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 23025.41 Day 49 Yes 1005.04 91-180 Days A-4-Q 18713.37 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16657.37 Day 49 Yes 46.22 7-30 Days A-5-Q 18918.07 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 14353.42 Day 49 No 340.15 <7 Days CB-1-Q 13274.38 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 37476.69 Day 49 Yes 2605.97 7-30 Days CB-2-Q 44909.47 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24401.88 Day 49 Yes 575.99 31-90 Days S-1-Q 27237.72 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2804.12 Day 49 Yes 248.11 91-180 Days S-2-Q 3245.48 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42880.09 Day 49 No 15.39 <7 Days S-3-Q 34491.84 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 29476.15 Day 49 Yes 2383.85 7-30 Days S-4-Q 31546.60 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15068.78 Day 49 No 684.52 31-90 Days CB-3-Q 12306.60 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 39368.43 Day 49 Yes 1760.50 7-30 Days G-1-Q 34077.79 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33145.09 Day 49 Yes 93.26 7-30 Days G-2-Q 27217.90 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 35205.41 Day 49 No 1137.98 91-180 Days G-3-Q 38765.44 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24841.10 Day 49 No 1573.91 7-30 Days S-5-Q 25895.06 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5120.34 Day 49 No 481.88 <7 Days S-6-Q 4695.23 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 11196.22 Day 49 No 471.53 7-30 Days S-7-Q 12686.23 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 16372.21 Day 49 Yes 1447.43 91-180 Days E-1-Q 13173.47 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31313.44 Day 49 No 2629.86 <7 Days E-2-Q 25409.52 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41369.21 Day 49 No 4019.89 7-30 Days IG-1-Q 46303.03 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 19944.29 Day 49 Yes 1273.43 <7 Days IG-2-Q 20193.60 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 8749.28 Day 49 Yes 863.95 91-180 Days C-1 7326.18 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43480.26 Day 49 No 3175.21 7-30 Days CB-4 37765.98 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 21425.79 Day 49 No 1560.42 31-90 Days E-10 18402.00 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 16536.93 Day 49 No 1213.29 7-30 Days E-3 14436.52 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5557.55 Day 49 Yes 193.68 91-180 Days E-4 5425.30 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14034.25 Day 49 Yes 1357.28 <7 Days E-5 16603.56 None Yes Liberty Wealth Management LLC Capital Markets