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 28948.15 271 - 364 Days Yes 2102.33 7-30 Days CB-3 29310.00 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40426.31 271 - 364 Days No 413.42 <7 Days E-1 48503.27 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23292.04 271 - 364 Days No 565.90 91-180 Days E-2 21747.21 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 29847.10 271 - 364 Days Yes 79.49 <7 Days G-1 24951.66 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 28456.24 271 - 364 Days No 2234.89 31-90 Days G-2 33862.66 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38528.16 271 - 364 Days Yes 1432.08 <7 Days G-3 38519.01 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 43464.09 271 - 364 Days No 3960.64 91-180 Days IG-1 36724.45 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34105.84 271 - 364 Days Yes 435.12 31-90 Days IG-2 30049.78 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18944.24 271 - 364 Days No 730.25 31-90 Days S-1 16711.06 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 14544.91 271 - 364 Days Yes 117.41 91-180 Days S-2 13672.39 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 15293.81 271 - 364 Days No 37.56 <7 Days S-3 12466.16 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34396.58 271 - 364 Days Yes 2899.53 91-180 Days S-4 32415.25 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4004.43 271 - 364 Days Yes 180.31 <7 Days S-5 3458.51 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 3462.73 271 - 364 Days No 7.96 7-30 Days S-6 3173.72 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34082.25 271 - 364 Days No 2910.01 7-30 Days S-7 27367.64 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14325.16 >= 1 Yr <= 2 Yr No 347.37 <7 Days A-0-Q 13077.22 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5241.57 >= 1 Yr <= 2 Yr No 492.68 31-90 Days A-1-Q 4625.54 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3748.17 >= 1 Yr <= 2 Yr Yes 35.38 31-90 Days A-2-Q 3255.10 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36085.06 >= 1 Yr <= 2 Yr No 3363.79 31-90 Days A-3-Q 40328.83 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11679.87 >= 1 Yr <= 2 Yr No 699.89 <7 Days A-4-Q 11804.57 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21281.71 >= 1 Yr <= 2 Yr No 64.67 91-180 Days A-5-Q 22388.11 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20270.90 >= 1 Yr <= 2 Yr Yes 1023.70 7-30 Days CB-1-Q 21542.00 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30847.80 >= 1 Yr <= 2 Yr Yes 2585.12 31-90 Days CB-2-Q 26569.08 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38938.47 >= 1 Yr <= 2 Yr No 2405.71 7-30 Days S-1-Q 35858.73 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31501.04 >= 1 Yr <= 2 Yr No 2142.08 <7 Days S-2-Q 31919.94 Full Yes Liberty Capital Markets Inc. Wholesale Lending