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 14359.96 Day 40 No 80.17 7-30 Days E-7 13053.57 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34127.89 Day 40 Yes 436.89 <7 Days E-8 33740.64 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39167.53 Day 40 Yes 415.35 91-180 Days E-9 32869.16 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15924.59 Day 40 No 236.44 91-180 Days G-4 17980.57 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19907.15 Day 40 Yes 792.64 31-90 Days IG-3 18546.43 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11079.96 Day 40 Yes 545.53 91-180 Days IG-4 11431.65 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 312.26 Day 40 Yes 12.70 7-30 Days IG-5 350.42 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17172.56 Day 40 No 1518.24 7-30 Days IG-6 17449.59 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 29500.49 Day 40 No 1358.37 7-30 Days IG-7 34353.26 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33993.76 Day 40 No 1705.76 7-30 Days IG-8 32709.57 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34873.05 Day 40 Yes 953.11 31-90 Days L-1 31694.60 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39816.27 Day 40 No 3172.10 31-90 Days L-10 43517.81 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9924.76 Day 40 Yes 914.71 <7 Days L-11 11481.64 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3140.00 Day 40 Yes 130.09 <7 Days L-2 3294.29 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 23553.73 Day 40 Yes 271.24 91-180 Days L-3 27677.83 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6448.78 Day 40 Yes 609.08 91-180 Days L-4 6296.36 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9003.93 Day 40 Yes 847.04 <7 Days L-5 10330.25 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22024.27 Day 40 Yes 2003.31 <7 Days L-6 23493.95 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30456.28 Day 40 Yes 134.42 7-30 Days L-7 25952.67 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24471.03 Day 40 Yes 2384.17 91-180 Days L-8 20398.56 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12806.38 Day 40 Yes 965.01 7-30 Days L-9 11703.12 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8303.64 Day 40 Yes 726.29 7-30 Days LC-1 6823.27 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40249.93 Day 40 Yes 3918.01 31-90 Days LC-2 43291.68 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22892.43 Day 40 Yes 262.11 31-90 Days N-1 25901.22 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23557.82 Day 40 Yes 667.74 91-180 Days N-2 22997.04 None No Trading