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 25721.53 Day 55 No 1381.79 91-180 Days A-4 25859.22 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22549.60 Day 55 Yes 1795.82 <7 Days A-5 24817.57 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11262.31 Day 55 Yes 691.81 7-30 Days CB-1 11074.46 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43447.55 Day 55 Yes 1288.74 91-180 Days CB-2 44441.07 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42035.39 Day 55 Yes 1098.67 31-90 Days CB-3 36071.99 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42275.16 Day 55 No 2825.16 91-180 Days E-1 44115.22 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41730.12 Day 55 Yes 2624.38 7-30 Days E-2 38479.71 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11816.07 Day 55 Yes 643.34 <7 Days G-1 13273.58 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34438.57 Day 55 No 2460.68 <7 Days G-2 30323.74 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15102.59 Day 55 Yes 183.65 91-180 Days G-3 14751.68 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17728.97 Day 55 No 247.22 7-30 Days IG-1 19625.87 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27907.56 Day 55 No 2761.39 7-30 Days IG-2 31486.66 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 22416.28 Day 55 No 1312.42 <7 Days S-1 21946.83 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40079.50 Day 55 No 1755.39 91-180 Days S-2 47889.09 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22311.95 Day 55 Yes 603.30 <7 Days S-3 19184.06 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18983.94 Day 55 No 1514.99 <7 Days S-4 15645.31 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23333.44 Day 55 Yes 1666.19 7-30 Days S-5 24339.35 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5942.47 Day 55 Yes 490.16 7-30 Days S-6 6299.87 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14895.51 Day 55 No 65.84 91-180 Days S-7 14351.44 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19348.51 Day 56 Yes 88.47 91-180 Days A-0-Q 21339.93 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7780.26 Day 56 No 157.44 7-30 Days A-1-Q 8281.23 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35247.86 Day 56 Yes 959.10 7-30 Days A-2-Q 30005.22 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5606.09 Day 56 No 123.96 91-180 Days A-3-Q 5213.18 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42708.09 Day 56 Yes 1944.93 <7 Days A-4-Q 37742.67 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28606.93 Day 56 Yes 2174.38 91-180 Days A-5-Q 28785.98 None No Wholesale Lending