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 38883.97 Day 52 Yes 2888.98 7-30 Days S-6 33297.55 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25166.59 Day 52 No 470.66 7-30 Days S-7 23811.29 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 5280.33 Day 53 No 353.79 31-90 Days A-0-Q 5300.06 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40505.77 Day 53 Yes 2301.12 <7 Days A-1-Q 40642.95 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 9213.37 Day 53 No 567.93 31-90 Days A-2-Q 10117.89 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36422.23 Day 53 No 917.27 <7 Days A-3-Q 36147.50 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19444.31 Day 53 Yes 437.44 7-30 Days A-4-Q 18918.55 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13432.54 Day 53 No 527.00 7-30 Days A-5-Q 14009.21 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23281.47 Day 53 No 2002.63 <7 Days CB-1-Q 24036.68 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 3125.69 Day 53 No 111.52 <7 Days CB-2-Q 3468.91 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24778.64 Day 53 Yes 1710.83 <7 Days S-1-Q 25998.85 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11273.49 Day 53 No 774.92 <7 Days S-2-Q 10701.99 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9584.28 Day 53 No 326.65 91-180 Days S-3-Q 8888.99 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38137.89 Day 53 Yes 1996.61 7-30 Days S-4-Q 34851.65 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41807.31 Day 53 Yes 3635.27 31-90 Days CB-3-Q 48175.47 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42691.68 Day 53 Yes 1469.29 31-90 Days G-1-Q 47530.63 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7881.84 Day 53 Yes 786.14 31-90 Days G-2-Q 6348.98 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3033.82 Day 53 No 265.26 <7 Days G-3-Q 2645.46 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23552.71 Day 53 No 1114.77 31-90 Days S-5-Q 22095.18 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17680.58 Day 53 No 690.27 <7 Days S-6-Q 19299.93 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9595.23 Day 53 Yes 647.06 91-180 Days S-7-Q 8317.74 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27721.16 Day 53 No 2546.59 91-180 Days E-1-Q 32832.40 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12463.51 Day 53 Yes 752.13 91-180 Days E-2-Q 11506.40 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 35539.75 Day 53 Yes 489.96 7-30 Days IG-1-Q 42538.03 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34178.90 Day 53 Yes 566.86 7-30 Days IG-2-Q 32325.27 Partial No Capital Markets