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 41095.16 Day 51 No 2062.21 91-180 Days E-3 40853.75 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21463.41 Day 51 Yes 1979.66 31-90 Days E-4 18797.06 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28307.02 Day 51 Yes 2099.45 <7 Days E-5 29251.54 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13915.88 Day 51 Yes 344.52 7-30 Days E-6 14559.19 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 760.14 Day 51 No 21.24 <7 Days E-7 809.22 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42464.12 Day 51 No 1147.10 7-30 Days E-8 50164.73 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37895.94 Day 51 No 690.27 31-90 Days E-9 44752.52 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 17699.30 Day 51 Yes 697.41 91-180 Days G-4 14323.11 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33006.45 Day 51 Yes 2127.23 <7 Days IG-3 34983.30 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33672.81 Day 51 No 1234.66 7-30 Days IG-4 30786.88 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16688.85 Day 51 No 1293.38 31-90 Days IG-5 19950.03 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26353.09 Day 51 No 771.88 31-90 Days IG-6 21533.69 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36830.00 Day 51 Yes 1343.61 7-30 Days IG-7 40318.45 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36843.50 Day 51 Yes 1387.37 <7 Days IG-8 33105.82 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27322.89 Day 51 Yes 1402.58 7-30 Days L-1 28101.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24510.44 Day 51 Yes 98.14 7-30 Days L-10 28463.58 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16676.02 Day 51 Yes 99.60 7-30 Days L-11 19895.20 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39152.06 Day 51 Yes 1806.50 91-180 Days L-2 34515.42 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39946.64 Day 51 No 3671.72 31-90 Days L-3 35124.38 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 42171.05 Day 51 Yes 208.50 <7 Days L-4 35597.05 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 13865.40 Day 51 No 33.25 7-30 Days L-5 15948.67 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40843.93 Day 51 Yes 1182.84 91-180 Days L-6 36025.94 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34869.25 Day 51 Yes 838.89 7-30 Days L-7 28004.16 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 539.72 Day 51 Yes 24.06 <7 Days L-8 461.73 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33678.33 Day 51 Yes 3082.64 91-180 Days L-9 28099.86 Full No Investment Banking