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 7523.52 75 - 82 Days Yes 529.07 <7 Days G-4 8166.15 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27124.74 75 - 82 Days No 1276.24 <7 Days IG-3 27963.83 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18196.99 75 - 82 Days Yes 432.61 91-180 Days IG-4 20652.21 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5661.10 75 - 82 Days Yes 2.07 91-180 Days IG-5 5848.25 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27390.50 75 - 82 Days Yes 1856.40 91-180 Days IG-6 26522.09 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30236.40 75 - 82 Days No 2547.51 7-30 Days IG-7 36242.83 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33882.31 75 - 82 Days No 1794.96 7-30 Days IG-8 27465.42 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42417.04 75 - 82 Days No 1985.02 7-30 Days L-1 48721.06 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22941.80 75 - 82 Days No 310.70 <7 Days L-10 26515.08 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6890.27 75 - 82 Days No 152.97 91-180 Days L-11 5922.58 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36871.58 75 - 82 Days Yes 2568.85 7-30 Days L-2 31094.25 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41283.08 75 - 82 Days No 3166.73 31-90 Days L-3 45675.59 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21211.88 75 - 82 Days Yes 1300.61 31-90 Days L-4 25142.80 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30217.44 75 - 82 Days No 912.70 7-30 Days L-5 32875.50 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32884.47 75 - 82 Days Yes 1027.03 91-180 Days L-6 31383.54 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37659.71 75 - 82 Days No 2020.69 31-90 Days L-7 44242.22 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 21594.56 75 - 82 Days No 449.37 91-180 Days L-8 23596.93 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34564.39 75 - 82 Days Yes 459.66 31-90 Days L-9 34276.13 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14415.02 75 - 82 Days Yes 355.20 91-180 Days LC-1 16409.90 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41059.25 75 - 82 Days Yes 2546.61 31-90 Days LC-2 43076.15 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23255.19 75 - 82 Days No 932.88 7-30 Days N-1 26485.81 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15873.89 75 - 82 Days No 1119.21 <7 Days N-2 13195.45 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8460.45 75 - 82 Days Yes 95.14 91-180 Days N-3 10021.69 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7935.05 75 - 82 Days Yes 321.21 7-30 Days N-4 6414.13 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13526.48 75 - 82 Days Yes 298.53 91-180 Days N-5 15988.28 Full No Treasury