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 36528.27 Day 42 Yes 2801.15 31-90 Days G-1 38316.15 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2780.56 Day 42 Yes 216.86 91-180 Days G-2 2377.22 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4354.19 Day 42 Yes 177.67 7-30 Days G-3 4568.82 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1642.58 Day 42 Yes 27.88 7-30 Days IG-1 1606.31 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29784.04 Day 42 Yes 1743.33 91-180 Days IG-2 27706.31 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2067.51 Day 42 No 194.45 7-30 Days S-1 2275.89 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10404.93 Day 42 No 503.31 7-30 Days S-2 8769.33 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4452.63 Day 42 Yes 366.49 91-180 Days S-3 3811.80 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33945.12 Day 42 No 1390.89 7-30 Days S-4 40367.66 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6499.40 Day 42 Yes 602.98 91-180 Days S-5 6462.69 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4416.99 Day 42 No 23.30 31-90 Days S-6 4503.87 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10602.45 Day 42 No 640.57 91-180 Days S-7 10551.58 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33110.71 Day 43 No 1231.59 7-30 Days A-0-Q 31494.82 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8614.20 Day 43 Yes 734.58 7-30 Days A-1-Q 8361.03 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 28731.13 Day 43 No 2183.45 7-30 Days A-2-Q 33147.51 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36669.11 Day 43 Yes 1009.65 7-30 Days A-3-Q 35494.41 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 18001.01 Day 43 No 1361.68 <7 Days A-4-Q 19871.70 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6396.63 Day 43 Yes 260.41 31-90 Days A-5-Q 6796.44 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27038.44 Day 43 Yes 2307.33 91-180 Days CB-1-Q 21740.79 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20614.48 Day 43 No 1706.66 <7 Days CB-2-Q 22905.15 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3098.69 Day 43 Yes 149.24 91-180 Days S-1-Q 3508.29 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5621.93 Day 43 No 335.96 7-30 Days S-2-Q 5395.75 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14924.94 Day 43 Yes 831.31 7-30 Days S-3-Q 13996.82 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 6897.95 Day 43 Yes 352.85 7-30 Days S-4-Q 5881.21 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26291.48 Day 43 No 455.21 31-90 Days CB-3-Q 27785.77 Full Yes Liberty Capital Markets Inc. Investment Banking