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 42484.64 75 - 82 Days Yes 3979.91 91-180 Days N-6 34624.20 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14184.89 75 - 82 Days Yes 1295.74 91-180 Days N-7 11643.03 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38249.96 75 - 82 Days Yes 1632.38 <7 Days P-1 45416.98 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23697.71 75 - 82 Days No 2022.31 <7 Days P-2 27842.09 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4483.90 75 - 82 Days Yes 211.67 7-30 Days S-8 3857.44 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7000.05 75 - 82 Days Yes 307.44 7-30 Days Y-1 7710.43 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11884.25 75 - 82 Days Yes 365.01 91-180 Days Y-2 12365.26 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13776.52 75 - 82 Days No 1006.82 31-90 Days Y-3 14223.66 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26828.78 75 - 82 Days Yes 542.82 <7 Days Y-4 30697.31 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27252.33 75 - 82 Days No 50.89 31-90 Days Z-1 23090.94 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 25716.63 75 - 82 Days Yes 358.32 7-30 Days A-2 22160.81 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 30214.20 75 - 82 Days No 2083.40 <7 Days A-3 35448.88 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6187.93 75 - 82 Days No 82.76 31-90 Days A-4 6764.57 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2046.05 75 - 82 Days Yes 125.34 <7 Days A-5 1676.16 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39708.14 75 - 82 Days Yes 440.93 31-90 Days CB-1 34825.88 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4224.36 75 - 82 Days Yes 136.85 7-30 Days CB-2 3442.67 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12883.60 75 - 82 Days Yes 693.80 <7 Days CB-3 14565.89 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 17853.46 75 - 82 Days Yes 96.74 7-30 Days E-1 15850.40 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 32299.21 75 - 82 Days Yes 2741.88 <7 Days E-2 33067.10 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11719.59 75 - 82 Days No 571.77 91-180 Days G-1 11366.86 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26119.61 75 - 82 Days Yes 1897.91 <7 Days G-2 21023.90 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12217.43 75 - 82 Days Yes 693.05 31-90 Days G-3 10359.23 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34700.98 75 - 82 Days Yes 1929.38 7-30 Days IG-1 37760.55 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27715.70 75 - 82 Days Yes 524.53 7-30 Days IG-2 24519.26 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35243.65 75 - 82 Days No 2455.85 31-90 Days S-1 29379.89 Full Yes Liberty Wealth Management LLC Trading