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 39697.70 Day 49 No 1692.55 <7 Days G-3 44712.36 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2288.31 Day 49 Yes 204.66 <7 Days IG-1 2154.33 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 27955.63 Day 49 No 2521.88 91-180 Days IG-2 32947.90 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9591.33 Day 49 No 401.16 91-180 Days S-1 9285.21 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25116.05 Day 49 No 902.87 <7 Days S-2 29973.96 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38884.20 Day 49 No 927.29 <7 Days S-3 36075.09 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25402.34 Day 49 Yes 834.58 31-90 Days S-4 29412.69 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2224.94 Day 49 Yes 37.22 7-30 Days S-5 2102.19 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43624.36 Day 49 Yes 1229.43 91-180 Days S-6 48903.21 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29409.79 Day 49 No 12.56 7-30 Days S-7 26003.74 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27245.87 Day 50 No 2320.47 31-90 Days A-0-Q 24723.42 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38985.24 Day 50 No 495.46 91-180 Days A-1-Q 44676.03 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41690.44 Day 50 No 2708.20 91-180 Days A-2-Q 44999.77 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 10019.07 Day 50 No 130.64 <7 Days A-3-Q 10417.28 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4813.26 Day 50 Yes 191.19 <7 Days A-4-Q 4237.88 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10946.32 Day 50 No 935.22 91-180 Days A-5-Q 11091.25 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 3224.16 Day 50 Yes 257.48 7-30 Days CB-1-Q 2970.81 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 24157.31 Day 50 No 232.63 31-90 Days CB-2-Q 26119.66 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6620.82 Day 50 Yes 259.80 31-90 Days S-1-Q 5361.24 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31957.30 Day 50 Yes 240.59 <7 Days S-2-Q 37224.99 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30534.40 Day 50 Yes 2703.55 91-180 Days S-3-Q 24971.17 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4596.29 Day 50 No 57.48 31-90 Days S-4-Q 4953.00 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7044.78 Day 50 No 696.98 <7 Days CB-3-Q 7028.34 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43375.12 Day 50 No 33.93 91-180 Days G-1-Q 39762.43 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40016.63 Day 50 No 138.15 7-30 Days G-2-Q 38371.29 Full Yes Liberty Mortgage Services Corp. Investment Banking