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 30238.47 Day 60 Yes 1774.59 91-180 Days E-1 30591.80 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36810.48 Day 60 Yes 786.56 7-30 Days E-2 39139.30 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40244.55 Day 60 Yes 3354.48 91-180 Days G-1 43095.80 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9643.51 Day 60 Yes 63.51 <7 Days G-2 9733.05 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4781.27 Day 60 No 163.65 91-180 Days G-3 4887.33 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25348.27 Day 60 No 480.51 31-90 Days IG-1 29554.71 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11078.43 Day 60 Yes 280.33 31-90 Days IG-2 10872.85 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43842.64 Day 60 Yes 2680.38 31-90 Days S-1 35583.68 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40812.28 Day 60 Yes 759.84 7-30 Days S-2 45054.86 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33776.14 Day 60 No 1059.57 7-30 Days S-3 40433.17 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26908.47 Day 60 Yes 329.74 <7 Days S-4 25292.04 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19070.18 Day 60 Yes 1009.89 91-180 Days S-5 21261.76 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2668.51 Day 60 Yes 109.57 31-90 Days S-6 2830.53 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36307.53 Day 60 No 1254.44 91-180 Days S-7 42062.87 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18506.98 61 - 67 Days Yes 34.78 91-180 Days A-0-Q 15315.55 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 14991.56 61 - 67 Days Yes 423.09 31-90 Days A-1-Q 13409.37 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32817.55 61 - 67 Days No 3029.69 7-30 Days A-2-Q 35607.39 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43267.17 61 - 67 Days Yes 1905.71 <7 Days A-3-Q 40509.66 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10056.57 61 - 67 Days No 646.62 91-180 Days A-4-Q 10635.20 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28196.83 61 - 67 Days Yes 2159.66 31-90 Days A-5-Q 31567.36 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 23473.43 61 - 67 Days Yes 479.59 31-90 Days CB-1-Q 26090.07 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 39217.00 61 - 67 Days No 2297.77 91-180 Days CB-2-Q 41148.28 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3228.50 61 - 67 Days No 33.22 7-30 Days S-1-Q 2638.69 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23064.47 61 - 67 Days No 858.72 7-30 Days S-2-Q 22590.87 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 1144.03 61 - 67 Days Yes 86.69 91-180 Days S-3-Q 1192.52 Full No Investment Banking