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 4293.82 >4 Yr <= 5 Yr Yes 183.33 7-30 Days E-4 3811.44 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42203.66 >4 Yr <= 5 Yr No 2566.10 <7 Days E-5 49019.98 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42649.39 >4 Yr <= 5 Yr No 3867.31 31-90 Days E-6 49069.69 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34882.17 >4 Yr <= 5 Yr No 3150.01 <7 Days E-7 35023.25 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36981.66 >4 Yr <= 5 Yr Yes 2929.29 31-90 Days E-8 30251.29 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30930.74 >4 Yr <= 5 Yr Yes 2122.25 7-30 Days E-9 24851.14 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22627.85 >4 Yr <= 5 Yr No 1349.33 <7 Days G-4 24638.88 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20097.98 >4 Yr <= 5 Yr No 547.06 31-90 Days IG-3 16096.08 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 18483.63 >4 Yr <= 5 Yr No 224.55 <7 Days IG-4 16509.68 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42111.16 >4 Yr <= 5 Yr No 2411.93 31-90 Days IG-5 41528.52 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12978.94 >4 Yr <= 5 Yr Yes 1254.26 31-90 Days IG-6 11269.50 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42865.22 >4 Yr <= 5 Yr No 3579.21 <7 Days IG-7 46665.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5206.53 >4 Yr <= 5 Yr No 382.91 7-30 Days IG-8 6008.43 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16202.41 >4 Yr <= 5 Yr No 570.24 7-30 Days L-1 16886.98 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29614.53 >4 Yr <= 5 Yr No 760.77 <7 Days L-10 25582.72 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24640.80 >4 Yr <= 5 Yr Yes 2353.63 <7 Days L-11 26675.18 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27839.67 >4 Yr <= 5 Yr No 1194.36 91-180 Days L-2 29335.26 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32596.13 >4 Yr <= 5 Yr Yes 1399.11 31-90 Days L-3 34200.59 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39682.51 >4 Yr <= 5 Yr Yes 3441.64 7-30 Days L-4 38117.49 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1373.48 >4 Yr <= 5 Yr Yes 14.54 <7 Days L-5 1480.68 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42849.97 >4 Yr <= 5 Yr Yes 366.09 31-90 Days L-6 39464.96 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11614.06 >4 Yr <= 5 Yr No 883.69 <7 Days L-7 9320.68 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25238.19 >4 Yr <= 5 Yr No 2174.92 31-90 Days L-8 27408.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6916.09 >4 Yr <= 5 Yr No 95.85 91-180 Days L-9 6435.30 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35051.60 >4 Yr <= 5 Yr Yes 2631.75 <7 Days LC-1 38137.06 Full Yes Liberty International Finance Ltd. Treasury