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 4809.94 Day 58 No 328.98 31-90 Days E-5 3927.48 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10512.37 Day 58 Yes 129.32 91-180 Days E-6 12470.49 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19580.33 Day 58 No 889.99 31-90 Days E-7 22720.28 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23023.73 Day 58 Yes 822.96 7-30 Days E-8 22699.60 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1220.92 Day 58 Yes 58.08 91-180 Days E-9 1232.09 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8238.60 Day 58 No 676.37 91-180 Days G-4 7753.00 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35321.73 Day 58 No 850.31 <7 Days IG-3 39213.02 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 979.11 Day 58 Yes 61.70 91-180 Days IG-4 1031.03 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37449.94 Day 58 No 1198.51 7-30 Days IG-5 33953.33 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5622.51 Day 58 Yes 48.79 91-180 Days IG-6 5998.44 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41859.08 Day 58 No 194.39 7-30 Days IG-7 34846.01 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32488.38 Day 58 Yes 851.31 91-180 Days IG-8 35391.92 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20125.66 Day 58 No 1834.01 31-90 Days L-1 22591.14 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41186.72 Day 58 Yes 1289.82 <7 Days L-10 42682.61 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32978.56 Day 58 Yes 1053.17 91-180 Days L-11 32778.90 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3096.39 Day 58 Yes 150.31 31-90 Days L-2 2708.55 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 18644.21 Day 58 No 783.35 91-180 Days L-3 21450.79 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31320.14 Day 58 Yes 2006.62 7-30 Days L-4 33650.84 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15480.49 Day 58 Yes 1110.57 31-90 Days L-5 17908.52 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29221.69 Day 58 No 38.07 31-90 Days L-6 30294.20 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32781.62 Day 58 Yes 1312.68 31-90 Days L-7 30602.22 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28852.78 Day 58 No 652.10 31-90 Days L-8 29181.60 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22834.91 Day 58 No 1784.39 31-90 Days L-9 21283.35 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18554.42 Day 58 No 1424.11 7-30 Days LC-1 19010.09 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1451.52 Day 58 Yes 15.82 <7 Days LC-2 1679.39 Full No Treasury