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 13811.00 >3 Yr <= 4 Yr Yes 270.76 91-180 Days Y-4 13868.55 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39055.17 >3 Yr <= 4 Yr No 2659.99 <7 Days Z-1 36935.01 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35442.12 >3 Yr <= 4 Yr No 1439.69 7-30 Days A-2 36507.48 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3345.83 >3 Yr <= 4 Yr No 238.56 7-30 Days A-3 3028.84 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6557.38 >3 Yr <= 4 Yr No 516.35 31-90 Days A-4 5664.06 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39453.60 >3 Yr <= 4 Yr No 3528.04 7-30 Days A-5 47326.95 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20213.18 >3 Yr <= 4 Yr Yes 192.00 <7 Days CB-1 22143.62 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38791.93 >3 Yr <= 4 Yr No 2678.96 <7 Days CB-2 40645.27 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40438.07 >3 Yr <= 4 Yr Yes 598.51 91-180 Days CB-3 41696.87 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 18788.60 >3 Yr <= 4 Yr Yes 226.82 91-180 Days E-1 18399.64 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 38175.37 >3 Yr <= 4 Yr No 3504.10 7-30 Days E-2 36895.99 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17574.49 >3 Yr <= 4 Yr No 1654.61 <7 Days G-1 14687.07 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27690.83 >3 Yr <= 4 Yr No 2748.79 7-30 Days G-2 27365.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22099.56 >3 Yr <= 4 Yr No 1647.84 <7 Days G-3 25712.48 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25081.28 >3 Yr <= 4 Yr Yes 543.23 <7 Days IG-1 29334.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16303.75 >3 Yr <= 4 Yr No 1572.30 <7 Days IG-2 18810.22 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 34707.52 >3 Yr <= 4 Yr No 1396.65 <7 Days S-1 28656.05 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40553.61 >3 Yr <= 4 Yr No 726.13 7-30 Days S-2 41716.14 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32426.33 >3 Yr <= 4 Yr No 546.42 91-180 Days S-3 28404.94 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30572.39 >3 Yr <= 4 Yr Yes 45.40 7-30 Days S-4 34182.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11809.17 >3 Yr <= 4 Yr No 1168.91 91-180 Days S-5 11173.02 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17533.51 >3 Yr <= 4 Yr No 1046.75 <7 Days S-6 14046.68 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33180.85 >3 Yr <= 4 Yr Yes 2118.21 31-90 Days S-7 39163.55 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12365.56 >4 Yr <= 5 Yr No 1045.66 7-30 Days A-0-Q 14050.03 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31123.90 >4 Yr <= 5 Yr No 2069.94 31-90 Days A-1-Q 36141.77 None Yes Liberty Mortgage Services Corp. Treasury