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 41030.84 61 - 67 Days Yes 4101.96 7-30 Days IG-5 38440.85 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24866.69 61 - 67 Days Yes 2413.25 <7 Days IG-6 25626.57 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22390.21 61 - 67 Days No 1756.38 91-180 Days IG-7 26200.99 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24134.90 61 - 67 Days No 32.61 7-30 Days IG-8 21726.36 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1670.24 61 - 67 Days No 101.91 7-30 Days L-1 1843.65 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5239.39 61 - 67 Days No 184.92 <7 Days L-10 5218.92 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12667.90 61 - 67 Days Yes 549.70 31-90 Days L-11 11101.47 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34750.68 61 - 67 Days Yes 3372.05 <7 Days L-2 34751.98 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13546.75 61 - 67 Days No 1315.33 7-30 Days L-3 16112.30 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 2720.78 61 - 67 Days No 65.39 31-90 Days L-4 2727.05 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3550.52 61 - 67 Days Yes 32.32 <7 Days L-5 3820.16 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42764.21 61 - 67 Days No 5.17 <7 Days L-6 50271.93 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35382.82 61 - 67 Days No 478.86 91-180 Days L-7 38420.95 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7584.72 61 - 67 Days Yes 669.47 91-180 Days L-8 6774.32 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 11732.71 61 - 67 Days No 32.91 91-180 Days L-9 11562.73 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24580.53 61 - 67 Days No 995.54 31-90 Days LC-1 27428.61 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13782.42 61 - 67 Days Yes 495.78 <7 Days LC-2 16077.69 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28570.33 61 - 67 Days No 811.33 91-180 Days N-1 23000.93 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41827.24 61 - 67 Days Yes 3396.38 7-30 Days N-2 42046.82 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16685.71 61 - 67 Days No 693.85 7-30 Days N-3 16942.23 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 30904.88 61 - 67 Days No 1385.49 91-180 Days N-4 34674.35 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38107.15 61 - 67 Days Yes 2118.91 31-90 Days N-5 39003.51 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5037.49 61 - 67 Days No 117.47 31-90 Days N-6 4480.12 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 9856.30 61 - 67 Days No 299.58 31-90 Days N-7 9162.87 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20091.46 61 - 67 Days Yes 570.84 91-180 Days P-1 21621.03 Full Yes Liberty Mortgage Services Corp. Trading