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 15295.26 >3 Yr <= 4 Yr Yes 680.48 <7 Days A-2 13624.58 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5567.98 >3 Yr <= 4 Yr Yes 502.27 91-180 Days A-3 5008.15 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27419.99 >3 Yr <= 4 Yr No 406.26 31-90 Days A-4 27446.20 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43130.87 >3 Yr <= 4 Yr No 2449.96 7-30 Days A-5 37043.03 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23889.18 >3 Yr <= 4 Yr No 1636.32 31-90 Days CB-1 21691.56 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35543.63 >3 Yr <= 4 Yr No 3336.32 91-180 Days CB-2 29196.62 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19344.48 >3 Yr <= 4 Yr Yes 370.83 91-180 Days CB-3 22433.14 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39217.85 >3 Yr <= 4 Yr Yes 888.03 <7 Days E-1 38983.70 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24354.91 >3 Yr <= 4 Yr Yes 1726.39 7-30 Days E-2 23638.77 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7020.89 >3 Yr <= 4 Yr No 174.43 <7 Days G-1 8210.36 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3260.61 >3 Yr <= 4 Yr Yes 265.00 7-30 Days G-2 3161.37 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3178.86 >3 Yr <= 4 Yr No 52.18 <7 Days G-3 3589.80 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2582.66 >3 Yr <= 4 Yr No 80.67 31-90 Days IG-1 2958.43 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42576.62 >3 Yr <= 4 Yr No 3047.31 7-30 Days IG-2 47270.38 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6260.46 >3 Yr <= 4 Yr Yes 376.17 31-90 Days S-1 6472.89 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 38821.72 >3 Yr <= 4 Yr No 2986.37 91-180 Days S-2 45339.84 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 43718.26 >3 Yr <= 4 Yr Yes 3215.21 31-90 Days S-3 41391.43 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24959.30 >3 Yr <= 4 Yr No 99.47 31-90 Days S-4 24046.26 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1975.49 >3 Yr <= 4 Yr Yes 151.96 31-90 Days S-5 2160.10 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8002.82 >3 Yr <= 4 Yr No 45.43 7-30 Days S-6 6587.98 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36004.37 >3 Yr <= 4 Yr Yes 2795.69 <7 Days S-7 42407.76 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21509.18 >4 Yr <= 5 Yr No 433.72 31-90 Days A-0-Q 18189.89 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25420.02 >4 Yr <= 5 Yr Yes 2256.61 7-30 Days A-1-Q 26322.46 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39847.07 >4 Yr <= 5 Yr No 1207.18 91-180 Days A-2-Q 41457.69 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17011.10 >4 Yr <= 5 Yr No 456.13 31-90 Days A-3-Q 19017.59 Partial No Capital Markets