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 No 29873.26 >4 Yr <= 5 Yr Yes 2639.37 7-30 Days G-1-Q 28706.96 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 22313.14 >4 Yr <= 5 Yr No 2160.11 31-90 Days G-2-Q 20860.66 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 21490.28 >4 Yr <= 5 Yr Yes 994.99 7-30 Days G-3-Q 18605.11 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 13274.48 >4 Yr <= 5 Yr Yes 1144.22 31-90 Days S-5-Q 12549.40 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 19507.48 >4 Yr <= 5 Yr No 370.61 7-30 Days S-6-Q 16182.08 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 16346.19 >4 Yr <= 5 Yr Yes 531.40 91-180 Days S-7-Q 16374.08 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43451.61 >4 Yr <= 5 Yr No 1744.90 <7 Days E-1-Q 38423.02 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 29658.81 >4 Yr <= 5 Yr Yes 1227.39 91-180 Days E-2-Q 28299.86 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 6917.48 >4 Yr <= 5 Yr No 563.14 91-180 Days IG-1-Q 7820.19 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 2815.32 >4 Yr <= 5 Yr Yes 26.13 31-90 Days IG-2-Q 2817.07 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 16072.61 >4 Yr <= 5 Yr Yes 178.70 91-180 Days C-1 17078.97 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 9792.13 >4 Yr <= 5 Yr No 802.82 <7 Days CB-4 11362.35 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 16199.03 >4 Yr <= 5 Yr No 258.83 <7 Days E-10 19335.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 41086.08 >4 Yr <= 5 Yr No 3698.12 91-180 Days E-3 44692.90 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 36958.68 >4 Yr <= 5 Yr Yes 10.70 91-180 Days E-4 43753.44 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 7939.08 >4 Yr <= 5 Yr No 503.43 31-90 Days E-5 9127.41 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 42643.84 >4 Yr <= 5 Yr No 283.70 31-90 Days E-6 45658.64 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 40099.76 >4 Yr <= 5 Yr No 1604.66 91-180 Days E-7 48048.72 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 31407.80 >4 Yr <= 5 Yr No 818.80 31-90 Days E-8 29079.62 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 24357.85 >4 Yr <= 5 Yr No 2173.82 <7 Days E-9 22612.32 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 34103.25 >4 Yr <= 5 Yr Yes 347.42 91-180 Days G-4 34998.55 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 15704.71 >4 Yr <= 5 Yr No 1138.61 31-90 Days IG-3 16372.00 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 12936.10 >4 Yr <= 5 Yr Yes 1247.30 7-30 Days IG-4 15241.85 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 18585.36 >4 Yr <= 5 Yr No 387.12 <7 Days IG-5 21559.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 6528.46 >4 Yr <= 5 Yr Yes 405.37 31-90 Days IG-6 7139.71 None No Trading