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 11311.84 Day 56 No 56.77 7-30 Days CB-1-Q 12912.63 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3127.32 Day 56 No 110.21 <7 Days CB-2-Q 3076.99 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5080.46 Day 56 Yes 134.40 7-30 Days S-1-Q 5973.23 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 25556.88 Day 56 No 780.38 91-180 Days S-2-Q 27307.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43432.41 Day 56 No 3417.51 7-30 Days S-3-Q 47417.60 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 19004.39 Day 56 Yes 589.88 91-180 Days S-4-Q 19618.03 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21172.13 Day 56 No 891.04 7-30 Days CB-3-Q 18772.93 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35233.79 Day 56 No 1838.52 7-30 Days G-1-Q 31136.08 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25414.07 Day 56 No 26.89 31-90 Days G-2-Q 25612.99 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20674.80 Day 56 No 1766.43 91-180 Days G-3-Q 18688.28 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1530.79 Day 56 No 103.01 91-180 Days S-5-Q 1501.14 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20751.45 Day 56 No 1014.71 7-30 Days S-6-Q 22837.61 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16006.97 Day 56 No 1499.58 31-90 Days S-7-Q 14373.89 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3433.89 Day 56 Yes 155.20 31-90 Days E-1-Q 3630.42 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25034.57 Day 56 No 424.76 31-90 Days E-2-Q 22705.82 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 31483.02 Day 56 No 2122.27 31-90 Days IG-1-Q 25228.49 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23970.80 Day 56 Yes 1584.55 <7 Days IG-2-Q 23880.31 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34950.08 Day 56 No 1704.43 91-180 Days C-1 41188.44 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35094.19 Day 56 Yes 983.10 <7 Days CB-4 33267.64 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4974.12 Day 56 Yes 400.78 <7 Days E-10 5943.45 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 9247.17 Day 56 No 393.32 7-30 Days E-3 9948.66 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42537.28 Day 56 No 2030.06 <7 Days E-4 50116.00 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11501.88 Day 56 Yes 879.77 7-30 Days E-5 12716.41 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17697.78 Day 56 No 597.87 31-90 Days E-6 16198.71 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22118.59 Day 56 Yes 1707.15 91-180 Days E-7 23464.56 None No Capital Markets