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 29851.21 >= 1 Yr <= 2 Yr No 2461.39 91-180 Days A-5 25454.26 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36928.97 >= 1 Yr <= 2 Yr Yes 2081.53 7-30 Days CB-1 44140.00 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4853.51 >= 1 Yr <= 2 Yr No 336.36 7-30 Days CB-2 5347.00 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36515.81 >= 1 Yr <= 2 Yr No 119.70 7-30 Days CB-3 31747.68 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15235.32 >= 1 Yr <= 2 Yr No 1186.24 91-180 Days E-1 17563.93 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22407.12 >= 1 Yr <= 2 Yr No 96.69 <7 Days E-2 25856.35 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18424.51 >= 1 Yr <= 2 Yr Yes 79.34 7-30 Days G-1 15097.48 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21419.76 >= 1 Yr <= 2 Yr No 842.78 <7 Days G-2 18592.20 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38117.64 >= 1 Yr <= 2 Yr No 2686.34 91-180 Days G-3 34984.11 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41947.43 >= 1 Yr <= 2 Yr No 839.85 <7 Days IG-1 48475.98 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6284.34 >= 1 Yr <= 2 Yr Yes 366.34 31-90 Days IG-2 5390.98 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13057.79 >= 1 Yr <= 2 Yr Yes 50.21 31-90 Days S-1 10803.04 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9606.87 >= 1 Yr <= 2 Yr No 698.56 31-90 Days S-2 11089.59 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17878.15 >= 1 Yr <= 2 Yr Yes 1752.68 <7 Days S-3 19279.57 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36760.62 >= 1 Yr <= 2 Yr Yes 2433.02 91-180 Days S-4 43375.84 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6454.73 >= 1 Yr <= 2 Yr Yes 104.51 <7 Days S-5 6630.30 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11383.28 >= 1 Yr <= 2 Yr Yes 161.09 7-30 Days S-6 12469.79 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 17534.25 >= 1 Yr <= 2 Yr No 128.18 7-30 Days S-7 19356.65 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30469.70 >2 Yr <= 3 Yr Yes 521.83 7-30 Days A-0-Q 32716.22 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39992.58 >2 Yr <= 3 Yr Yes 1144.64 31-90 Days A-1-Q 42861.34 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32081.46 >2 Yr <= 3 Yr No 97.09 31-90 Days A-2-Q 29729.01 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3901.66 >2 Yr <= 3 Yr No 203.43 7-30 Days A-3-Q 4542.99 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40382.45 >2 Yr <= 3 Yr Yes 3520.35 91-180 Days A-4-Q 38788.86 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23365.35 >2 Yr <= 3 Yr Yes 1481.88 31-90 Days A-5-Q 19979.09 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31153.02 >2 Yr <= 3 Yr Yes 1908.17 7-30 Days CB-1-Q 28114.64 None Yes Liberty International Finance Ltd. Capital Markets