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 37614.04 >= 1 Yr <= 2 Yr No 2406.85 7-30 Days IG-1-Q 32123.09 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24456.97 >= 1 Yr <= 2 Yr No 2263.87 7-30 Days IG-2-Q 22187.00 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16615.59 >= 1 Yr <= 2 Yr No 1335.37 91-180 Days C-1 16266.89 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17539.26 >= 1 Yr <= 2 Yr No 588.63 <7 Days CB-4 17315.52 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40679.80 >= 1 Yr <= 2 Yr Yes 34.57 31-90 Days E-10 39772.82 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23326.42 >= 1 Yr <= 2 Yr Yes 2214.54 <7 Days E-3 25101.09 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36448.35 >= 1 Yr <= 2 Yr No 3173.58 31-90 Days E-4 42792.30 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7338.99 >= 1 Yr <= 2 Yr Yes 146.09 7-30 Days E-5 6105.32 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13916.43 >= 1 Yr <= 2 Yr No 1031.97 7-30 Days E-6 12300.05 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17454.58 >= 1 Yr <= 2 Yr No 1382.18 31-90 Days E-7 19918.21 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26094.32 >= 1 Yr <= 2 Yr No 362.88 7-30 Days E-8 25151.42 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25029.19 >= 1 Yr <= 2 Yr No 1152.01 31-90 Days E-9 28440.91 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30642.70 >= 1 Yr <= 2 Yr No 372.89 7-30 Days G-4 29596.93 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 19943.84 >= 1 Yr <= 2 Yr Yes 1892.37 <7 Days IG-3 16679.98 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7768.36 >= 1 Yr <= 2 Yr Yes 193.20 91-180 Days IG-4 6231.19 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11338.67 >= 1 Yr <= 2 Yr No 376.81 31-90 Days IG-5 11666.87 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38706.57 >= 1 Yr <= 2 Yr Yes 3743.95 31-90 Days IG-6 41262.36 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29446.58 >= 1 Yr <= 2 Yr Yes 2944.27 7-30 Days IG-7 24698.48 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17533.00 >= 1 Yr <= 2 Yr Yes 1607.55 91-180 Days IG-8 19814.35 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18421.28 >= 1 Yr <= 2 Yr No 1493.76 7-30 Days L-1 20872.80 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18747.63 >= 1 Yr <= 2 Yr Yes 1385.51 91-180 Days L-10 18760.05 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5475.85 >= 1 Yr <= 2 Yr Yes 434.92 31-90 Days L-11 5967.74 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25185.47 >= 1 Yr <= 2 Yr Yes 8.85 <7 Days L-2 23003.30 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4883.67 >= 1 Yr <= 2 Yr No 173.04 7-30 Days L-3 5660.30 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16112.24 >= 1 Yr <= 2 Yr Yes 823.31 <7 Days L-4 17134.22 None No Treasury