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 43711.75 >2 Yr <= 3 Yr Yes 4094.70 <7 Days A-5-Q 36160.35 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20446.55 >2 Yr <= 3 Yr Yes 1979.47 91-180 Days CB-1-Q 21093.65 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25515.91 >2 Yr <= 3 Yr No 349.33 7-30 Days CB-2-Q 26149.57 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7792.38 >2 Yr <= 3 Yr No 391.98 91-180 Days S-1-Q 7594.94 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4583.40 >2 Yr <= 3 Yr No 454.47 7-30 Days S-2-Q 3740.99 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39271.99 >2 Yr <= 3 Yr Yes 1748.36 91-180 Days S-3-Q 34148.32 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39985.35 >2 Yr <= 3 Yr No 2643.37 7-30 Days S-4-Q 36755.34 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42679.08 >2 Yr <= 3 Yr Yes 1841.49 91-180 Days CB-3-Q 34329.97 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2930.05 >2 Yr <= 3 Yr Yes 173.81 91-180 Days G-1-Q 2497.04 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30215.11 >2 Yr <= 3 Yr Yes 2535.66 31-90 Days G-2-Q 27698.72 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35984.95 >2 Yr <= 3 Yr Yes 2832.58 31-90 Days G-3-Q 39039.65 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39925.01 >2 Yr <= 3 Yr No 341.66 <7 Days S-5-Q 47776.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11388.77 >2 Yr <= 3 Yr No 1003.05 31-90 Days S-6-Q 10689.87 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32377.75 >2 Yr <= 3 Yr No 1591.99 31-90 Days S-7-Q 32954.19 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4482.47 >2 Yr <= 3 Yr Yes 13.45 31-90 Days E-1-Q 4441.32 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24847.23 >2 Yr <= 3 Yr No 46.17 91-180 Days E-2-Q 27208.96 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5105.05 >2 Yr <= 3 Yr No 58.02 <7 Days IG-1-Q 4184.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26452.37 >2 Yr <= 3 Yr No 381.64 <7 Days IG-2-Q 21183.45 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 26648.73 >2 Yr <= 3 Yr No 954.10 31-90 Days C-1 28975.60 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40644.72 >2 Yr <= 3 Yr Yes 3944.49 <7 Days CB-4 40688.75 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24689.58 >2 Yr <= 3 Yr Yes 278.07 31-90 Days E-10 22128.69 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19439.41 >2 Yr <= 3 Yr Yes 317.05 91-180 Days E-3 16360.80 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43260.84 >2 Yr <= 3 Yr No 3517.26 <7 Days E-4 35380.10 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2849.40 >2 Yr <= 3 Yr Yes 90.10 31-90 Days E-5 3101.60 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29298.40 >2 Yr <= 3 Yr Yes 1480.42 7-30 Days E-6 26355.34 Full Yes Liberty Mortgage Services Corp. Wholesale Lending