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 2521.31 Day 33 No 195.28 31-90 Days A-3-Q 2575.10 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13796.34 Day 33 Yes 1005.60 91-180 Days A-4-Q 12381.17 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37464.94 Day 33 Yes 3522.03 31-90 Days A-5-Q 35543.99 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 38088.43 Day 33 Yes 1270.63 <7 Days CB-1-Q 40308.95 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 20604.80 Day 33 No 867.85 7-30 Days CB-2-Q 23530.67 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11357.68 Day 33 No 877.60 7-30 Days S-1-Q 9558.74 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 17967.92 Day 33 Yes 548.18 <7 Days S-2-Q 15713.34 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29756.74 Day 33 Yes 15.24 7-30 Days S-3-Q 34252.85 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40254.31 Day 33 No 686.63 <7 Days S-4-Q 32232.67 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15236.22 Day 33 Yes 650.49 91-180 Days CB-3-Q 13769.85 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31287.50 Day 33 No 1801.37 31-90 Days G-1-Q 34152.21 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17625.16 Day 33 Yes 516.96 7-30 Days G-2-Q 17045.45 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23206.15 Day 33 Yes 2110.20 91-180 Days G-3-Q 20493.89 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41481.18 Day 33 Yes 1993.63 7-30 Days S-5-Q 38689.56 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 815.56 Day 33 Yes 66.65 <7 Days S-6-Q 973.75 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25179.35 Day 33 Yes 434.79 <7 Days S-7-Q 23189.67 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41752.19 Day 33 Yes 537.37 91-180 Days E-1-Q 34522.55 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6909.99 Day 33 No 55.89 91-180 Days E-2-Q 5658.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14087.01 Day 33 No 132.03 91-180 Days IG-1-Q 15439.90 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 24712.79 Day 33 Yes 1735.49 7-30 Days IG-2-Q 27893.27 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37776.57 Day 33 Yes 3266.23 <7 Days C-1 41895.44 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27353.78 Day 33 No 1605.49 <7 Days CB-4 30370.32 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22286.07 Day 33 Yes 134.93 91-180 Days E-10 22867.38 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 5270.79 Day 33 Yes 463.33 <7 Days E-3 4925.63 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28558.09 Day 33 No 2041.03 <7 Days E-4 28342.40 None No Investment Banking