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 37624.58 Day 31 No 2895.62 91-180 Days E-8 33450.86 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30291.39 Day 31 No 577.64 <7 Days E-9 26698.83 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13123.59 Day 31 No 809.43 31-90 Days G-4 14792.65 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36495.07 Day 31 No 2101.36 7-30 Days IG-3 34326.66 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20004.51 Day 31 Yes 1224.79 91-180 Days IG-4 19044.64 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23748.68 Day 31 Yes 1231.33 91-180 Days IG-5 21847.38 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40248.35 Day 31 Yes 3717.22 <7 Days IG-6 37120.52 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27262.90 Day 31 No 2614.30 <7 Days IG-7 27907.00 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19550.42 Day 31 Yes 1453.96 31-90 Days IG-8 20048.56 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14855.57 Day 31 No 177.91 <7 Days L-1 15562.42 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17992.81 Day 31 No 1248.87 7-30 Days L-10 18492.81 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23840.94 Day 31 No 643.76 31-90 Days L-11 23370.59 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29858.74 Day 31 No 1575.52 7-30 Days L-2 28390.25 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 1891.21 Day 31 Yes 133.46 91-180 Days L-3 1676.57 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10660.04 Day 31 No 746.30 7-30 Days L-4 9710.64 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37303.21 Day 31 No 1617.78 31-90 Days L-5 44346.28 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29927.11 Day 31 Yes 2062.24 7-30 Days L-6 29941.47 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4572.85 Day 31 Yes 162.11 <7 Days L-7 4687.64 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29042.15 Day 31 No 1293.50 91-180 Days L-8 30757.80 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 2415.85 Day 31 No 45.73 <7 Days L-9 2675.25 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22912.08 Day 31 No 1863.39 31-90 Days LC-1 24690.56 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27719.37 Day 31 Yes 1540.70 7-30 Days LC-2 26573.08 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32350.22 Day 31 No 2767.67 91-180 Days N-1 28409.73 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11963.92 Day 31 Yes 250.07 <7 Days N-2 13476.08 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37866.34 Day 31 No 427.30 <7 Days N-3 36659.98 None No Investment Banking