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 21582.27 91 - 120 Days No 2006.62 31-90 Days IG-1 20021.08 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7113.77 91 - 120 Days Yes 53.07 7-30 Days IG-2 8185.35 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24802.68 91 - 120 Days No 776.26 91-180 Days S-1 25574.45 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9347.60 91 - 120 Days No 527.60 31-90 Days S-2 9506.00 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20191.53 91 - 120 Days No 1289.73 91-180 Days S-3 19577.28 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26535.70 91 - 120 Days No 1141.36 91-180 Days S-4 31071.87 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14834.36 91 - 120 Days No 1353.06 91-180 Days S-5 15007.21 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 19184.64 91 - 120 Days No 1889.48 7-30 Days S-6 18433.28 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 34602.27 91 - 120 Days No 2691.43 91-180 Days S-7 37593.11 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23322.71 121 - 150 Days No 1469.63 91-180 Days A-0-Q 21382.80 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36421.47 121 - 150 Days Yes 2433.80 31-90 Days A-1-Q 34318.42 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21790.55 121 - 150 Days Yes 1123.31 <7 Days A-2-Q 18671.64 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28102.08 121 - 150 Days Yes 1861.66 <7 Days A-3-Q 23439.34 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27403.83 121 - 150 Days No 1438.09 31-90 Days A-4-Q 28940.02 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27553.25 121 - 150 Days Yes 1206.86 31-90 Days A-5-Q 24489.46 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38950.92 121 - 150 Days No 2263.76 7-30 Days CB-1-Q 34572.31 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5420.57 121 - 150 Days No 38.22 31-90 Days CB-2-Q 5205.18 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19744.41 121 - 150 Days No 77.58 7-30 Days S-1-Q 19061.44 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33610.39 121 - 150 Days Yes 2121.19 91-180 Days S-2-Q 33399.22 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24924.40 121 - 150 Days Yes 2445.74 7-30 Days S-3-Q 27201.51 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15685.82 121 - 150 Days No 111.71 <7 Days S-4-Q 16649.68 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40196.96 121 - 150 Days No 1026.13 <7 Days CB-3-Q 46187.66 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14775.03 121 - 150 Days No 1302.53 <7 Days G-1-Q 14694.50 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19617.75 121 - 150 Days No 413.28 31-90 Days G-2-Q 19023.65 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20299.87 121 - 150 Days Yes 703.36 <7 Days G-3-Q 19845.53 Partial No Treasury