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 22783.54 Day 59 No 1649.08 91-180 Days G-2-Q 25929.23 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 43995.72 Day 59 Yes 2163.27 <7 Days G-3-Q 42912.83 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14387.70 Day 59 Yes 586.61 7-30 Days S-5-Q 15331.22 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29843.12 Day 59 Yes 17.87 7-30 Days S-6-Q 29863.05 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5864.03 Day 59 Yes 557.14 <7 Days S-7-Q 5694.73 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23934.38 Day 59 No 1185.63 7-30 Days E-1-Q 28469.91 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 49.57 Day 59 No 4.06 7-30 Days E-2-Q 51.59 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40440.08 Day 59 Yes 3937.22 31-90 Days IG-1-Q 46523.89 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42487.15 Day 59 Yes 492.42 7-30 Days IG-2-Q 49264.74 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35314.00 Day 59 No 391.91 91-180 Days C-1 36167.82 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26474.57 Day 59 Yes 1712.19 <7 Days CB-4 24684.02 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22225.30 Day 59 Yes 887.09 <7 Days E-10 22451.21 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19735.28 Day 59 Yes 1589.40 7-30 Days E-3 22138.74 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19663.31 Day 59 No 672.11 31-90 Days E-4 23068.30 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24736.88 Day 59 Yes 2034.01 31-90 Days E-5 21733.66 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40259.15 Day 59 No 862.77 7-30 Days E-6 35751.52 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35710.24 Day 59 No 1532.06 31-90 Days E-7 40841.66 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14599.24 Day 59 No 268.66 31-90 Days E-8 11851.78 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24316.85 Day 59 No 63.17 7-30 Days E-9 25991.18 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19462.19 Day 59 Yes 285.75 31-90 Days G-4 15643.07 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42364.30 Day 59 No 5.08 7-30 Days IG-3 40645.64 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9557.21 Day 59 Yes 849.58 31-90 Days IG-4 8229.12 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11373.48 Day 59 Yes 970.54 91-180 Days IG-5 10495.32 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34653.03 Day 59 Yes 1546.31 91-180 Days IG-6 40276.91 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6255.38 Day 59 Yes 343.54 31-90 Days IG-7 6287.24 Full Yes Liberty Wealth Management LLC Trading