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 16475.83 Day 29 No 1640.69 91-180 Days S-2-Q 15793.49 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12391.60 Day 29 Yes 151.40 31-90 Days S-3-Q 11784.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32402.59 Day 29 Yes 459.99 91-180 Days S-4-Q 28045.89 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 26028.19 Day 29 Yes 1651.15 31-90 Days CB-3-Q 27553.02 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20586.79 Day 29 No 1657.00 91-180 Days G-1-Q 23105.28 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30335.43 Day 29 No 647.09 91-180 Days G-2-Q 27064.60 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40241.18 Day 29 Yes 388.06 91-180 Days G-3-Q 33784.22 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24497.40 Day 29 No 1668.90 31-90 Days S-5-Q 22644.60 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30959.30 Day 29 No 532.33 91-180 Days S-6-Q 34398.66 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3591.91 Day 29 No 277.46 <7 Days S-7-Q 4058.43 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31303.65 Day 29 Yes 2979.49 91-180 Days E-1-Q 36536.55 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31520.68 Day 29 Yes 542.56 7-30 Days E-2-Q 34902.47 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18319.14 Day 29 No 753.57 31-90 Days IG-1-Q 15505.10 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10936.76 Day 29 No 31.37 91-180 Days IG-2-Q 10874.10 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19959.08 Day 29 Yes 571.61 7-30 Days C-1 17793.76 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13344.10 Day 29 Yes 1231.42 7-30 Days CB-4 10861.01 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25132.80 Day 29 Yes 815.96 31-90 Days E-10 29198.93 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3714.07 Day 29 Yes 353.73 7-30 Days E-3 4058.52 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7392.39 Day 29 Yes 186.44 31-90 Days E-4 8786.40 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36267.28 Day 29 No 1011.84 7-30 Days E-5 37861.52 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 9427.40 Day 29 Yes 277.69 31-90 Days E-6 8177.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18311.31 Day 29 No 1082.22 91-180 Days E-7 20900.62 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30518.69 Day 29 No 1833.00 <7 Days E-8 35101.12 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27673.03 Day 29 Yes 1271.58 <7 Days E-9 30072.88 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2231.09 Day 29 No 115.97 91-180 Days G-4 2055.10 None No Wholesale Lending