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 25891.22 >4 Yr <= 5 Yr Yes 1594.79 7-30 Days LC-2 20989.80 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13094.74 >4 Yr <= 5 Yr Yes 947.03 7-30 Days N-1 12846.72 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30018.81 >4 Yr <= 5 Yr No 1557.94 <7 Days N-2 26571.82 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12403.90 >4 Yr <= 5 Yr No 255.95 91-180 Days N-3 12692.57 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27606.74 >4 Yr <= 5 Yr No 67.06 <7 Days N-4 28385.50 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25825.56 >4 Yr <= 5 Yr No 2572.52 31-90 Days N-5 24785.31 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11112.97 >4 Yr <= 5 Yr No 3.92 31-90 Days N-6 11031.84 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1124.74 >4 Yr <= 5 Yr No 19.85 7-30 Days N-7 1160.91 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 356.48 >4 Yr <= 5 Yr No 21.84 91-180 Days P-1 290.88 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 38258.67 >4 Yr <= 5 Yr No 3095.49 91-180 Days P-2 36537.59 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17785.39 >4 Yr <= 5 Yr No 363.99 7-30 Days S-8 18339.56 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1519.58 >4 Yr <= 5 Yr Yes 149.42 7-30 Days Y-1 1443.01 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42248.07 >4 Yr <= 5 Yr Yes 3526.79 <7 Days Y-2 39437.02 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27367.35 >4 Yr <= 5 Yr No 587.02 <7 Days Y-3 23292.79 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6894.92 >4 Yr <= 5 Yr No 407.67 7-30 Days Y-4 6328.55 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22485.72 >4 Yr <= 5 Yr No 1839.58 31-90 Days Z-1 24622.87 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43301.98 >4 Yr <= 5 Yr No 4034.43 <7 Days A-2 42244.45 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12310.17 >4 Yr <= 5 Yr No 663.64 91-180 Days A-3 14425.82 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31278.07 >4 Yr <= 5 Yr Yes 2158.75 91-180 Days A-4 25847.44 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37954.07 >4 Yr <= 5 Yr No 2211.51 <7 Days A-5 30790.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2591.60 >4 Yr <= 5 Yr Yes 74.10 91-180 Days CB-1 3068.29 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17252.69 >4 Yr <= 5 Yr No 57.61 31-90 Days CB-2 17451.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27786.48 >4 Yr <= 5 Yr No 1571.75 91-180 Days CB-3 29818.56 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3646.76 >4 Yr <= 5 Yr Yes 33.66 7-30 Days E-1 3796.82 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7931.19 >4 Yr <= 5 Yr Yes 609.62 91-180 Days E-2 9128.48 Full No Trading