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 Yes 33194.54 75 - 82 Days No 3250.37 7-30 Days S-2 32219.68 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 1230.99 75 - 82 Days Yes 34.25 7-30 Days S-3 1232.06 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25475.21 75 - 82 Days No 2020.27 7-30 Days S-4 30327.26 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40021.18 75 - 82 Days No 1914.52 7-30 Days S-5 44381.39 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20280.53 75 - 82 Days Yes 1667.42 31-90 Days S-6 18159.61 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13472.90 75 - 82 Days No 621.20 31-90 Days S-7 15729.72 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19683.54 83 - 90 Days No 1047.58 7-30 Days A-0-Q 18742.72 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 17548.47 83 - 90 Days Yes 1236.33 7-30 Days A-1-Q 19273.96 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25886.11 83 - 90 Days No 1355.17 <7 Days A-2-Q 26331.42 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42578.81 83 - 90 Days No 3727.82 7-30 Days A-3-Q 45932.40 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31160.20 83 - 90 Days No 1725.26 <7 Days A-4-Q 25188.79 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34655.56 83 - 90 Days No 2179.26 91-180 Days A-5-Q 36162.67 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 13675.90 83 - 90 Days No 274.70 <7 Days CB-1-Q 11373.30 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2323.23 83 - 90 Days No 173.11 <7 Days CB-2-Q 2406.56 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 43328.30 83 - 90 Days No 2919.56 <7 Days S-1-Q 48004.73 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 4905.91 83 - 90 Days No 32.18 <7 Days S-2-Q 5530.77 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27683.00 83 - 90 Days Yes 2755.82 <7 Days S-3-Q 26330.51 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30993.07 83 - 90 Days Yes 2086.15 31-90 Days S-4-Q 27235.25 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25904.53 83 - 90 Days No 957.21 91-180 Days CB-3-Q 25238.48 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 183.73 83 - 90 Days No 16.33 31-90 Days G-1-Q 209.41 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15675.68 83 - 90 Days Yes 865.85 7-30 Days G-2-Q 17381.54 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 34707.33 83 - 90 Days No 1091.34 7-30 Days G-3-Q 28640.40 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4373.40 83 - 90 Days No 118.61 7-30 Days S-5-Q 4260.05 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26465.01 83 - 90 Days Yes 768.21 <7 Days S-6-Q 22243.97 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35196.90 83 - 90 Days Yes 2380.64 91-180 Days S-7-Q 40933.98 None No Treasury