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 34268.95 68 - 74 Days No 2884.56 31-90 Days IG-2-Q 35167.92 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27327.93 68 - 74 Days No 2408.69 91-180 Days C-1 22910.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3129.38 68 - 74 Days Yes 298.45 91-180 Days CB-4 3647.49 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17306.81 68 - 74 Days No 661.22 91-180 Days E-10 14082.58 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25940.53 68 - 74 Days No 26.24 31-90 Days E-3 27838.35 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40720.44 68 - 74 Days Yes 2007.82 <7 Days E-4 33095.75 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21892.75 68 - 74 Days Yes 669.62 <7 Days E-5 22249.84 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43028.30 68 - 74 Days No 3632.74 31-90 Days E-6 41484.50 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1368.31 68 - 74 Days Yes 9.28 <7 Days E-7 1394.62 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20183.11 68 - 74 Days No 1319.01 7-30 Days E-8 20858.41 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 16796.94 68 - 74 Days No 1203.56 31-90 Days E-9 16711.84 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 44084.07 68 - 74 Days No 2913.53 7-30 Days G-4 48821.92 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5560.71 68 - 74 Days Yes 4.52 31-90 Days IG-3 5311.01 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41771.05 68 - 74 Days No 194.16 31-90 Days IG-4 50091.00 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5003.45 68 - 74 Days No 366.39 7-30 Days IG-5 5951.58 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26318.30 68 - 74 Days No 1125.09 7-30 Days IG-6 27233.22 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3577.18 68 - 74 Days No 167.05 <7 Days IG-7 3749.57 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43838.37 68 - 74 Days Yes 995.19 <7 Days IG-8 51702.08 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28270.03 68 - 74 Days Yes 620.37 <7 Days L-1 24816.60 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1210.56 68 - 74 Days Yes 23.88 7-30 Days L-10 1331.28 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4401.78 68 - 74 Days No 217.99 <7 Days L-11 4193.96 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38154.03 68 - 74 Days No 2901.30 91-180 Days L-2 33020.69 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 34006.70 68 - 74 Days Yes 1981.02 7-30 Days L-3 32004.94 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25696.97 68 - 74 Days Yes 1676.21 7-30 Days L-4 26474.37 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33984.69 68 - 74 Days No 2731.13 91-180 Days L-5 34557.65 Partial No Trading