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 2947.93 121 - 150 Days No 77.38 91-180 Days S-5-Q 3127.58 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5615.35 121 - 150 Days Yes 404.08 7-30 Days S-6-Q 5482.87 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16713.63 121 - 150 Days No 625.84 7-30 Days S-7-Q 13723.23 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18209.11 121 - 150 Days No 1692.43 7-30 Days E-1-Q 16048.67 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15843.73 121 - 150 Days No 1283.48 31-90 Days E-2-Q 17271.49 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7065.83 121 - 150 Days No 160.55 91-180 Days IG-1-Q 8150.67 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 39323.24 121 - 150 Days No 1115.68 31-90 Days IG-2-Q 36649.59 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22697.16 121 - 150 Days No 1184.00 7-30 Days C-1 22996.89 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40845.89 121 - 150 Days No 3774.98 7-30 Days CB-4 45248.46 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23857.55 121 - 150 Days Yes 2033.08 <7 Days E-10 27061.11 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19261.29 121 - 150 Days Yes 554.03 7-30 Days E-3 17875.37 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19320.85 121 - 150 Days Yes 1415.73 31-90 Days E-4 18138.72 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30447.17 121 - 150 Days No 1899.06 <7 Days E-5 35870.70 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41060.20 121 - 150 Days Yes 2105.53 91-180 Days E-6 40712.38 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13892.48 121 - 150 Days Yes 498.78 <7 Days E-7 13277.81 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40552.63 121 - 150 Days No 2790.64 <7 Days E-8 33445.95 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11918.24 121 - 150 Days Yes 822.51 7-30 Days E-9 13034.52 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29310.94 121 - 150 Days No 2820.88 <7 Days G-4 27958.04 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42088.88 121 - 150 Days Yes 1935.40 <7 Days IG-3 40656.65 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1737.47 121 - 150 Days Yes 106.88 7-30 Days IG-4 1408.13 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26189.15 121 - 150 Days No 2255.47 7-30 Days IG-5 29477.96 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6585.72 121 - 150 Days Yes 63.50 <7 Days IG-6 5964.52 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29627.89 121 - 150 Days No 2658.44 <7 Days IG-7 23743.70 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12370.99 121 - 150 Days Yes 719.76 91-180 Days IG-8 12054.47 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6634.03 121 - 150 Days Yes 261.57 31-90 Days L-1 7255.74 Full Yes Liberty Mortgage Services Corp. Wholesale Lending