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) Small Business Yes 29378.96 >2 Yr <= 3 Yr No 331.86 7-30 Days Y-4 27863.14 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 20082.28 >2 Yr <= 3 Yr Yes 222.01 91-180 Days Z-1 23481.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 30011.89 >2 Yr <= 3 Yr Yes 465.22 7-30 Days A-2 32825.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 13910.33 >2 Yr <= 3 Yr Yes 932.62 31-90 Days A-3 11454.35 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 10995.50 >2 Yr <= 3 Yr No 636.76 7-30 Days A-4 9107.89 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 28467.89 >2 Yr <= 3 Yr Yes 1221.11 7-30 Days A-5 25698.07 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 12124.12 >2 Yr <= 3 Yr Yes 389.19 91-180 Days CB-1 14387.85 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 29773.05 >2 Yr <= 3 Yr No 2617.07 91-180 Days CB-2 28829.47 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 33597.46 >2 Yr <= 3 Yr Yes 1568.14 <7 Days CB-3 27236.48 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 29078.43 >2 Yr <= 3 Yr Yes 2388.31 31-90 Days E-1 31597.77 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 35586.91 >2 Yr <= 3 Yr Yes 1899.17 7-30 Days E-2 40664.42 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 666.61 >2 Yr <= 3 Yr Yes 58.65 31-90 Days G-1 606.13 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 22907.48 >2 Yr <= 3 Yr No 474.16 7-30 Days G-2 18882.13 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 25766.40 >2 Yr <= 3 Yr No 2161.26 <7 Days G-3 21204.53 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 37950.71 >2 Yr <= 3 Yr No 2181.27 7-30 Days IG-1 36828.06 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 7328.46 >2 Yr <= 3 Yr Yes 138.68 7-30 Days IG-2 6821.20 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 41833.99 >2 Yr <= 3 Yr No 492.71 <7 Days S-1 43271.65 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 848.98 >2 Yr <= 3 Yr No 2.22 7-30 Days S-2 877.94 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 14825.72 >2 Yr <= 3 Yr No 1459.29 31-90 Days S-3 16356.18 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 9075.85 >2 Yr <= 3 Yr Yes 621.10 31-90 Days S-4 9354.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 15431.72 >2 Yr <= 3 Yr No 1024.46 91-180 Days S-5 16321.32 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 24408.61 >2 Yr <= 3 Yr No 1146.29 31-90 Days S-6 20469.81 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 4218.65 >2 Yr <= 3 Yr No 407.73 7-30 Days S-7 3641.12 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 42942.03 >3 Yr <= 4 Yr Yes 2430.35 91-180 Days A-0-Q 48589.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 9740.97 >3 Yr <= 4 Yr Yes 484.34 91-180 Days A-1-Q 10046.53 Partial No Capital Markets