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 32600.86 >= 1 Yr <= 2 Yr No 2703.09 <7 Days L-5 31119.37 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26840.92 >= 1 Yr <= 2 Yr No 1309.13 <7 Days L-6 32023.83 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31173.75 >= 1 Yr <= 2 Yr No 2535.08 7-30 Days L-7 35575.97 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11009.91 >= 1 Yr <= 2 Yr No 209.82 31-90 Days L-8 10461.09 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22476.57 >= 1 Yr <= 2 Yr Yes 393.85 31-90 Days L-9 18972.92 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30993.56 >= 1 Yr <= 2 Yr No 1297.56 7-30 Days LC-1 36367.17 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26410.58 >= 1 Yr <= 2 Yr Yes 279.61 7-30 Days LC-2 22441.71 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40515.62 >= 1 Yr <= 2 Yr No 281.12 <7 Days N-1 45975.49 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26969.17 >= 1 Yr <= 2 Yr No 219.11 91-180 Days N-2 22859.72 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5812.49 >= 1 Yr <= 2 Yr Yes 295.96 31-90 Days N-3 4676.80 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17580.22 >= 1 Yr <= 2 Yr No 1536.27 91-180 Days N-4 20199.40 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37978.15 >= 1 Yr <= 2 Yr No 1766.56 31-90 Days N-5 41067.01 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2883.03 >= 1 Yr <= 2 Yr Yes 273.04 7-30 Days N-6 2479.53 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37148.31 >= 1 Yr <= 2 Yr No 1800.70 <7 Days N-7 41716.55 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11017.65 >= 1 Yr <= 2 Yr No 974.16 31-90 Days P-1 10687.59 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5667.71 >= 1 Yr <= 2 Yr Yes 76.13 31-90 Days P-2 5718.21 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10971.93 >= 1 Yr <= 2 Yr No 566.28 <7 Days S-8 10366.57 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25506.19 >= 1 Yr <= 2 Yr Yes 2499.02 91-180 Days Y-1 24397.58 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1494.79 >= 1 Yr <= 2 Yr No 130.19 <7 Days Y-2 1252.71 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 115.49 >= 1 Yr <= 2 Yr Yes 5.25 7-30 Days Y-3 101.04 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4622.05 >= 1 Yr <= 2 Yr No 276.16 7-30 Days Y-4 4909.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14699.52 >= 1 Yr <= 2 Yr No 941.78 <7 Days Z-1 13718.41 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23829.94 >= 1 Yr <= 2 Yr No 1317.14 31-90 Days A-2 27653.27 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14437.95 >= 1 Yr <= 2 Yr Yes 919.05 31-90 Days A-3 16016.69 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41360.11 >= 1 Yr <= 2 Yr No 497.04 31-90 Days A-4 40094.78 None No Capital Markets