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 26972.86 61 - 67 Days Yes 1317.51 31-90 Days S-4-Q 25419.88 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26003.11 61 - 67 Days No 312.36 91-180 Days CB-3-Q 28329.43 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10718.28 61 - 67 Days Yes 879.35 <7 Days G-1-Q 11953.25 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1318.94 61 - 67 Days No 31.93 91-180 Days G-2-Q 1329.37 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28026.89 61 - 67 Days No 1745.23 <7 Days G-3-Q 32377.55 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 28446.85 61 - 67 Days Yes 1.25 91-180 Days S-5-Q 26280.25 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18258.98 61 - 67 Days Yes 1034.16 <7 Days S-6-Q 15188.60 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35416.27 61 - 67 Days Yes 1853.52 91-180 Days S-7-Q 37246.91 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16103.39 61 - 67 Days Yes 215.36 <7 Days E-1-Q 13577.01 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40431.11 61 - 67 Days Yes 350.97 <7 Days E-2-Q 47532.38 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40611.92 61 - 67 Days Yes 2372.71 <7 Days IG-1-Q 39729.00 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 42307.40 61 - 67 Days No 2164.88 7-30 Days IG-2-Q 41744.09 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4345.04 61 - 67 Days No 222.95 31-90 Days C-1 4241.68 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43752.89 61 - 67 Days No 2560.28 91-180 Days CB-4 38820.99 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32208.84 61 - 67 Days No 1163.97 31-90 Days E-10 37096.23 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 32737.83 61 - 67 Days No 1394.53 91-180 Days E-3 27889.09 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39901.34 61 - 67 Days No 3362.77 <7 Days E-4 46066.48 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 12580.99 61 - 67 Days No 293.05 31-90 Days E-5 12938.55 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19676.68 61 - 67 Days No 904.15 31-90 Days E-6 18035.87 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29019.86 61 - 67 Days No 1742.76 91-180 Days E-7 24429.05 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36696.92 61 - 67 Days Yes 1289.86 <7 Days E-8 34324.85 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25101.77 61 - 67 Days No 1535.80 31-90 Days E-9 24683.72 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20483.53 61 - 67 Days Yes 1273.27 <7 Days G-4 22075.98 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28000.38 61 - 67 Days No 1019.67 <7 Days IG-3 27886.71 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12406.90 61 - 67 Days No 903.09 <7 Days IG-4 11923.24 Partial Yes Liberty Wealth Management LLC Investment Banking