50677.98 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25047.61 91 - 120 Days Yes 1742.20 91-180 Days IG-3 23584.66 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13380.66 91 - 120 Days No 509.00 <7 Days IG-4 13705.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4893.57 91 - 120 Days No 397.81 <7 Days IG-5 3981.93 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15042.60 91 - 120 Days Yes 85.74 <7 Days IG-6 15732.03 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40550.13 91 - 120 Days No 479.59 31-90 Days IG-7 46311.29 None Yes Liberty International Finance Ltd. Capital Markets