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 34283.72 >4 Yr <= 5 Yr No 1905.12 7-30 Days E-6 38496.47 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3579.39 >4 Yr <= 5 Yr No 89.03 31-90 Days E-7 3083.39 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35071.67 >4 Yr <= 5 Yr Yes 532.60 31-90 Days E-8 32359.82 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40388.49 >4 Yr <= 5 Yr Yes 3105.92 91-180 Days E-9 39927.83 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15787.47 >4 Yr <= 5 Yr No 579.35 <7 Days G-4 12716.91 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39.77 >4 Yr <= 5 Yr No 0.40 <7 Days IG-3 32.81 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27856.36 >4 Yr <= 5 Yr Yes 946.83 31-90 Days IG-4 29820.83 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42594.92 >4 Yr <= 5 Yr No 3730.48 <7 Days IG-5 38007.49 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18448.55 >4 Yr <= 5 Yr Yes 1623.12 <7 Days IG-6 19493.37 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37356.64 >4 Yr <= 5 Yr Yes 368.50 31-90 Days IG-7 43433.25 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6877.56 >4 Yr <= 5 Yr Yes 396.24 31-90 Days IG-8 6588.39 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13727.41 >4 Yr <= 5 Yr No 933.14 7-30 Days L-1 14444.14 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33288.70 >4 Yr <= 5 Yr No 1877.97 31-90 Days L-10 38967.10 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41836.42 >4 Yr <= 5 Yr No 1862.96 91-180 Days L-11 45759.37 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1047.81 >4 Yr <= 5 Yr No 46.70 31-90 Days L-2 1223.55 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31211.33 >4 Yr <= 5 Yr No 1343.77 91-180 Days L-3 31510.55 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1542.75 >4 Yr <= 5 Yr No 60.39 <7 Days L-4 1398.96 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10469.70 >4 Yr <= 5 Yr Yes 661.95 31-90 Days L-5 9649.71 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27175.79 >4 Yr <= 5 Yr Yes 1431.95 7-30 Days L-6 26748.89 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 882.03 >4 Yr <= 5 Yr No 54.17 31-90 Days L-7 908.47 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33486.95 >4 Yr <= 5 Yr Yes 5.51 7-30 Days L-8 33280.54 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6776.89 >4 Yr <= 5 Yr Yes 563.47 <7 Days L-9 6348.21 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19461.64 >4 Yr <= 5 Yr No 1813.03 7-30 Days LC-1 22191.90 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22623.09 >4 Yr <= 5 Yr Yes 1226.19 91-180 Days LC-2 22055.97 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13914.20 >4 Yr <= 5 Yr No 1221.12 91-180 Days N-1 12090.04 Full Yes Liberty International Finance Ltd. Investment Banking