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 14082.14 Day 36 No 897.25 <7 Days S-4-Q 12243.51 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4177.62 Day 36 No 30.92 <7 Days CB-3-Q 3769.86 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14292.67 Day 36 Yes 1315.74 91-180 Days G-1-Q 14782.76 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33737.09 Day 36 No 2506.46 <7 Days G-2-Q 33814.96 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1393.57 Day 36 No 52.07 91-180 Days G-3-Q 1586.33 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14796.46 Day 36 No 295.53 <7 Days S-5-Q 15748.13 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 29686.98 Day 36 No 1026.23 31-90 Days S-6-Q 26686.78 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41343.86 Day 36 Yes 3226.24 31-90 Days S-7-Q 49131.41 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2160.44 Day 36 No 140.58 <7 Days E-1-Q 2484.70 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 44051.87 Day 36 Yes 4376.97 91-180 Days E-2-Q 40361.69 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29075.01 Day 36 No 1313.69 91-180 Days IG-1-Q 34145.26 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43179.73 Day 36 Yes 1378.97 31-90 Days IG-2-Q 46330.98 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10430.74 Day 36 Yes 982.69 7-30 Days C-1 10632.61 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24890.10 Day 36 Yes 736.73 31-90 Days CB-4 24004.32 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 35328.87 Day 36 Yes 598.35 31-90 Days E-10 38343.42 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 10739.22 Day 36 No 190.49 91-180 Days E-3 12274.57 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26507.71 Day 36 No 858.58 31-90 Days E-4 23487.94 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41910.72 Day 36 No 2558.59 7-30 Days E-5 47310.50 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22719.83 Day 36 Yes 599.94 31-90 Days E-6 21333.95 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27325.40 Day 36 Yes 1036.80 91-180 Days E-7 25790.86 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23224.99 Day 36 No 1799.61 91-180 Days E-8 19181.44 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28616.70 Day 36 No 2222.45 7-30 Days E-9 34336.24 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35358.77 Day 36 No 2170.77 31-90 Days G-4 34742.29 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23123.16 Day 36 Yes 763.40 31-90 Days IG-3 23606.33 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25697.74 Day 36 Yes 1046.79 <7 Days IG-4 26669.05 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending