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 10557.17 68 - 74 Days Yes 822.80 <7 Days L-6 10726.43 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24458.44 68 - 74 Days Yes 900.10 91-180 Days L-7 19762.46 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5482.50 68 - 74 Days Yes 188.47 <7 Days L-8 4517.26 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35335.24 68 - 74 Days No 1354.80 91-180 Days L-9 35177.11 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6904.60 68 - 74 Days No 675.71 <7 Days LC-1 6599.98 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 20768.91 68 - 74 Days No 154.99 7-30 Days LC-2 23964.81 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20407.51 68 - 74 Days Yes 1621.36 7-30 Days N-1 20949.06 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16538.96 68 - 74 Days Yes 299.06 7-30 Days N-2 16872.73 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34213.64 68 - 74 Days Yes 2605.33 31-90 Days N-3 36539.23 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 2274.66 68 - 74 Days No 56.40 91-180 Days N-4 2681.04 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34654.72 68 - 74 Days Yes 3418.33 31-90 Days N-5 31978.58 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8995.85 68 - 74 Days No 557.07 31-90 Days N-6 8301.47 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12920.35 68 - 74 Days No 1186.63 91-180 Days N-7 14284.35 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42069.52 68 - 74 Days Yes 3386.00 7-30 Days P-1 49783.07 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 15511.79 68 - 74 Days No 614.78 <7 Days P-2 16307.28 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36584.39 68 - 74 Days No 2769.85 7-30 Days S-8 36047.28 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28637.21 68 - 74 Days No 2166.17 <7 Days Y-1 25442.60 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8055.26 68 - 74 Days Yes 244.92 31-90 Days Y-2 8842.52 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29236.66 68 - 74 Days Yes 1288.42 <7 Days Y-3 31084.18 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16903.37 68 - 74 Days No 808.48 91-180 Days Y-4 13962.32 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21451.89 68 - 74 Days No 52.33 <7 Days Z-1 20120.27 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28094.51 68 - 74 Days Yes 1326.28 7-30 Days A-2 25721.27 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39265.65 68 - 74 Days No 86.38 91-180 Days A-3 41943.59 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 34470.15 68 - 74 Days No 2124.42 <7 Days A-4 34350.41 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25851.57 68 - 74 Days Yes 1141.16 91-180 Days A-5 24576.67 None No Investment Banking