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 25608.82 Day 37 Yes 369.51 91-180 Days CB-1 24603.36 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33519.73 Day 37 No 1340.77 7-30 Days CB-2 37646.65 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42958.04 Day 37 Yes 1928.25 31-90 Days CB-3 44273.62 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34427.95 Day 37 Yes 2176.44 31-90 Days E-1 32931.48 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 43969.43 Day 37 Yes 4023.26 31-90 Days E-2 46636.48 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28611.53 Day 37 No 2608.47 31-90 Days G-1 27711.13 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18370.92 Day 37 Yes 532.89 31-90 Days G-2 19492.17 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40456.25 Day 37 Yes 1173.94 <7 Days G-3 42515.46 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39893.76 Day 37 Yes 3946.18 31-90 Days IG-1 36335.67 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15744.78 Day 37 No 1388.44 <7 Days IG-2 15249.06 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1208.09 Day 37 Yes 82.03 91-180 Days S-1 1144.95 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 935.61 Day 37 Yes 21.71 <7 Days S-2 1037.27 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13654.49 Day 37 Yes 515.42 91-180 Days S-3 11320.54 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11718.18 Day 37 No 430.54 31-90 Days S-4 10895.44 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19714.07 Day 37 No 741.42 91-180 Days S-5 16332.75 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33994.88 Day 37 Yes 2330.30 31-90 Days S-6 28453.80 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2239.72 Day 37 Yes 122.87 91-180 Days S-7 2044.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33556.39 Day 38 No 780.21 31-90 Days A-0-Q 34405.41 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13457.89 Day 38 No 648.43 7-30 Days A-1-Q 13615.35 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19598.59 Day 38 No 1340.21 <7 Days A-2-Q 20313.74 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43697.99 Day 38 No 2252.08 7-30 Days A-3-Q 50578.75 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41177.72 Day 38 No 881.14 31-90 Days A-4-Q 41357.69 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28350.85 Day 38 Yes 2268.43 31-90 Days A-5-Q 31067.87 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32739.48 Day 38 Yes 1520.71 31-90 Days CB-1-Q 36384.80 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15944.44 Day 38 No 272.33 7-30 Days CB-2-Q 16179.80 None No Treasury