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 42160.85 >4 Yr <= 5 Yr Yes 926.40 7-30 Days A-4-Q 40236.18 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1337.75 >4 Yr <= 5 Yr No 66.55 <7 Days A-5-Q 1488.63 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27964.14 >4 Yr <= 5 Yr No 920.35 31-90 Days CB-1-Q 24405.09 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30761.99 >4 Yr <= 5 Yr No 1660.21 <7 Days CB-2-Q 36765.36 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15532.27 >4 Yr <= 5 Yr Yes 1399.31 31-90 Days S-1-Q 15243.17 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15033.68 >4 Yr <= 5 Yr Yes 1349.36 31-90 Days S-2-Q 17115.97 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6524.23 >4 Yr <= 5 Yr Yes 461.41 31-90 Days S-3-Q 7441.14 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30055.94 >4 Yr <= 5 Yr Yes 2184.79 91-180 Days S-4-Q 29933.89 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8181.50 >4 Yr <= 5 Yr No 527.75 31-90 Days CB-3-Q 9075.60 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42319.26 >4 Yr <= 5 Yr No 3860.67 31-90 Days G-1-Q 38736.03 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6497.96 >4 Yr <= 5 Yr Yes 238.87 31-90 Days G-2-Q 5890.39 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16064.16 >4 Yr <= 5 Yr No 883.55 91-180 Days G-3-Q 13665.99 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36369.38 >4 Yr <= 5 Yr Yes 1848.85 7-30 Days S-5-Q 29879.01 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11329.78 >4 Yr <= 5 Yr Yes 285.98 <7 Days S-6-Q 11729.06 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34963.10 >4 Yr <= 5 Yr No 755.52 31-90 Days S-7-Q 35695.73 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4515.08 >4 Yr <= 5 Yr Yes 101.91 <7 Days E-1-Q 3970.13 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40031.79 >4 Yr <= 5 Yr No 1280.22 7-30 Days E-2-Q 36775.17 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2881.26 >4 Yr <= 5 Yr Yes 8.46 7-30 Days IG-1-Q 2653.98 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26184.40 >4 Yr <= 5 Yr Yes 369.95 91-180 Days IG-2-Q 22426.82 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42455.32 >4 Yr <= 5 Yr No 1794.40 <7 Days C-1 40171.78 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38679.40 >4 Yr <= 5 Yr Yes 1510.72 <7 Days CB-4 38723.19 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3854.01 >4 Yr <= 5 Yr No 277.53 <7 Days E-10 3181.51 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6682.59 >4 Yr <= 5 Yr No 652.96 31-90 Days E-3 7467.80 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19377.28 >4 Yr <= 5 Yr No 1659.38 <7 Days E-4 18819.23 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23827.64 >4 Yr <= 5 Yr Yes 2054.86 <7 Days E-5 24984.55 None Yes Liberty Mortgage Services Corp. Wholesale Lending