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) Non-Regulated Fund No 16932.84 Day 22 No 622.90 <7 Days S-1 15736.70 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18610.55 Day 22 Yes 1077.58 31-90 Days S-2 18751.51 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34585.70 Day 22 No 2588.15 7-30 Days S-3 30460.92 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14906.72 Day 22 No 1347.55 31-90 Days S-4 17631.37 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 482.31 Day 22 Yes 5.83 91-180 Days S-5 398.28 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14496.79 Day 22 Yes 855.87 91-180 Days S-6 12833.90 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3725.49 Day 22 No 127.16 91-180 Days S-7 4078.18 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14729.03 Day 23 No 1014.83 91-180 Days A-0-Q 14466.10 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7893.58 Day 23 No 212.47 7-30 Days A-1-Q 7468.64 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40126.43 Day 23 No 1750.70 7-30 Days A-2-Q 47329.68 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1216.85 Day 23 Yes 43.72 7-30 Days A-3-Q 1145.28 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20251.66 Day 23 Yes 205.95 <7 Days A-4-Q 20602.92 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37850.28 Day 23 Yes 220.13 31-90 Days A-5-Q 41617.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5315.50 Day 23 No 114.10 91-180 Days CB-1-Q 5994.02 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28050.52 Day 23 Yes 2384.51 31-90 Days CB-2-Q 31762.28 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32515.02 Day 23 Yes 442.76 7-30 Days S-1-Q 28239.72 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36554.77 Day 23 No 1954.66 31-90 Days S-2-Q 41789.30 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5426.57 Day 23 Yes 387.80 <7 Days S-3-Q 4745.25 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27851.76 Day 23 Yes 2263.01 31-90 Days S-4-Q 22348.70 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30661.00 Day 23 Yes 242.58 7-30 Days CB-3-Q 31524.95 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35042.56 Day 23 Yes 3331.07 <7 Days G-1-Q 39807.85 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16004.74 Day 23 Yes 260.29 91-180 Days G-2-Q 15885.61 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41904.57 Day 23 Yes 3828.33 31-90 Days G-3-Q 36483.76 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17163.21 Day 23 No 376.18 <7 Days S-5-Q 15354.01 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34317.23 Day 23 Yes 1295.32 7-30 Days S-6-Q 39688.85 Full Yes Liberty International Finance Ltd. Capital Markets