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 42279.55 >4 Yr <= 5 Yr Yes 2347.41 <7 Days Y-1 34617.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 20788.65 >4 Yr <= 5 Yr Yes 2011.40 <7 Days Y-2 23744.23 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 12776.67 >4 Yr <= 5 Yr Yes 494.27 7-30 Days Y-3 12718.42 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 1214.88 >4 Yr <= 5 Yr Yes 11.83 7-30 Days Y-4 1014.29 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 27752.47 >4 Yr <= 5 Yr Yes 2670.11 7-30 Days Z-1 30661.87 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 28745.61 >4 Yr <= 5 Yr Yes 2324.99 <7 Days A-2 30445.59 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 222.48 >4 Yr <= 5 Yr No 19.73 31-90 Days A-3 222.09 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 39381.06 >4 Yr <= 5 Yr No 3856.91 7-30 Days A-4 34394.63 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 41153.32 >4 Yr <= 5 Yr No 2710.11 7-30 Days A-5 38857.19 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 34086.51 >4 Yr <= 5 Yr No 770.50 91-180 Days CB-1 30508.62 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 1777.48 >4 Yr <= 5 Yr No 170.35 7-30 Days CB-2 1827.88 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 29788.15 >4 Yr <= 5 Yr No 1970.87 91-180 Days CB-3 24901.17 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 29270.83 >4 Yr <= 5 Yr No 1824.16 7-30 Days E-1 26522.72 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 22745.32 >4 Yr <= 5 Yr No 2255.74 31-90 Days E-2 20771.19 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 41809.00 >4 Yr <= 5 Yr Yes 197.18 31-90 Days G-1 42249.41 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 7755.60 >4 Yr <= 5 Yr No 446.01 91-180 Days G-2 7963.29 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 35592.49 >4 Yr <= 5 Yr No 2289.88 31-90 Days G-3 40734.48 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 32321.36 >4 Yr <= 5 Yr Yes 1585.56 91-180 Days IG-1 38649.90 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 18798.46 >4 Yr <= 5 Yr Yes 1674.54 <7 Days IG-2 21884.27 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 8014.23 >4 Yr <= 5 Yr No 20.34 <7 Days S-1 7314.22 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 10082.26 >4 Yr <= 5 Yr No 625.73 7-30 Days S-2 10324.63 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 8569.94 >4 Yr <= 5 Yr Yes 91.26 <7 Days S-3 9950.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 41103.75 >4 Yr <= 5 Yr No 1781.27 7-30 Days S-4 33555.57 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 17868.87 >4 Yr <= 5 Yr No 1730.81 <7 Days S-5 15971.88 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 26377.01 >4 Yr <= 5 Yr Yes 170.97 91-180 Days S-6 27126.90 Partial No Trading