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
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43916.94 271 - 364 Days No 1949.00 31-90 Days S-4 35326.32 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13126.73 271 - 364 Days No 246.71 7-30 Days S-5 12943.56 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16386.30 271 - 364 Days Yes 1436.53 31-90 Days S-6 13252.53 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43944.55 271 - 364 Days No 621.86 31-90 Days S-7 39631.49 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7712.65 >= 1 Yr <= 2 Yr No 755.86 7-30 Days A-0-Q 6966.63 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2593.43 >= 1 Yr <= 2 Yr No 116.22 <7 Days A-1-Q 2511.68 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11052.59 >= 1 Yr <= 2 Yr No 401.38 7-30 Days A-2-Q 11096.24 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25225.40 >= 1 Yr <= 2 Yr Yes 2066.79 <7 Days A-3-Q 26823.20 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4216.44 >= 1 Yr <= 2 Yr Yes 274.52 31-90 Days A-4-Q 4805.54 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11296.80 >= 1 Yr <= 2 Yr No 865.99 91-180 Days A-5-Q 11549.33 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13720.15 >= 1 Yr <= 2 Yr No 759.45 7-30 Days CB-1-Q 11293.86 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23478.44 >= 1 Yr <= 2 Yr Yes 190.50 91-180 Days CB-2-Q 22478.59 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36304.71 >= 1 Yr <= 2 Yr Yes 1738.81 31-90 Days S-1-Q 37769.36 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 92.63 >= 1 Yr <= 2 Yr Yes 2.57 <7 Days S-2-Q 100.59 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38663.56 >= 1 Yr <= 2 Yr No 62.72 <7 Days S-3-Q 39602.79 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41408.24 >= 1 Yr <= 2 Yr No 1624.84 91-180 Days S-4-Q 39697.41 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26983.25 >= 1 Yr <= 2 Yr Yes 764.18 7-30 Days CB-3-Q 30379.71 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36773.38 >= 1 Yr <= 2 Yr Yes 1880.92 31-90 Days G-1-Q 35715.71 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13308.58 >= 1 Yr <= 2 Yr No 824.08 31-90 Days G-2-Q 10894.21 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19007.85 >= 1 Yr <= 2 Yr Yes 1292.08 31-90 Days G-3-Q 21563.86 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21752.54 >= 1 Yr <= 2 Yr Yes 6.63 91-180 Days S-5-Q 20670.98 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26913.05 >= 1 Yr <= 2 Yr Yes 1848.05 31-90 Days S-6-Q 26374.23 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26595.93 >= 1 Yr <= 2 Yr Yes 1847.10 91-180 Days S-7-Q 25546.64 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17509.86 >= 1 Yr <= 2 Yr Yes 980.85 31-90 Days E-1-Q 19903.41 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16224.68 >= 1 Yr <= 2 Yr Yes 867.17 <7 Days E-2-Q 13489.67 None Yes Liberty International Finance Ltd. Treasury