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 4663.26 180 - 270 Days Yes 110.66 91-180 Days G-1-Q 5584.79 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 26446.65 180 - 270 Days Yes 1587.69 91-180 Days G-2-Q 28886.94 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16095.92 180 - 270 Days No 1609.45 7-30 Days G-3-Q 17525.64 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16310.53 180 - 270 Days Yes 1457.77 31-90 Days S-5-Q 14262.26 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28734.58 180 - 270 Days No 1886.15 91-180 Days S-6-Q 27500.56 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25264.59 180 - 270 Days No 398.65 7-30 Days S-7-Q 28099.20 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31086.16 180 - 270 Days Yes 2033.62 7-30 Days E-1-Q 27263.78 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 595.76 180 - 270 Days No 12.76 <7 Days E-2-Q 650.51 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10678.21 180 - 270 Days No 503.01 <7 Days IG-1-Q 10294.79 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23158.96 180 - 270 Days Yes 1793.80 7-30 Days IG-2-Q 26192.98 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18649.82 180 - 270 Days No 46.73 7-30 Days C-1 19089.74 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22181.73 180 - 270 Days No 189.87 31-90 Days CB-4 21213.02 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37749.84 180 - 270 Days No 663.24 <7 Days E-10 39445.48 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16240.68 180 - 270 Days Yes 731.06 91-180 Days E-3 17963.58 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28039.40 180 - 270 Days No 2345.94 91-180 Days E-4 32352.10 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16669.04 180 - 270 Days Yes 1560.23 7-30 Days E-5 19206.31 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1961.78 180 - 270 Days Yes 143.07 <7 Days E-6 2148.50 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12851.85 180 - 270 Days No 338.00 91-180 Days E-7 15098.65 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20773.27 180 - 270 Days Yes 1333.98 91-180 Days E-8 16644.41 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9635.10 180 - 270 Days Yes 784.91 7-30 Days E-9 11258.81 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38416.11 180 - 270 Days Yes 1766.03 31-90 Days G-4 40561.29 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13723.39 180 - 270 Days No 153.80 7-30 Days IG-3 16120.06 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39825.21 180 - 270 Days Yes 2668.96 91-180 Days IG-4 46014.71 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11796.02 180 - 270 Days Yes 1110.93 31-90 Days IG-5 11174.00 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5979.25 180 - 270 Days No 462.02 31-90 Days IG-6 5116.54 None No Investment Banking