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 22762.15 Day 38 No 2139.81 91-180 Days S-1-Q 21854.35 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1703.63 Day 38 Yes 143.27 7-30 Days S-2-Q 1636.02 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36620.62 Day 38 Yes 2838.96 7-30 Days S-3-Q 41246.21 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30097.79 Day 38 No 625.37 7-30 Days S-4-Q 25405.17 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43155.42 Day 38 Yes 2387.75 31-90 Days CB-3-Q 43222.44 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32379.36 Day 38 No 510.10 31-90 Days G-1-Q 32568.40 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1572.42 Day 38 Yes 2.71 <7 Days G-2-Q 1778.74 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9700.97 Day 38 Yes 387.83 <7 Days G-3-Q 8010.23 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18621.67 Day 38 No 274.17 91-180 Days S-5-Q 17335.89 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 4723.03 Day 38 Yes 130.85 91-180 Days S-6-Q 4272.32 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30509.60 Day 38 No 2408.21 91-180 Days S-7-Q 28538.99 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 761.51 Day 38 Yes 68.41 7-30 Days E-1-Q 756.66 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17574.71 Day 38 Yes 1711.32 91-180 Days E-2-Q 16490.38 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31522.78 Day 38 Yes 2155.98 7-30 Days IG-1-Q 25665.62 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 608.06 Day 38 Yes 33.69 7-30 Days IG-2-Q 579.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11730.69 Day 38 No 382.79 91-180 Days C-1 9975.92 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40599.66 Day 38 No 3784.99 91-180 Days CB-4 33871.98 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6710.81 Day 38 No 407.36 7-30 Days E-10 6498.94 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21788.76 Day 38 No 943.65 31-90 Days E-3 22656.36 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15775.90 Day 38 No 1454.43 <7 Days E-4 12648.33 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3441.37 Day 38 No 298.14 <7 Days E-5 3226.32 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12175.31 Day 38 Yes 568.80 7-30 Days E-6 14198.60 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43422.40 Day 38 Yes 1729.03 91-180 Days E-7 39067.42 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39188.65 Day 38 Yes 1791.65 <7 Days E-8 43251.42 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3650.73 Day 38 Yes 330.46 <7 Days E-9 3974.51 Partial Yes Liberty International Finance Ltd. Trading