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 1233.85 151 - 179 Days No 122.37 91-180 Days E-4 1213.78 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 10201.06 151 - 179 Days Yes 531.03 91-180 Days E-5 9224.77 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39192.12 151 - 179 Days No 2625.77 31-90 Days E-6 42678.02 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32768.69 151 - 179 Days No 2383.47 <7 Days E-7 38671.08 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27263.94 151 - 179 Days No 1268.03 <7 Days E-8 24824.59 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 491.01 151 - 179 Days Yes 30.51 31-90 Days E-9 398.17 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5345.41 151 - 179 Days No 2.52 7-30 Days G-4 4653.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29622.48 151 - 179 Days Yes 286.40 <7 Days IG-3 25109.36 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2476.32 151 - 179 Days Yes 58.72 31-90 Days IG-4 2218.74 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16972.52 151 - 179 Days No 1409.48 <7 Days IG-5 16582.22 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 6182.46 151 - 179 Days No 611.21 91-180 Days IG-6 6709.72 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 7041.24 151 - 179 Days No 686.80 31-90 Days IG-7 7249.42 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 1931.81 151 - 179 Days No 42.24 31-90 Days IG-8 1709.43 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27772.25 151 - 179 Days Yes 1198.25 7-30 Days L-1 27611.21 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15108.77 151 - 179 Days No 527.21 91-180 Days L-10 12153.43 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40140.42 151 - 179 Days No 272.39 91-180 Days L-11 34611.72 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7123.59 151 - 179 Days No 45.38 91-180 Days L-2 7078.63 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6981.62 151 - 179 Days No 578.74 31-90 Days L-3 7347.39 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21101.94 151 - 179 Days No 1538.52 <7 Days L-4 22687.64 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15435.21 151 - 179 Days No 186.75 91-180 Days L-5 13755.72 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13829.49 151 - 179 Days No 930.23 31-90 Days L-6 12716.60 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3296.69 151 - 179 Days Yes 230.10 31-90 Days L-7 3402.45 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33692.41 151 - 179 Days Yes 2147.77 <7 Days L-8 37782.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43549.58 151 - 179 Days Yes 561.75 31-90 Days L-9 48935.62 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40576.22 151 - 179 Days Yes 413.57 <7 Days LC-1 33208.66 None Yes Liberty Wealth Management LLC Treasury