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 35679.69 Day 54 No 208.94 <7 Days S-2-Q 28814.54 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11751.82 Day 54 Yes 854.96 91-180 Days S-3-Q 9988.41 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11234.03 Day 54 Yes 538.44 <7 Days S-4-Q 12178.05 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28492.50 Day 54 No 1389.03 31-90 Days CB-3-Q 26042.72 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12250.19 Day 54 Yes 413.22 <7 Days G-1-Q 12818.93 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13479.22 Day 54 Yes 230.17 7-30 Days G-2-Q 12929.56 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32944.51 Day 54 No 3280.94 91-180 Days G-3-Q 27400.47 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25012.75 Day 54 Yes 323.58 <7 Days S-5-Q 26554.99 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4308.57 Day 54 No 241.24 31-90 Days S-6-Q 3759.22 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28948.20 Day 54 Yes 400.24 7-30 Days S-7-Q 29565.39 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6575.26 Day 54 Yes 442.58 31-90 Days E-1-Q 5379.45 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30948.35 Day 54 Yes 536.82 7-30 Days E-2-Q 28054.19 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17157.44 Day 54 Yes 1478.35 31-90 Days IG-1-Q 14764.88 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 666.95 Day 54 Yes 53.87 31-90 Days IG-2-Q 615.99 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31515.76 Day 54 No 2977.85 <7 Days C-1 34822.53 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11128.31 Day 54 No 493.86 91-180 Days CB-4 10818.26 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38011.12 Day 54 Yes 1579.61 7-30 Days E-10 34086.29 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 33283.13 Day 54 No 2065.64 31-90 Days E-3 30119.84 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 17925.93 Day 54 Yes 562.77 7-30 Days E-4 14736.69 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7602.30 Day 54 No 429.40 31-90 Days E-5 7881.82 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39351.27 Day 54 Yes 450.89 <7 Days E-6 45468.12 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19335.96 Day 54 No 1593.70 <7 Days E-7 16595.97 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1794.22 Day 54 Yes 143.02 91-180 Days E-8 1743.17 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42066.53 Day 54 No 275.84 7-30 Days E-9 39443.10 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7631.03 Day 54 Yes 393.89 91-180 Days G-4 7462.82 Partial No Wholesale Lending