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 11047.76 >2 Yr <= 3 Yr Yes 648.33 91-180 Days E-9 10307.66 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42198.15 >2 Yr <= 3 Yr Yes 1983.07 7-30 Days G-4 39252.85 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30318.88 >2 Yr <= 3 Yr No 1491.18 <7 Days IG-3 26279.58 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15308.23 >2 Yr <= 3 Yr No 51.33 91-180 Days IG-4 13045.26 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39937.68 >2 Yr <= 3 Yr No 1165.90 7-30 Days IG-5 35079.48 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5427.80 >2 Yr <= 3 Yr No 337.40 <7 Days IG-6 6145.86 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17197.84 >2 Yr <= 3 Yr No 863.03 7-30 Days IG-7 16235.47 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11566.53 >2 Yr <= 3 Yr No 571.04 31-90 Days IG-8 12405.88 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18805.12 >2 Yr <= 3 Yr No 339.73 91-180 Days L-1 22394.37 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12727.13 >2 Yr <= 3 Yr No 413.32 7-30 Days L-10 12920.73 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8038.68 >2 Yr <= 3 Yr Yes 193.74 7-30 Days L-11 8781.03 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21356.55 >2 Yr <= 3 Yr No 2021.33 31-90 Days L-2 22052.75 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18303.43 >2 Yr <= 3 Yr Yes 1417.61 91-180 Days L-3 21918.80 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23667.03 >2 Yr <= 3 Yr No 816.44 91-180 Days L-4 28331.57 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9575.59 >2 Yr <= 3 Yr No 339.08 7-30 Days L-5 9528.51 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26560.31 >2 Yr <= 3 Yr No 907.05 91-180 Days L-6 29254.10 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15944.40 >2 Yr <= 3 Yr No 1412.21 31-90 Days L-7 17488.26 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4956.57 >2 Yr <= 3 Yr No 216.16 <7 Days L-8 5113.06 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17082.31 >2 Yr <= 3 Yr Yes 1600.22 31-90 Days L-9 16285.07 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32391.91 >2 Yr <= 3 Yr Yes 2642.29 31-90 Days LC-1 26124.44 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25960.12 >2 Yr <= 3 Yr No 1287.60 <7 Days LC-2 22290.37 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32431.55 >2 Yr <= 3 Yr No 1849.40 91-180 Days N-1 37699.31 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42242.11 >2 Yr <= 3 Yr No 354.31 91-180 Days N-2 43021.35 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17502.76 >2 Yr <= 3 Yr No 252.64 31-90 Days N-3 17453.62 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6627.21 >2 Yr <= 3 Yr Yes 124.61 91-180 Days N-4 7289.39 Partial No Treasury