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 38213.11 Day 52 No 1148.87 <7 Days CB-3-Q 36568.71 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 30232.80 Day 52 Yes 1530.99 31-90 Days G-1-Q 31301.79 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32867.59 Day 52 No 2232.56 91-180 Days G-2-Q 28573.20 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10616.49 Day 52 No 532.89 <7 Days G-3-Q 10031.72 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17023.74 Day 52 Yes 145.22 31-90 Days S-5-Q 20146.03 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9493.34 Day 52 No 922.11 31-90 Days S-6-Q 11067.13 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2101.85 Day 52 Yes 121.17 <7 Days S-7-Q 1990.35 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 40347.59 Day 52 No 2889.88 91-180 Days E-1-Q 44345.84 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16894.11 Day 52 Yes 1390.96 <7 Days E-2-Q 14582.19 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 44001.05 Day 52 Yes 2657.44 31-90 Days IG-1-Q 42304.79 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5388.67 Day 52 No 323.63 7-30 Days IG-2-Q 4560.02 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41381.24 Day 52 Yes 2921.33 7-30 Days C-1 37868.01 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18303.05 Day 52 No 849.24 31-90 Days CB-4 16667.52 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5147.26 Day 52 No 201.98 91-180 Days E-10 5132.89 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 16788.89 Day 52 Yes 1674.02 31-90 Days E-3 15502.83 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29262.43 Day 52 Yes 2873.24 91-180 Days E-4 33465.57 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9747.80 Day 52 Yes 225.63 7-30 Days E-5 9449.67 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12671.38 Day 52 No 997.82 7-30 Days E-6 14899.26 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1510.01 Day 52 No 115.66 91-180 Days E-7 1266.62 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 43345.15 Day 52 Yes 550.53 91-180 Days E-8 51476.07 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2137.55 Day 52 No 124.81 31-90 Days E-9 1802.25 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26620.48 Day 52 Yes 952.30 7-30 Days G-4 25049.01 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24937.13 Day 52 No 53.99 91-180 Days IG-3 27098.08 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5394.98 Day 52 No 6.32 31-90 Days IG-4 4537.75 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36162.79 Day 52 Yes 261.57 31-90 Days IG-5 34263.85 Full No Trading