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 16159.00 >3 Yr <= 4 Yr No 369.36 91-180 Days S-5-Q 18957.69 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29499.83 >3 Yr <= 4 Yr Yes 2873.06 31-90 Days S-6-Q 33440.36 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24883.19 >3 Yr <= 4 Yr No 511.44 91-180 Days S-7-Q 26710.50 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22864.72 >3 Yr <= 4 Yr No 973.34 31-90 Days E-1-Q 21676.12 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28294.17 >3 Yr <= 4 Yr Yes 2201.11 31-90 Days E-2-Q 26809.24 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1188.46 >3 Yr <= 4 Yr No 37.81 7-30 Days IG-1-Q 1415.37 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22593.43 >3 Yr <= 4 Yr Yes 142.17 31-90 Days IG-2-Q 18210.01 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34912.14 >3 Yr <= 4 Yr No 477.36 91-180 Days C-1 38069.65 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6633.62 >3 Yr <= 4 Yr No 510.15 7-30 Days CB-4 7235.18 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39950.78 >3 Yr <= 4 Yr Yes 1830.25 91-180 Days E-10 36578.93 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35825.60 >3 Yr <= 4 Yr No 2316.64 91-180 Days E-3 34462.04 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31160.03 >3 Yr <= 4 Yr No 9.34 91-180 Days E-4 33060.69 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35411.87 >3 Yr <= 4 Yr Yes 1367.26 <7 Days E-5 35657.17 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 16033.90 >3 Yr <= 4 Yr No 1063.10 <7 Days E-6 17080.28 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7821.37 >3 Yr <= 4 Yr No 139.36 <7 Days E-7 6949.16 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39702.16 >3 Yr <= 4 Yr Yes 2985.21 91-180 Days E-8 46577.53 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43133.59 >3 Yr <= 4 Yr Yes 3892.16 31-90 Days E-9 49926.57 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9995.94 >3 Yr <= 4 Yr Yes 554.32 91-180 Days G-4 9004.99 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36162.88 >3 Yr <= 4 Yr No 3404.72 <7 Days IG-3 41708.45 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3192.20 >3 Yr <= 4 Yr Yes 94.95 <7 Days IG-4 2857.59 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36767.74 >3 Yr <= 4 Yr Yes 1013.19 31-90 Days IG-5 36069.79 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5345.08 >3 Yr <= 4 Yr Yes 76.16 7-30 Days IG-6 5023.63 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7253.45 >3 Yr <= 4 Yr No 80.05 <7 Days IG-7 7796.72 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23292.70 >3 Yr <= 4 Yr No 341.10 31-90 Days IG-8 23171.25 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5309.92 >3 Yr <= 4 Yr Yes 385.22 91-180 Days L-1 5525.80 None Yes Liberty Wealth Management LLC Investment Banking