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 39449.04 Day 41 Yes 1112.27 31-90 Days Y-4 46986.41 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18485.66 Day 41 No 1645.44 31-90 Days Z-1 19182.54 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6305.86 Day 41 Yes 294.54 7-30 Days A-2 6006.34 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35748.04 Day 41 Yes 283.90 91-180 Days A-3 37499.23 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33355.67 Day 41 Yes 2284.14 31-90 Days A-4 36923.60 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 745.84 Day 41 No 18.21 31-90 Days A-5 721.27 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11136.30 Day 41 No 1038.01 31-90 Days CB-1 12016.64 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7873.88 Day 41 No 782.77 91-180 Days CB-2 9029.44 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40644.67 Day 41 No 637.34 91-180 Days CB-3 34460.24 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1052.63 Day 41 Yes 23.55 31-90 Days E-1 1192.28 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25425.76 Day 41 No 825.22 31-90 Days E-2 23923.00 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18576.45 Day 41 No 163.12 7-30 Days G-1 18216.12 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36733.15 Day 41 Yes 2828.27 91-180 Days G-2 43789.33 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35795.81 Day 41 Yes 2243.17 91-180 Days G-3 34036.33 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35971.19 Day 41 No 2046.81 <7 Days IG-1 38666.80 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18588.04 Day 41 No 1818.17 <7 Days IG-2 17524.94 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35606.13 Day 41 No 160.88 <7 Days S-1 32232.14 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28314.75 Day 41 Yes 2075.27 <7 Days S-2 22664.65 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21213.60 Day 41 No 686.22 7-30 Days S-3 21318.05 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 26019.33 Day 41 Yes 1622.29 91-180 Days S-4 21017.86 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36241.60 Day 41 No 2825.30 <7 Days S-5 38669.36 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5765.39 Day 41 Yes 153.39 91-180 Days S-6 5962.99 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20631.08 Day 41 Yes 689.85 91-180 Days S-7 16871.53 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41467.92 Day 42 No 2903.82 91-180 Days A-0-Q 49575.41 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1691.87 Day 42 No 152.17 <7 Days A-1-Q 1814.63 Full No Capital Markets