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 25585.68 91 - 120 Days Yes 2340.29 91-180 Days E-7 21328.90 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41916.10 91 - 120 Days No 3989.96 91-180 Days E-8 43763.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10733.48 91 - 120 Days Yes 320.09 91-180 Days E-9 11602.13 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36712.00 91 - 120 Days Yes 490.95 <7 Days G-4 30378.29 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38566.26 91 - 120 Days Yes 272.41 7-30 Days IG-3 45275.46 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41551.82 91 - 120 Days No 2467.67 91-180 Days IG-4 45357.91 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3059.45 91 - 120 Days Yes 244.95 7-30 Days IG-5 2754.62 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18576.59 91 - 120 Days Yes 736.06 7-30 Days IG-6 15425.36 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10446.70 91 - 120 Days Yes 86.54 91-180 Days IG-7 11596.23 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 40050.67 91 - 120 Days No 3877.53 7-30 Days IG-8 45466.71 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11434.68 91 - 120 Days No 1030.77 7-30 Days L-1 10085.28 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38216.44 91 - 120 Days No 808.02 <7 Days L-10 37901.24 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24653.27 91 - 120 Days Yes 169.86 <7 Days L-11 26235.51 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18927.50 91 - 120 Days Yes 1323.43 7-30 Days L-2 16406.27 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32986.82 91 - 120 Days Yes 1621.95 91-180 Days L-3 35216.49 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5090.30 91 - 120 Days Yes 382.63 7-30 Days L-4 4519.62 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31858.30 91 - 120 Days Yes 1252.34 31-90 Days L-5 30171.73 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36723.98 91 - 120 Days Yes 1585.99 91-180 Days L-6 36876.01 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20557.16 91 - 120 Days No 976.15 7-30 Days L-7 18123.95 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36424.61 91 - 120 Days No 2723.18 <7 Days L-8 29773.02 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30655.17 91 - 120 Days No 3064.79 31-90 Days L-9 31616.05 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16391.77 91 - 120 Days No 959.23 7-30 Days LC-1 14313.03 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41925.92 91 - 120 Days Yes 2247.34 <7 Days LC-2 42625.32 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3390.31 91 - 120 Days Yes 193.93 91-180 Days N-1 3225.81 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 26600.56 91 - 120 Days Yes 1024.76 91-180 Days N-2 21495.31 None Yes Liberty International Finance Ltd. Investment Banking