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 Yes 37072.07 >= 1 Yr <= 2 Yr No 3677.28 <7 Days A-3 37421.68 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1237.77 >= 1 Yr <= 2 Yr No 58.71 <7 Days A-4 1063.08 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29713.85 >= 1 Yr <= 2 Yr No 2124.81 31-90 Days A-5 31666.03 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22347.64 >= 1 Yr <= 2 Yr Yes 1575.86 7-30 Days CB-1 23656.22 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9463.69 >= 1 Yr <= 2 Yr No 282.87 <7 Days CB-2 10723.16 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42166.18 >= 1 Yr <= 2 Yr No 1828.64 31-90 Days CB-3 46817.41 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16339.13 >= 1 Yr <= 2 Yr Yes 990.51 31-90 Days E-1 18050.29 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43553.66 >= 1 Yr <= 2 Yr Yes 2685.63 31-90 Days E-2 46504.38 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11246.01 >= 1 Yr <= 2 Yr Yes 192.70 91-180 Days G-1 12041.30 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2188.98 >= 1 Yr <= 2 Yr No 129.56 7-30 Days G-2 1756.43 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1424.06 >= 1 Yr <= 2 Yr No 69.61 31-90 Days G-3 1171.83 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28613.48 >= 1 Yr <= 2 Yr No 2739.12 <7 Days IG-1 24105.03 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13315.33 >= 1 Yr <= 2 Yr No 726.71 7-30 Days IG-2 12844.08 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33850.27 >= 1 Yr <= 2 Yr No 1247.15 <7 Days S-1 28983.85 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39595.95 >= 1 Yr <= 2 Yr Yes 2550.43 31-90 Days S-2 35893.67 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18262.65 >= 1 Yr <= 2 Yr Yes 1354.45 91-180 Days S-3 15829.93 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12368.67 >= 1 Yr <= 2 Yr No 827.17 7-30 Days S-4 12278.36 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34161.95 >= 1 Yr <= 2 Yr Yes 3067.88 7-30 Days S-5 27635.23 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30647.63 >= 1 Yr <= 2 Yr Yes 1085.30 7-30 Days S-6 31780.41 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32404.04 >= 1 Yr <= 2 Yr No 2638.42 <7 Days S-7 32538.11 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14319.70 >2 Yr <= 3 Yr No 1024.80 <7 Days A-0-Q 15751.66 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37110.28 >2 Yr <= 3 Yr Yes 1958.37 91-180 Days A-1-Q 39421.22 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24835.58 >2 Yr <= 3 Yr No 1016.64 91-180 Days A-2-Q 24007.35 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5101.48 >2 Yr <= 3 Yr Yes 73.80 <7 Days A-3-Q 5249.17 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40396.19 >2 Yr <= 3 Yr Yes 685.14 7-30 Days A-4-Q 47838.99 Partial No Wholesale Lending