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 21453.85 Day 33 Yes 1421.44 31-90 Days N-1 17827.23 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38388.99 Day 33 No 2681.30 7-30 Days N-2 34879.69 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8009.58 Day 33 No 372.08 91-180 Days N-3 6784.90 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18970.50 Day 33 No 1574.32 31-90 Days N-4 18895.45 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31360.48 Day 33 No 1850.84 91-180 Days N-5 36194.69 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11062.86 Day 33 Yes 1051.93 31-90 Days N-6 9828.83 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15693.21 Day 33 Yes 124.75 7-30 Days N-7 14285.81 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12844.33 Day 33 Yes 990.16 <7 Days P-1 10982.84 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12856.61 Day 33 Yes 1267.78 91-180 Days P-2 10850.34 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22523.24 Day 33 Yes 2164.50 91-180 Days S-8 24830.85 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8479.45 Day 33 No 257.37 91-180 Days Y-1 8681.75 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38284.76 Day 33 Yes 2697.41 7-30 Days Y-2 44110.25 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25847.13 Day 33 Yes 935.58 31-90 Days Y-3 28151.46 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4434.98 Day 33 No 342.98 31-90 Days Y-4 3802.53 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17095.08 Day 33 No 1020.20 31-90 Days Z-1 18563.00 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14673.11 Day 33 No 1430.85 31-90 Days A-2 17455.85 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 44071.78 Day 33 Yes 567.37 <7 Days A-3 50491.92 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14413.50 Day 33 Yes 821.74 <7 Days A-4 16537.78 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24444.22 Day 33 No 1292.55 7-30 Days A-5 23039.21 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31086.75 Day 33 No 3033.85 31-90 Days CB-1 37240.29 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 14904.41 Day 33 Yes 1041.54 31-90 Days CB-2 11938.49 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33429.86 Day 33 Yes 1643.81 <7 Days CB-3 29104.32 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22301.98 Day 33 Yes 1655.18 <7 Days E-1 18138.69 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26882.44 Day 33 Yes 1303.06 31-90 Days E-2 30951.26 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17031.47 Day 33 No 1285.33 <7 Days G-1 19637.18 Partial Yes Liberty Mortgage Services Corp. Capital Markets