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 Yes 14771.48 >2 Yr <= 3 Yr Yes 305.36 91-180 Days CB-2-Q 14610.21 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33954.09 >2 Yr <= 3 Yr Yes 814.84 7-30 Days S-1-Q 37618.88 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10710.03 >2 Yr <= 3 Yr Yes 728.41 <7 Days S-2-Q 10778.07 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6305.24 >2 Yr <= 3 Yr Yes 190.42 <7 Days S-3-Q 7387.52 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33287.96 >2 Yr <= 3 Yr Yes 446.08 7-30 Days S-4-Q 34647.01 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14775.96 >2 Yr <= 3 Yr Yes 1435.76 91-180 Days CB-3-Q 12440.30 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28873.85 >2 Yr <= 3 Yr Yes 2855.49 <7 Days G-1-Q 26211.83 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4868.02 >2 Yr <= 3 Yr No 232.10 <7 Days G-2-Q 4162.52 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18604.77 >2 Yr <= 3 Yr No 933.19 91-180 Days G-3-Q 20461.71 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40052.81 >2 Yr <= 3 Yr No 2900.87 <7 Days S-5-Q 48025.90 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 252.84 >2 Yr <= 3 Yr No 14.45 <7 Days S-6-Q 264.13 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3631.75 >2 Yr <= 3 Yr Yes 57.80 <7 Days S-7-Q 4274.68 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41664.19 >2 Yr <= 3 Yr No 3015.23 31-90 Days E-1-Q 46136.83 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17344.21 >2 Yr <= 3 Yr Yes 1338.96 7-30 Days E-2-Q 17713.33 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8410.52 >2 Yr <= 3 Yr No 83.25 31-90 Days IG-1-Q 7270.04 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43345.32 >2 Yr <= 3 Yr No 2820.51 91-180 Days IG-2-Q 51566.16 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23874.95 >2 Yr <= 3 Yr No 433.98 7-30 Days C-1 21904.94 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17140.84 >2 Yr <= 3 Yr Yes 417.58 91-180 Days CB-4 15371.76 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36080.81 >2 Yr <= 3 Yr No 1365.57 <7 Days E-10 30387.01 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42574.34 >2 Yr <= 3 Yr No 3973.03 7-30 Days E-3 42682.18 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12946.59 >2 Yr <= 3 Yr Yes 456.83 91-180 Days E-4 13335.34 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4714.08 >2 Yr <= 3 Yr Yes 319.82 91-180 Days E-5 5516.39 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19034.63 >2 Yr <= 3 Yr No 1810.56 7-30 Days E-6 16499.36 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35147.98 >2 Yr <= 3 Yr Yes 1832.65 91-180 Days E-7 41202.42 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36491.44 >2 Yr <= 3 Yr Yes 711.30 31-90 Days E-8 42888.58 Full Yes Liberty International Finance Ltd. Treasury