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 29453.95 Day 58 No 2667.54 31-90 Days A-3-Q 32115.20 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28614.42 Day 58 Yes 1188.24 <7 Days A-4-Q 30993.90 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18648.43 Day 58 Yes 140.26 91-180 Days A-5-Q 16926.01 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21925.49 Day 58 Yes 993.75 7-30 Days CB-1-Q 23246.02 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31482.87 Day 58 No 586.33 <7 Days CB-2-Q 25826.78 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 4069.32 Day 58 No 404.00 7-30 Days S-1-Q 4311.74 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31426.81 Day 58 No 348.69 <7 Days S-2-Q 30202.98 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43021.95 Day 58 Yes 1569.18 31-90 Days S-3-Q 40545.20 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 34615.34 Day 58 Yes 281.61 <7 Days S-4-Q 35261.47 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10945.82 Day 58 Yes 854.40 31-90 Days CB-3-Q 10015.79 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12481.54 Day 58 Yes 1136.01 91-180 Days G-1-Q 11384.82 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33445.36 Day 58 Yes 124.15 <7 Days G-2-Q 27743.69 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12034.70 Day 58 Yes 152.18 7-30 Days G-3-Q 12411.55 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37850.49 Day 58 No 3135.90 31-90 Days S-5-Q 32118.71 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17646.73 Day 58 No 670.75 91-180 Days S-6-Q 19242.10 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41303.34 Day 58 No 419.64 7-30 Days S-7-Q 43222.73 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14661.88 Day 58 No 475.12 7-30 Days E-1-Q 16103.75 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8909.44 Day 58 Yes 802.26 31-90 Days E-2-Q 8110.46 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33213.98 Day 58 No 831.12 91-180 Days IG-1-Q 28562.85 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6124.51 Day 58 No 91.35 <7 Days IG-2-Q 7293.77 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38007.55 Day 58 No 823.90 31-90 Days C-1 38261.46 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22410.22 Day 58 No 1569.87 7-30 Days CB-4 26560.78 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9892.87 Day 58 No 207.90 31-90 Days E-10 9145.50 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 40821.77 Day 58 Yes 11.86 31-90 Days E-3 33333.05 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22859.36 Day 58 Yes 1834.67 91-180 Days E-4 19238.84 Partial No Wholesale Lending