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 10780.80 Day 58 No 236.28 <7 Days G-2 12502.36 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36546.51 Day 58 Yes 995.91 <7 Days G-3 37577.15 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11822.02 Day 58 No 880.19 <7 Days IG-1 9484.59 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14234.58 Day 58 No 916.96 7-30 Days IG-2 13092.40 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41144.11 Day 58 Yes 1818.03 91-180 Days S-1 49020.43 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22848.32 Day 58 Yes 27.80 31-90 Days S-2 23893.57 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30084.35 Day 58 Yes 34.59 <7 Days S-3 32062.77 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21548.67 Day 58 Yes 711.48 31-90 Days S-4 22109.00 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36080.83 Day 58 No 2990.02 <7 Days S-5 37984.24 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6216.17 Day 58 Yes 604.00 <7 Days S-6 6981.71 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22687.09 Day 58 Yes 153.48 91-180 Days S-7 23339.34 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6196.05 Day 59 No 299.06 31-90 Days A-0-Q 7114.51 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19848.72 Day 59 No 1252.09 <7 Days A-1-Q 16429.97 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16972.45 Day 59 Yes 1004.28 31-90 Days A-2-Q 15468.84 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41852.63 Day 59 No 204.21 <7 Days A-3-Q 50057.19 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24530.94 Day 59 No 345.39 <7 Days A-4-Q 27732.60 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26245.05 Day 59 Yes 782.09 7-30 Days A-5-Q 21266.28 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25028.82 Day 59 No 1774.96 91-180 Days CB-1-Q 29771.12 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26953.88 Day 59 Yes 1891.78 31-90 Days CB-2-Q 26500.79 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3551.68 Day 59 No 270.18 <7 Days S-1-Q 3961.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38747.49 Day 59 Yes 1621.93 91-180 Days S-2-Q 38400.29 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 26928.20 Day 59 Yes 319.80 7-30 Days S-3-Q 31961.33 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1490.02 Day 59 Yes 46.42 7-30 Days S-4-Q 1544.25 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39809.23 Day 59 No 2492.60 <7 Days CB-3-Q 36857.14 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11345.86 Day 59 No 927.29 7-30 Days G-1-Q 12378.26 Full Yes Liberty Mortgage Services Corp. Capital Markets