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 27404.41 83 - 90 Days No 1247.23 91-180 Days L-3 30498.40 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14870.13 83 - 90 Days No 829.62 31-90 Days L-4 12942.79 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43454.13 83 - 90 Days Yes 3724.63 7-30 Days L-5 51207.45 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18925.97 83 - 90 Days Yes 1128.51 31-90 Days L-6 18007.76 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42164.27 83 - 90 Days Yes 3648.48 7-30 Days L-7 50481.32 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6682.37 83 - 90 Days Yes 541.42 91-180 Days L-8 5446.00 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 22647.06 83 - 90 Days No 1167.84 91-180 Days L-9 24252.64 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14136.83 83 - 90 Days Yes 323.38 <7 Days LC-1 16909.67 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11741.69 83 - 90 Days Yes 1147.19 7-30 Days LC-2 12068.04 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20219.16 83 - 90 Days No 686.26 31-90 Days N-1 20205.16 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10787.92 83 - 90 Days No 670.81 7-30 Days N-2 12414.03 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7509.73 83 - 90 Days No 212.95 7-30 Days N-3 6855.96 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 6539.39 83 - 90 Days Yes 253.26 91-180 Days N-4 6457.97 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25566.24 83 - 90 Days No 903.83 <7 Days N-5 23666.76 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38760.58 83 - 90 Days Yes 1378.00 <7 Days N-6 41488.02 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41132.31 83 - 90 Days No 2379.25 <7 Days N-7 37496.32 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 5975.72 83 - 90 Days Yes 376.27 31-90 Days P-1 6504.96 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18977.81 83 - 90 Days No 261.90 91-180 Days P-2 16163.87 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30870.39 83 - 90 Days Yes 2878.92 <7 Days S-8 32962.79 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24897.29 83 - 90 Days No 925.52 91-180 Days Y-1 24445.47 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27897.12 83 - 90 Days No 2551.67 31-90 Days Y-2 25061.34 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28588.41 83 - 90 Days No 1423.97 7-30 Days Y-3 32099.38 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37929.07 83 - 90 Days No 251.77 <7 Days Y-4 34535.27 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35494.43 83 - 90 Days No 2085.36 31-90 Days Z-1 28572.02 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31268.72 83 - 90 Days Yes 986.37 <7 Days A-2 25976.59 None Yes Liberty Capital Markets Inc. Treasury