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 3673.70 >5 Yr No 108.48 <7 Days N-2 3013.24 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19773.39 >5 Yr Yes 297.22 7-30 Days N-3 20906.69 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17947.28 >5 Yr No 1141.80 91-180 Days N-4 16311.44 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1602.49 >5 Yr Yes 121.55 91-180 Days N-5 1324.08 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37955.39 >5 Yr Yes 235.80 <7 Days N-6 33179.69 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4527.02 >5 Yr No 1.46 31-90 Days N-7 5354.98 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8373.03 >5 Yr No 613.12 91-180 Days P-1 8711.88 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12316.33 >5 Yr No 450.76 31-90 Days P-2 11558.31 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26723.02 >5 Yr Yes 1687.53 31-90 Days S-8 31836.13 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33629.29 >5 Yr Yes 2814.24 91-180 Days Y-1 27130.54 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17502.27 >5 Yr No 900.97 91-180 Days Y-2 16756.37 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29083.61 >5 Yr No 1965.91 <7 Days Y-3 32349.43 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 18238.62 >5 Yr Yes 547.62 7-30 Days Y-4 15123.38 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33787.94 >5 Yr Yes 2492.35 31-90 Days Z-1 30183.97 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43571.36 >5 Yr No 3741.16 7-30 Days A-2 48147.66 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3207.19 >5 Yr Yes 223.48 7-30 Days A-3 3594.73 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10935.58 >5 Yr Yes 281.44 91-180 Days A-4 11903.88 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34555.97 >5 Yr Yes 1566.71 31-90 Days A-5 37715.51 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16698.98 >5 Yr Yes 1303.35 31-90 Days CB-1 15359.59 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29221.86 >5 Yr No 2634.91 7-30 Days CB-2 29809.28 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19135.93 >5 Yr No 1274.30 <7 Days CB-3 16609.12 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10726.87 >5 Yr Yes 62.95 91-180 Days E-1 10169.93 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34296.72 >5 Yr No 1558.50 91-180 Days E-2 40028.55 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40650.57 >5 Yr No 3220.92 31-90 Days G-1 47779.98 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31137.09 >5 Yr Yes 2630.28 7-30 Days G-2 35564.87 Partial Yes Liberty International Finance Ltd. Trading