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 579.64 271 - 364 Days No 5.57 7-30 Days CB-4 662.67 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36014.37 271 - 364 Days No 580.05 7-30 Days E-10 31395.45 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2476.85 271 - 364 Days Yes 135.34 31-90 Days E-3 2444.02 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32986.81 271 - 364 Days No 2230.46 91-180 Days E-4 30061.39 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33464.32 271 - 364 Days No 3252.39 31-90 Days E-5 35688.71 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35406.27 271 - 364 Days No 2043.59 <7 Days E-6 28750.19 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38795.47 271 - 364 Days Yes 1838.47 91-180 Days E-7 32976.85 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25591.42 271 - 364 Days No 2470.30 7-30 Days E-8 26030.76 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6250.83 271 - 364 Days Yes 251.32 7-30 Days E-9 7345.57 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8794.96 271 - 364 Days Yes 47.14 31-90 Days G-4 10173.63 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10252.29 271 - 364 Days Yes 365.16 31-90 Days IG-3 9943.12 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40905.78 271 - 364 Days Yes 3376.99 7-30 Days IG-4 36404.82 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13372.92 271 - 364 Days No 903.65 7-30 Days IG-5 11373.93 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16434.60 271 - 364 Days No 567.90 31-90 Days IG-6 15443.19 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11875.54 271 - 364 Days Yes 72.01 7-30 Days IG-7 14055.51 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6956.95 271 - 364 Days Yes 427.97 91-180 Days IG-8 8005.42 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42210.33 271 - 364 Days Yes 1658.79 7-30 Days L-1 34446.20 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29229.71 271 - 364 Days Yes 725.68 7-30 Days L-10 31716.42 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12556.89 271 - 364 Days No 606.39 7-30 Days L-11 13899.65 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24389.83 271 - 364 Days No 835.27 31-90 Days L-2 25818.19 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39822.47 271 - 364 Days No 378.18 91-180 Days L-3 36129.98 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4847.34 271 - 364 Days Yes 195.12 <7 Days L-4 4354.71 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42664.77 271 - 364 Days No 4248.71 31-90 Days L-5 47204.38 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3369.96 271 - 364 Days Yes 126.13 91-180 Days L-6 3021.23 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38447.58 271 - 364 Days No 3668.06 7-30 Days L-7 43350.66 None No Capital Markets