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 36172.18 >4 Yr <= 5 Yr Yes 3039.07 7-30 Days N-2 42067.03 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16697.17 >4 Yr <= 5 Yr No 741.39 <7 Days N-3 19797.91 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10758.10 >4 Yr <= 5 Yr Yes 628.15 <7 Days N-4 11425.14 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 555.32 >4 Yr <= 5 Yr Yes 13.12 <7 Days N-5 491.63 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23384.37 >4 Yr <= 5 Yr Yes 1889.41 91-180 Days N-6 25585.05 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34997.44 >4 Yr <= 5 Yr Yes 2909.58 <7 Days N-7 40272.79 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19597.93 >4 Yr <= 5 Yr Yes 263.48 7-30 Days P-1 22210.81 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29229.93 >4 Yr <= 5 Yr Yes 2358.57 7-30 Days P-2 25107.59 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37581.74 >4 Yr <= 5 Yr No 3441.25 31-90 Days S-8 41298.78 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28857.10 >4 Yr <= 5 Yr Yes 637.77 <7 Days Y-1 28043.92 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21751.50 >4 Yr <= 5 Yr No 2070.01 31-90 Days Y-2 18322.74 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41740.90 >4 Yr <= 5 Yr Yes 1629.58 91-180 Days Y-3 34217.08 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30168.23 >4 Yr <= 5 Yr No 2336.54 <7 Days Y-4 25605.04 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12100.01 >4 Yr <= 5 Yr No 233.94 7-30 Days Z-1 9864.29 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22136.22 >4 Yr <= 5 Yr Yes 1859.38 31-90 Days A-2 25382.25 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22585.41 >4 Yr <= 5 Yr No 1567.72 91-180 Days A-3 19163.50 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40618.17 >4 Yr <= 5 Yr Yes 2000.89 31-90 Days A-4 34324.04 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34825.43 >4 Yr <= 5 Yr Yes 2190.48 31-90 Days A-5 37645.07 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12842.47 >4 Yr <= 5 Yr No 708.60 <7 Days CB-1 12839.45 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24447.83 >4 Yr <= 5 Yr Yes 1977.44 91-180 Days CB-2 20094.87 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31372.58 >4 Yr <= 5 Yr No 2925.70 91-180 Days CB-3 34009.21 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40379.48 >4 Yr <= 5 Yr No 1066.80 31-90 Days E-1 40155.13 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6064.10 >4 Yr <= 5 Yr No 452.17 7-30 Days E-2 5871.71 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6969.50 >4 Yr <= 5 Yr Yes 272.84 <7 Days G-1 6613.27 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12264.08 >4 Yr <= 5 Yr Yes 373.76 7-30 Days G-2 10552.28 Full No Treasury