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 16824.50 180 - 270 Days No 1077.75 7-30 Days S-7 14393.68 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22223.95 271 - 364 Days No 2219.33 91-180 Days A-0-Q 22423.44 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30013.59 271 - 364 Days Yes 1753.24 <7 Days A-1-Q 30052.07 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21087.73 271 - 364 Days Yes 184.20 91-180 Days A-2-Q 25032.49 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27733.06 271 - 364 Days No 1523.18 7-30 Days A-3-Q 25876.33 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32893.32 271 - 364 Days No 2041.69 91-180 Days A-4-Q 34942.55 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24915.83 271 - 364 Days No 1891.78 7-30 Days A-5-Q 21113.96 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22019.02 271 - 364 Days No 755.06 31-90 Days CB-1-Q 22408.97 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14691.42 271 - 364 Days Yes 1131.01 7-30 Days CB-2-Q 15334.40 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1837.40 271 - 364 Days No 129.65 7-30 Days S-1-Q 1906.25 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20728.64 271 - 364 Days Yes 1913.93 <7 Days S-2-Q 23024.96 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7836.70 271 - 364 Days No 277.95 91-180 Days S-3-Q 8241.72 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2828.37 271 - 364 Days Yes 97.12 <7 Days S-4-Q 2981.15 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37401.02 271 - 364 Days No 1468.34 <7 Days CB-3-Q 41529.35 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6130.34 271 - 364 Days Yes 543.28 <7 Days G-1-Q 6629.44 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14642.64 271 - 364 Days No 767.42 <7 Days G-2-Q 15839.66 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35812.45 271 - 364 Days No 3286.12 91-180 Days G-3-Q 31397.06 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5812.41 271 - 364 Days Yes 6.27 31-90 Days S-5-Q 5325.95 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5116.72 271 - 364 Days Yes 75.12 91-180 Days S-6-Q 5676.29 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28087.14 271 - 364 Days No 2022.74 <7 Days S-7-Q 31080.99 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18856.63 271 - 364 Days No 1365.08 91-180 Days E-1-Q 22290.63 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42568.39 271 - 364 Days No 265.67 31-90 Days E-2-Q 39137.08 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25920.72 271 - 364 Days No 1084.43 <7 Days IG-1-Q 21795.33 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39331.39 271 - 364 Days No 3659.29 31-90 Days IG-2-Q 42116.44 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28581.68 271 - 364 Days No 1686.45 7-30 Days C-1 33217.05 Full Yes Liberty Mortgage Services Corp. Investment Banking