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 43487.49 Day 39 No 1719.35 91-180 Days E-1-Q 48449.24 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 710.73 Day 39 No 63.68 <7 Days E-2-Q 625.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25245.08 Day 39 Yes 65.53 31-90 Days IG-1-Q 29395.88 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23808.71 Day 39 No 2304.52 <7 Days IG-2-Q 22333.34 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 13723.28 Day 39 No 1066.08 31-90 Days C-1 14069.28 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16893.83 Day 39 Yes 1009.45 <7 Days CB-4 19082.13 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2608.00 Day 39 Yes 252.77 91-180 Days E-10 2774.68 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22590.83 Day 39 Yes 1962.95 91-180 Days E-3 24745.32 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14195.52 Day 39 No 1337.71 7-30 Days E-4 13971.45 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36409.15 Day 39 No 1238.21 31-90 Days E-5 30277.17 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 40781.77 Day 39 Yes 3909.10 31-90 Days E-6 32960.13 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17414.77 Day 39 Yes 280.23 31-90 Days E-7 17031.24 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16315.37 Day 39 Yes 752.89 <7 Days E-8 16335.83 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17857.82 Day 39 Yes 381.99 91-180 Days E-9 20558.76 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17920.74 Day 39 No 254.97 <7 Days G-4 15387.80 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28735.55 Day 39 No 310.03 91-180 Days IG-3 28664.33 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22366.24 Day 39 No 2044.31 <7 Days IG-4 23196.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32428.84 Day 39 No 2383.39 <7 Days IG-5 30088.57 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10294.62 Day 39 Yes 36.39 91-180 Days IG-6 10364.60 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34209.80 Day 39 Yes 1979.18 <7 Days IG-7 36295.52 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4692.69 Day 39 Yes 401.39 91-180 Days IG-8 5514.11 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 15032.90 Day 39 No 634.47 31-90 Days L-1 14533.15 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5453.97 Day 39 No 355.60 91-180 Days L-10 6192.09 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34697.77 Day 39 No 1635.33 7-30 Days L-11 33642.88 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18609.23 Day 39 Yes 828.40 31-90 Days L-2 16474.42 Partial Yes Liberty International Finance Ltd. Wholesale Lending