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 31645.54 Day 54 No 2910.58 <7 Days N-7 32199.74 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 39005.89 Day 54 Yes 1661.24 7-30 Days P-1 32805.87 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40702.54 Day 54 No 3771.42 7-30 Days P-2 40565.68 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18435.61 Day 54 Yes 1762.37 <7 Days S-8 17949.25 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12224.59 Day 54 Yes 806.83 91-180 Days Y-1 12927.43 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30738.10 Day 54 Yes 2368.94 91-180 Days Y-2 30206.58 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16198.87 Day 54 Yes 327.97 7-30 Days Y-3 15043.97 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6738.27 Day 54 Yes 34.93 91-180 Days Y-4 5900.67 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2239.76 Day 54 Yes 11.19 <7 Days Z-1 1925.29 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42537.42 Day 54 Yes 3348.71 <7 Days A-2 48645.57 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32003.94 Day 54 No 2709.81 7-30 Days A-3 38068.04 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39085.71 Day 54 Yes 409.42 91-180 Days A-4 42577.51 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37739.01 Day 54 No 827.91 7-30 Days A-5 42966.93 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14083.23 Day 54 No 1184.40 91-180 Days CB-1 12363.43 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37872.75 Day 54 No 2474.36 7-30 Days CB-2 30949.48 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18049.02 Day 54 No 805.44 31-90 Days CB-3 20184.75 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30397.62 Day 54 Yes 1337.65 31-90 Days E-1 36312.95 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7234.86 Day 54 No 380.96 <7 Days E-2 6400.00 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3056.99 Day 54 Yes 103.74 7-30 Days G-1 3167.94 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 22827.56 Day 54 Yes 1725.14 91-180 Days G-2 21774.13 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1729.29 Day 54 No 30.09 31-90 Days G-3 1442.16 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27517.03 Day 54 No 463.65 7-30 Days IG-1 32122.32 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25632.68 Day 54 Yes 1414.34 7-30 Days IG-2 22093.27 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2216.45 Day 54 Yes 44.42 31-90 Days S-1 2547.78 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15751.67 Day 54 Yes 1361.75 <7 Days S-2 17755.94 None No Wholesale Lending