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 38362.03 Day 36 Yes 2546.31 <7 Days P-2 44052.96 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40072.41 Day 36 No 811.84 <7 Days S-8 43794.23 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33938.82 Day 36 No 260.71 91-180 Days Y-1 35627.14 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11226.52 Day 36 No 324.51 91-180 Days Y-2 12351.62 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37000.05 Day 36 Yes 297.94 7-30 Days Y-3 44211.30 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25957.35 Day 36 No 1384.04 7-30 Days Y-4 26683.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33224.98 Day 36 Yes 438.49 <7 Days Z-1 32176.92 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21471.73 Day 36 Yes 135.47 91-180 Days A-2 25488.54 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3017.80 Day 36 No 112.18 <7 Days A-3 2646.91 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9331.17 Day 36 No 838.35 7-30 Days A-4 10571.74 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15499.85 Day 36 No 1161.38 7-30 Days A-5 14218.83 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32070.82 Day 36 No 764.95 7-30 Days CB-1 27259.24 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14566.19 Day 36 No 400.83 31-90 Days CB-2 12060.42 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36284.66 Day 36 No 3172.40 7-30 Days CB-3 36060.52 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 5471.91 Day 36 Yes 285.44 <7 Days E-1 6436.04 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41784.69 Day 36 No 3639.85 <7 Days E-2 43495.29 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9274.18 Day 36 Yes 727.84 7-30 Days G-1 8150.18 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42239.18 Day 36 No 3111.11 7-30 Days G-2 47846.34 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1218.91 Day 36 No 76.15 <7 Days G-3 1085.01 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9911.28 Day 36 No 128.74 91-180 Days IG-1 9427.96 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25014.61 Day 36 Yes 2103.96 <7 Days IG-2 20652.31 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33677.98 Day 36 No 1432.41 7-30 Days S-1 32948.68 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39468.26 Day 36 Yes 3852.35 7-30 Days S-2 35093.42 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35919.65 Day 36 No 1393.02 7-30 Days S-3 37877.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22265.70 Day 36 Yes 454.04 <7 Days S-4 20608.15 Partial Yes Liberty Capital Markets Inc. Treasury