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 14596.55 61 - 67 Days Yes 838.76 31-90 Days S-5 12688.97 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10971.05 61 - 67 Days Yes 437.19 <7 Days S-6 10169.45 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42230.35 61 - 67 Days No 413.80 <7 Days S-7 36832.90 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23085.18 68 - 74 Days Yes 325.35 31-90 Days A-0-Q 25219.36 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20017.96 68 - 74 Days Yes 1690.48 91-180 Days A-1-Q 21316.27 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41327.65 68 - 74 Days Yes 2737.09 <7 Days A-2-Q 36817.41 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15597.76 68 - 74 Days Yes 132.80 31-90 Days A-3-Q 17096.64 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5884.74 68 - 74 Days No 239.58 <7 Days A-4-Q 5227.99 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 43728.61 68 - 74 Days No 3852.96 91-180 Days A-5-Q 39819.12 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19340.61 68 - 74 Days No 487.42 7-30 Days CB-1-Q 17309.89 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3409.14 68 - 74 Days No 31.57 7-30 Days CB-2-Q 3114.06 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 9459.05 68 - 74 Days Yes 392.21 91-180 Days S-1-Q 9837.86 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24097.36 68 - 74 Days No 299.50 7-30 Days S-2-Q 22136.74 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28564.53 68 - 74 Days No 1428.02 7-30 Days S-3-Q 31814.02 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 1329.18 68 - 74 Days No 129.57 7-30 Days S-4-Q 1269.87 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16749.88 68 - 74 Days Yes 1549.24 7-30 Days CB-3-Q 17803.52 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3107.64 68 - 74 Days Yes 258.67 31-90 Days G-1-Q 2505.22 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37863.59 68 - 74 Days No 1396.54 91-180 Days G-2-Q 34264.05 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21347.67 68 - 74 Days Yes 2060.14 7-30 Days G-3-Q 19708.54 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 20448.72 68 - 74 Days No 724.37 <7 Days S-5-Q 21071.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4370.79 68 - 74 Days No 414.25 7-30 Days S-6-Q 4379.98 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10624.02 68 - 74 Days No 645.38 91-180 Days S-7-Q 10736.92 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7926.75 68 - 74 Days Yes 397.05 91-180 Days E-1-Q 6421.18 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22858.88 68 - 74 Days No 123.13 31-90 Days E-2-Q 26960.38 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35028.25 68 - 74 Days No 2172.78 <7 Days IG-1-Q 35251.37 Partial No Trading