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 Yes 8094.97 Day 53 Yes 363.16 <7 Days C-1 7509.57 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35628.20 Day 53 No 787.85 <7 Days CB-4 41510.26 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19202.65 Day 53 Yes 285.19 91-180 Days E-10 16645.76 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6883.07 Day 53 Yes 310.22 <7 Days E-3 5517.44 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28972.44 Day 53 No 333.85 <7 Days E-4 31765.90 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30026.00 Day 53 Yes 1910.94 7-30 Days E-5 26142.63 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6998.20 Day 53 Yes 505.69 7-30 Days E-6 7799.50 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10719.87 Day 53 No 936.59 <7 Days E-7 8948.58 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41504.48 Day 53 Yes 3736.77 7-30 Days E-8 44029.45 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19022.89 Day 53 No 922.37 31-90 Days E-9 21618.09 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38027.15 Day 53 Yes 1715.57 7-30 Days G-4 34757.30 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5078.49 Day 53 No 156.53 <7 Days IG-3 4789.62 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43812.66 Day 53 No 736.29 <7 Days IG-4 41100.37 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 14108.72 Day 53 Yes 609.73 <7 Days IG-5 15924.91 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40199.81 Day 53 No 1672.26 91-180 Days IG-6 47845.00 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37083.58 Day 53 No 771.83 91-180 Days IG-7 33672.16 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42254.50 Day 53 No 2573.37 31-90 Days IG-8 50094.19 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24588.36 Day 53 No 1665.50 7-30 Days L-1 25091.04 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37187.85 Day 53 No 2538.98 31-90 Days L-10 43013.41 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21319.50 Day 53 Yes 390.14 91-180 Days L-11 22218.05 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10637.43 Day 53 Yes 133.65 91-180 Days L-2 11742.41 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13522.35 Day 53 No 244.12 91-180 Days L-3 14547.95 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26637.39 Day 53 No 1709.69 <7 Days L-4 23265.82 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38220.17 Day 53 No 1341.29 7-30 Days L-5 38774.71 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35299.84 Day 53 Yes 2643.47 7-30 Days L-6 36773.53 Full No Treasury