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 22989.23 Day 24 No 1973.07 <7 Days A-4-Q 24295.76 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20130.16 Day 24 No 1785.97 <7 Days A-5-Q 18852.04 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 14836.85 Day 24 Yes 230.49 31-90 Days CB-1-Q 16628.82 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15384.11 Day 24 No 1165.22 31-90 Days CB-2-Q 16449.53 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6642.85 Day 24 Yes 263.66 31-90 Days S-1-Q 7044.67 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 35277.35 Day 24 Yes 194.71 91-180 Days S-2-Q 29857.13 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4095.75 Day 24 No 388.48 7-30 Days S-3-Q 3423.61 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36467.55 Day 24 Yes 1241.82 <7 Days S-4-Q 43020.20 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 34752.62 Day 24 Yes 1818.90 7-30 Days CB-3-Q 33795.16 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 12397.19 Day 24 Yes 1017.28 31-90 Days G-1-Q 13612.85 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42763.25 Day 24 Yes 2589.49 7-30 Days G-2-Q 50618.27 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32635.66 Day 24 No 1048.39 31-90 Days G-3-Q 35928.58 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20216.02 Day 24 No 314.59 <7 Days S-5-Q 18114.91 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8089.79 Day 24 Yes 352.57 7-30 Days S-6-Q 8383.00 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8018.58 Day 24 Yes 613.42 91-180 Days S-7-Q 7908.78 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21161.70 Day 24 No 1250.54 31-90 Days E-1-Q 20665.82 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20754.69 Day 24 Yes 445.75 <7 Days E-2-Q 24712.16 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3219.07 Day 24 Yes 228.65 <7 Days IG-1-Q 3094.11 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31380.64 Day 24 No 2115.66 31-90 Days IG-2-Q 34415.40 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35292.35 Day 24 Yes 724.07 7-30 Days C-1 36368.51 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28804.81 Day 24 Yes 764.17 91-180 Days CB-4 26307.63 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 241.57 Day 24 No 19.62 31-90 Days E-10 257.85 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 9800.69 Day 24 No 226.03 91-180 Days E-3 10369.80 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 19187.25 Day 24 No 1102.90 <7 Days E-4 22164.01 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34691.96 Day 24 Yes 2398.49 <7 Days E-5 36893.62 Partial No Capital Markets