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 Yes 22791.79 Day 31 No 338.72 7-30 Days IG-2 26812.56 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20933.85 Day 31 No 450.98 7-30 Days S-1 25025.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 65.02 Day 31 No 0.67 91-180 Days S-2 66.77 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25007.51 Day 31 Yes 2239.52 91-180 Days S-3 28082.45 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20932.10 Day 31 Yes 1900.26 <7 Days S-4 23446.73 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40852.04 Day 31 No 3460.40 91-180 Days S-5 39675.10 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35318.20 Day 31 Yes 2267.32 31-90 Days S-6 40414.37 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37526.17 Day 31 Yes 0.95 91-180 Days S-7 33886.74 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31430.91 Day 32 No 1492.06 31-90 Days A-0-Q 31825.38 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37831.41 Day 32 Yes 2010.69 7-30 Days A-1-Q 44920.48 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23812.18 Day 32 No 390.21 91-180 Days A-2-Q 19288.86 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39699.64 Day 32 Yes 57.07 91-180 Days A-3-Q 47539.93 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17155.67 Day 32 No 447.92 <7 Days A-4-Q 19689.79 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11600.96 Day 32 No 1046.42 91-180 Days A-5-Q 10927.97 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2026.83 Day 32 No 140.01 31-90 Days CB-1-Q 2091.63 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18096.62 Day 32 Yes 1245.51 7-30 Days CB-2-Q 20238.22 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 8739.70 Day 32 Yes 301.93 91-180 Days S-1-Q 7043.62 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2148.32 Day 32 No 31.45 7-30 Days S-2-Q 1882.78 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9410.75 Day 32 No 143.42 31-90 Days S-3-Q 10448.65 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19175.82 Day 32 No 436.43 31-90 Days S-4-Q 16243.82 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6351.81 Day 32 Yes 356.99 7-30 Days CB-3-Q 5920.22 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42132.43 Day 32 Yes 3555.21 91-180 Days G-1-Q 40931.69 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34858.05 Day 32 Yes 162.07 91-180 Days G-2-Q 40865.40 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 11510.63 Day 32 Yes 750.32 <7 Days G-3-Q 10298.99 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28243.63 Day 32 No 2551.55 <7 Days S-5-Q 27440.32 Partial No Treasury