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 36571.92 >4 Yr <= 5 Yr No 1939.25 91-180 Days A-2-Q 41069.76 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 6808.36 >4 Yr <= 5 Yr No 199.78 91-180 Days A-3-Q 7119.47 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33614.90 >4 Yr <= 5 Yr No 2804.95 31-90 Days A-4-Q 35959.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33120.14 >4 Yr <= 5 Yr No 881.06 31-90 Days A-5-Q 35311.92 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31956.01 >4 Yr <= 5 Yr No 2943.55 <7 Days CB-1-Q 25589.50 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41799.43 >4 Yr <= 5 Yr No 1461.52 7-30 Days CB-2-Q 45977.19 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4561.81 >4 Yr <= 5 Yr No 199.30 91-180 Days S-1-Q 3757.41 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42992.56 >4 Yr <= 5 Yr Yes 2388.92 91-180 Days S-2-Q 35454.60 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5508.21 >4 Yr <= 5 Yr Yes 19.75 <7 Days S-3-Q 4928.67 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32614.64 >4 Yr <= 5 Yr Yes 1263.87 31-90 Days S-4-Q 35521.11 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 38066.51 >4 Yr <= 5 Yr Yes 1993.81 91-180 Days CB-3-Q 33599.55 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9565.86 >4 Yr <= 5 Yr No 735.30 <7 Days G-1-Q 10723.05 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27261.75 >4 Yr <= 5 Yr Yes 1344.40 91-180 Days G-2-Q 28905.11 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43618.94 >4 Yr <= 5 Yr Yes 0.94 31-90 Days G-3-Q 38689.00 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20085.34 >4 Yr <= 5 Yr Yes 716.49 91-180 Days S-5-Q 23480.77 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32424.85 >4 Yr <= 5 Yr No 2474.91 7-30 Days S-6-Q 37599.34 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10117.31 >4 Yr <= 5 Yr Yes 522.72 <7 Days S-7-Q 10381.25 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 21309.89 >4 Yr <= 5 Yr Yes 1489.21 <7 Days E-1-Q 17835.30 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24838.95 >4 Yr <= 5 Yr No 2483.65 <7 Days E-2-Q 23736.82 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43434.64 >4 Yr <= 5 Yr Yes 3488.83 91-180 Days IG-1-Q 49221.26 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1350.06 >4 Yr <= 5 Yr Yes 5.38 <7 Days IG-2-Q 1484.97 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42085.17 >4 Yr <= 5 Yr No 3067.17 <7 Days C-1 36461.44 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8869.32 >4 Yr <= 5 Yr Yes 188.56 91-180 Days CB-4 9605.27 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 35582.10 >4 Yr <= 5 Yr Yes 639.06 91-180 Days E-10 31835.12 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23008.07 >4 Yr <= 5 Yr No 1023.62 91-180 Days E-3 19603.10 Full Yes Liberty Wealth Management LLC Treasury