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 5164.04 75 - 82 Days No 370.73 31-90 Days S-1-Q 4502.79 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10408.35 75 - 82 Days Yes 972.60 <7 Days S-2-Q 9204.13 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19942.81 75 - 82 Days Yes 1503.37 31-90 Days S-3-Q 19891.56 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26367.93 75 - 82 Days No 2473.35 91-180 Days S-4-Q 29191.54 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 31545.95 75 - 82 Days No 2846.06 7-30 Days CB-3-Q 34281.09 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27767.51 75 - 82 Days No 2574.03 7-30 Days G-1-Q 25059.99 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3111.46 75 - 82 Days No 127.24 31-90 Days G-2-Q 2872.53 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31057.03 75 - 82 Days Yes 714.03 31-90 Days G-3-Q 29571.28 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 16666.92 75 - 82 Days Yes 69.92 31-90 Days S-5-Q 13353.03 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29025.20 75 - 82 Days No 2502.35 31-90 Days S-6-Q 28811.55 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8244.22 75 - 82 Days No 561.11 31-90 Days S-7-Q 8354.75 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6743.52 75 - 82 Days No 10.08 <7 Days E-1-Q 7077.50 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33280.93 75 - 82 Days No 3190.54 7-30 Days E-2-Q 37984.17 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29296.54 75 - 82 Days No 362.14 31-90 Days IG-1-Q 29489.33 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40305.77 75 - 82 Days Yes 320.95 31-90 Days IG-2-Q 45227.72 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30883.05 75 - 82 Days No 2714.28 <7 Days C-1 29093.09 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19626.79 75 - 82 Days Yes 1066.01 7-30 Days CB-4 17306.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18763.02 75 - 82 Days Yes 1531.02 31-90 Days E-10 17719.10 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34844.90 75 - 82 Days Yes 2436.57 31-90 Days E-3 29224.31 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32271.89 75 - 82 Days Yes 359.54 <7 Days E-4 33840.22 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6111.37 75 - 82 Days No 303.02 31-90 Days E-5 6668.51 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2598.10 75 - 82 Days No 180.33 91-180 Days E-6 2822.08 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17437.08 75 - 82 Days Yes 120.76 91-180 Days E-7 17671.74 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31534.04 75 - 82 Days No 1440.78 91-180 Days E-8 33649.57 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3559.81 75 - 82 Days No 77.49 <7 Days E-9 3746.01 Partial Yes Liberty Wealth Management LLC Investment Banking