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 29384.23 Day 31 No 1117.77 91-180 Days CB-1-Q 23545.79 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20264.56 Day 31 No 1426.07 7-30 Days CB-2-Q 16591.79 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27114.62 Day 31 Yes 207.98 7-30 Days S-1-Q 26850.78 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 14142.97 Day 31 No 245.91 <7 Days S-2-Q 13894.83 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17292.04 Day 31 No 1399.56 7-30 Days S-3-Q 20091.16 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7905.85 Day 31 Yes 380.11 7-30 Days S-4-Q 9308.22 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 996.72 Day 31 No 40.89 7-30 Days CB-3-Q 1183.95 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30159.61 Day 31 Yes 2033.03 7-30 Days G-1-Q 26591.04 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19810.57 Day 31 No 753.21 <7 Days G-2-Q 18036.70 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8198.65 Day 31 Yes 749.00 7-30 Days G-3-Q 7024.73 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 21791.13 Day 31 Yes 995.68 <7 Days S-5-Q 21687.44 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15110.18 Day 31 No 817.55 7-30 Days S-6-Q 13051.83 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33116.49 Day 31 No 505.96 7-30 Days S-7-Q 31503.45 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5141.15 Day 31 Yes 186.96 7-30 Days E-1-Q 5013.67 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27188.41 Day 31 No 1312.11 7-30 Days E-2-Q 28816.34 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11582.16 Day 31 No 204.98 7-30 Days IG-1-Q 12560.91 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 426.93 Day 31 Yes 33.46 <7 Days IG-2-Q 416.30 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6832.53 Day 31 No 8.65 31-90 Days C-1 6453.63 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6772.97 Day 31 Yes 160.23 91-180 Days CB-4 7213.66 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7944.35 Day 31 Yes 652.82 31-90 Days E-10 9130.92 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 31703.53 Day 31 Yes 459.56 31-90 Days E-3 29092.38 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24096.86 Day 31 Yes 1496.79 7-30 Days E-4 27477.28 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13637.89 Day 31 Yes 125.70 31-90 Days E-5 11907.09 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21836.46 Day 31 No 1687.08 7-30 Days E-6 25704.55 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31509.24 Day 31 No 3061.26 31-90 Days E-7 25272.77 Partial Yes Liberty International Finance Ltd. Wholesale Lending