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 700.67 Day 40 Yes 64.20 91-180 Days A-5-Q 726.53 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17945.60 Day 40 No 983.69 31-90 Days CB-1-Q 20767.91 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27255.41 Day 40 Yes 1968.18 <7 Days CB-2-Q 32021.28 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38231.00 Day 40 No 3469.06 91-180 Days S-1-Q 42251.94 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3705.28 Day 40 No 333.43 91-180 Days S-2-Q 3294.20 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33906.35 Day 40 No 1750.10 31-90 Days S-3-Q 40539.96 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18655.06 Day 40 No 1527.75 31-90 Days S-4-Q 20777.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34353.06 Day 40 No 1335.43 91-180 Days CB-3-Q 30456.86 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6616.13 Day 40 No 209.60 91-180 Days G-1-Q 5377.37 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7633.22 Day 40 No 415.95 31-90 Days G-2-Q 6830.81 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8057.99 Day 40 Yes 637.33 7-30 Days G-3-Q 7644.34 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18678.76 Day 40 Yes 94.28 91-180 Days S-5-Q 17934.24 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12131.24 Day 40 No 575.55 7-30 Days S-6-Q 13006.33 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35843.75 Day 40 No 167.41 <7 Days S-7-Q 42243.74 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22753.13 Day 40 No 1943.98 7-30 Days E-1-Q 18718.13 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15447.92 Day 40 Yes 151.58 <7 Days E-2-Q 14660.38 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32175.02 Day 40 Yes 2345.20 31-90 Days IG-1-Q 37020.95 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4111.99 Day 40 No 344.99 31-90 Days IG-2-Q 4294.65 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21871.03 Day 40 Yes 399.12 <7 Days C-1 20570.74 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36093.09 Day 40 No 761.04 <7 Days CB-4 42630.76 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26559.23 Day 40 Yes 850.20 91-180 Days E-10 27182.93 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23948.74 Day 40 Yes 1837.90 7-30 Days E-3 21557.09 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21929.19 Day 40 Yes 1997.56 7-30 Days E-4 18285.76 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17088.15 Day 40 Yes 902.26 91-180 Days E-5 15041.15 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39888.77 Day 40 Yes 1243.93 91-180 Days E-6 40875.83 None No Capital Markets