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 33604.41 83 - 90 Days Yes 2770.42 91-180 Days E-1-Q 35014.14 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 9489.23 83 - 90 Days No 827.63 91-180 Days E-2-Q 9045.03 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17636.95 83 - 90 Days Yes 1607.00 7-30 Days IG-1-Q 20965.63 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30301.22 83 - 90 Days Yes 162.33 <7 Days IG-2-Q 26813.95 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4013.35 83 - 90 Days Yes 61.13 <7 Days C-1 3651.32 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18366.99 83 - 90 Days No 1459.83 91-180 Days CB-4 15139.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38893.09 83 - 90 Days Yes 1824.24 <7 Days E-10 34630.60 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7359.64 83 - 90 Days Yes 409.59 31-90 Days E-3 6416.25 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26025.48 83 - 90 Days Yes 415.30 31-90 Days E-4 28874.86 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7741.71 83 - 90 Days Yes 253.77 91-180 Days E-5 6512.47 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8316.45 83 - 90 Days No 428.02 31-90 Days E-6 7351.89 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12018.81 83 - 90 Days No 823.28 7-30 Days E-7 11452.87 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21100.39 83 - 90 Days Yes 378.66 91-180 Days E-8 19393.26 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20998.69 83 - 90 Days No 1218.09 31-90 Days E-9 20458.60 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42907.54 83 - 90 Days No 1585.18 91-180 Days G-4 48560.12 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1511.53 83 - 90 Days No 54.93 7-30 Days IG-3 1225.01 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31128.62 83 - 90 Days Yes 2664.45 91-180 Days IG-4 32190.86 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1841.84 83 - 90 Days No 99.73 91-180 Days IG-5 1991.07 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13853.84 83 - 90 Days Yes 529.93 7-30 Days IG-6 14973.88 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8830.64 83 - 90 Days No 108.32 <7 Days IG-7 7343.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11176.86 83 - 90 Days Yes 925.78 91-180 Days IG-8 13395.74 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 25381.56 83 - 90 Days Yes 915.55 31-90 Days L-1 21505.54 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43731.90 83 - 90 Days Yes 1320.25 7-30 Days L-10 41050.19 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13050.30 83 - 90 Days Yes 387.49 31-90 Days L-11 15086.44 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18255.48 83 - 90 Days No 1406.56 <7 Days L-2 17159.70 None No Capital Markets