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 29965.57 Day 27 No 942.05 91-180 Days S-8 25000.88 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35218.81 Day 27 No 439.57 <7 Days Y-1 33083.82 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9463.84 Day 27 No 98.32 31-90 Days Y-2 10450.78 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19481.38 Day 27 No 1533.29 91-180 Days Y-3 21895.49 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42938.98 Day 27 Yes 852.64 7-30 Days Y-4 43913.71 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29227.34 Day 27 Yes 993.80 91-180 Days Z-1 33607.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28829.63 Day 27 No 168.09 91-180 Days A-2 28908.55 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10911.56 Day 27 No 401.56 91-180 Days A-3 8788.43 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26011.37 Day 27 Yes 429.03 <7 Days A-4 25755.11 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26594.50 Day 27 No 124.66 7-30 Days A-5 29585.47 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6201.96 Day 27 No 138.11 31-90 Days CB-1 7098.92 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43834.46 Day 27 No 1172.15 31-90 Days CB-2 37914.28 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21473.92 Day 27 Yes 737.60 7-30 Days CB-3 22107.54 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36707.35 Day 27 Yes 1233.50 7-30 Days E-1 38335.97 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4234.39 Day 27 No 359.95 31-90 Days E-2 3559.28 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40138.20 Day 27 Yes 184.86 91-180 Days G-1 39942.51 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23655.32 Day 27 Yes 447.14 <7 Days G-2 23752.63 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8584.19 Day 27 Yes 222.55 7-30 Days G-3 7997.28 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18573.90 Day 27 Yes 1305.80 7-30 Days IG-1 20964.88 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33162.44 Day 27 Yes 2860.87 <7 Days IG-2 34905.97 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6030.98 Day 27 Yes 462.24 <7 Days S-1 4925.76 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27102.38 Day 27 No 1520.15 91-180 Days S-2 32454.12 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37308.77 Day 27 Yes 2791.83 7-30 Days S-3 43565.62 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 978.46 Day 27 Yes 67.48 31-90 Days S-4 844.04 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2127.25 Day 27 No 32.84 7-30 Days S-5 2362.65 None Yes Liberty Capital Markets Inc. Wholesale Lending