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 11577.83 180 - 270 Days Yes 203.63 91-180 Days IG-7 13851.20 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 24006.92 180 - 270 Days No 449.19 91-180 Days IG-8 27823.33 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8674.02 180 - 270 Days Yes 261.63 <7 Days L-1 9076.95 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42587.07 180 - 270 Days Yes 3624.17 <7 Days L-10 42219.64 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1760.01 180 - 270 Days Yes 49.87 91-180 Days L-11 1929.53 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28838.38 180 - 270 Days No 74.15 31-90 Days L-2 31682.29 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43937.50 180 - 270 Days Yes 2268.54 91-180 Days L-3 39097.76 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4647.30 180 - 270 Days Yes 238.77 91-180 Days L-4 5148.28 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 9513.03 180 - 270 Days No 512.15 91-180 Days L-5 8536.70 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14043.18 180 - 270 Days No 975.79 91-180 Days L-6 15675.23 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11276.88 180 - 270 Days Yes 485.96 31-90 Days L-7 9554.06 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 27191.72 180 - 270 Days Yes 2151.71 <7 Days L-8 30163.82 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40102.39 180 - 270 Days Yes 962.83 7-30 Days L-9 42915.01 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10270.80 180 - 270 Days Yes 1014.38 <7 Days LC-1 10398.67 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12678.19 180 - 270 Days Yes 731.00 <7 Days LC-2 11412.07 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29102.66 180 - 270 Days No 2635.23 7-30 Days N-1 31923.92 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31157.53 180 - 270 Days Yes 1171.91 31-90 Days N-2 27153.85 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27830.81 180 - 270 Days No 1127.62 7-30 Days N-3 32736.43 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38325.89 180 - 270 Days Yes 1060.20 91-180 Days N-4 33913.68 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41553.90 180 - 270 Days No 1275.71 7-30 Days N-5 41425.62 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 24336.90 180 - 270 Days Yes 282.90 31-90 Days N-6 22398.66 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 36750.51 180 - 270 Days No 2265.87 91-180 Days N-7 40286.14 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14116.68 180 - 270 Days Yes 1149.80 91-180 Days P-1 16348.53 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15737.74 180 - 270 Days No 742.36 <7 Days P-2 16243.09 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 26023.24 180 - 270 Days No 885.04 7-30 Days S-8 26957.08 Full Yes Liberty Mortgage Services Corp. Treasury