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 5898.10 >2 Yr <= 3 Yr No 386.39 7-30 Days IG-1 6912.00 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17764.73 >2 Yr <= 3 Yr No 601.23 <7 Days IG-2 17466.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32067.40 >2 Yr <= 3 Yr No 1726.19 31-90 Days S-1 33784.98 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10693.13 >2 Yr <= 3 Yr No 906.24 <7 Days S-2 9229.90 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 31462.24 >2 Yr <= 3 Yr Yes 1046.96 31-90 Days S-3 27455.25 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5906.61 >2 Yr <= 3 Yr No 74.15 91-180 Days S-4 4781.25 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35148.08 >2 Yr <= 3 Yr No 2424.78 91-180 Days S-5 28669.78 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23672.09 >2 Yr <= 3 Yr No 992.33 31-90 Days S-6 26121.61 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5837.25 >2 Yr <= 3 Yr No 448.71 7-30 Days S-7 6358.77 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28371.47 >3 Yr <= 4 Yr Yes 263.51 91-180 Days A-0-Q 28726.42 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38556.69 >3 Yr <= 4 Yr Yes 3333.29 31-90 Days A-1-Q 39112.73 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8312.45 >3 Yr <= 4 Yr Yes 33.24 31-90 Days A-2-Q 9255.83 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28119.66 >3 Yr <= 4 Yr Yes 534.26 <7 Days A-3-Q 27629.09 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29002.49 >3 Yr <= 4 Yr No 1638.79 <7 Days A-4-Q 23871.93 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36155.65 >3 Yr <= 4 Yr Yes 3146.31 31-90 Days A-5-Q 36160.94 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 7279.03 >3 Yr <= 4 Yr Yes 585.75 91-180 Days CB-1-Q 7606.34 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 7142.99 >3 Yr <= 4 Yr No 483.82 91-180 Days CB-2-Q 8410.75 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39998.66 >3 Yr <= 4 Yr Yes 48.86 31-90 Days S-1-Q 42004.05 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35816.77 >3 Yr <= 4 Yr Yes 2082.95 <7 Days S-2-Q 39877.99 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21962.79 >3 Yr <= 4 Yr No 569.51 <7 Days S-3-Q 18993.75 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36349.08 >3 Yr <= 4 Yr Yes 546.98 <7 Days S-4-Q 42950.46 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17839.63 >3 Yr <= 4 Yr Yes 17.18 31-90 Days CB-3-Q 14317.40 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4310.10 >3 Yr <= 4 Yr Yes 214.68 7-30 Days G-1-Q 4963.23 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20883.29 >3 Yr <= 4 Yr Yes 1332.05 7-30 Days G-2-Q 22253.39 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26847.65 >3 Yr <= 4 Yr Yes 838.11 91-180 Days G-3-Q 31359.82 None No Investment Banking