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 14581.92 Day 38 No 1246.67 <7 Days S-2 13721.48 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11461.62 Day 38 Yes 211.67 31-90 Days S-3 10197.54 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12129.07 Day 38 Yes 1178.63 91-180 Days S-4 9800.18 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39277.42 Day 38 No 1487.13 7-30 Days S-5 37989.61 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26040.01 Day 38 No 1283.09 <7 Days S-6 27978.71 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 43956.37 Day 38 Yes 462.04 7-30 Days S-7 45870.94 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24367.43 Day 39 Yes 157.47 91-180 Days A-0-Q 29041.51 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38658.01 Day 39 No 147.90 31-90 Days A-1-Q 32893.49 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39021.36 Day 39 No 1610.09 7-30 Days A-2-Q 33022.41 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41746.84 Day 39 Yes 156.54 7-30 Days A-3-Q 39162.42 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16406.45 Day 39 No 1461.44 <7 Days A-4-Q 15418.06 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11488.52 Day 39 Yes 500.78 <7 Days A-5-Q 10765.56 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41349.40 Day 39 No 963.52 7-30 Days CB-1-Q 44715.75 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30907.10 Day 39 No 856.72 <7 Days CB-2-Q 36971.10 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40888.89 Day 39 No 350.26 7-30 Days S-1-Q 46758.99 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11549.16 Day 39 No 56.65 <7 Days S-2-Q 12582.39 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17886.75 Day 39 Yes 1115.71 91-180 Days S-3-Q 14968.79 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29938.55 Day 39 Yes 2553.29 7-30 Days S-4-Q 28155.72 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2253.52 Day 39 No 14.69 31-90 Days CB-3-Q 2362.56 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29277.30 Day 39 No 2490.38 91-180 Days G-1-Q 29013.84 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14887.71 Day 39 Yes 901.03 <7 Days G-2-Q 17051.06 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43465.06 Day 39 Yes 1161.60 <7 Days G-3-Q 47468.62 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34253.51 Day 39 Yes 2867.70 31-90 Days S-5-Q 38169.08 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33781.26 Day 39 Yes 2855.81 31-90 Days S-6-Q 37609.60 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13944.60 Day 39 Yes 365.02 7-30 Days S-7-Q 15776.08 None Yes Liberty Wealth Management LLC Investment Banking