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 39716.77 Day 34 Yes 389.46 91-180 Days G-2-Q 44851.81 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5567.30 Day 34 Yes 521.77 31-90 Days G-3-Q 4948.31 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18474.73 Day 34 No 1677.99 7-30 Days S-5-Q 15844.23 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17563.85 Day 34 Yes 165.19 <7 Days S-6-Q 17552.52 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36322.88 Day 34 Yes 2171.76 <7 Days S-7-Q 41214.95 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11505.70 Day 34 Yes 171.94 7-30 Days E-1-Q 12093.15 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 20837.98 Day 34 Yes 1155.86 <7 Days E-2-Q 23371.59 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4272.47 Day 34 Yes 142.65 31-90 Days IG-1-Q 4245.27 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13984.06 Day 34 No 621.04 31-90 Days IG-2-Q 12293.13 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15829.73 Day 34 No 1355.07 31-90 Days C-1 14610.49 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6991.26 Day 34 Yes 102.09 <7 Days CB-4 7396.11 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20807.36 Day 34 Yes 2038.34 91-180 Days E-10 24845.69 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 39820.55 Day 34 Yes 3655.97 7-30 Days E-3 34571.12 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 13642.78 Day 34 Yes 1099.31 7-30 Days E-4 13335.44 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7832.78 Day 34 Yes 554.39 31-90 Days E-5 9079.18 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29594.92 Day 34 No 184.42 <7 Days E-6 24876.97 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22227.70 Day 34 No 488.24 <7 Days E-7 18905.49 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13000.95 Day 34 No 235.38 7-30 Days E-8 15095.75 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 30983.67 Day 34 No 819.46 7-30 Days E-9 30520.63 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31440.84 Day 34 Yes 1271.78 <7 Days G-4 33157.47 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 9785.42 Day 34 No 126.14 <7 Days IG-3 8577.79 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6773.75 Day 34 Yes 327.21 <7 Days IG-4 5448.05 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 34555.95 Day 34 Yes 513.46 31-90 Days IG-5 35030.74 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9427.53 Day 34 Yes 629.25 31-90 Days IG-6 10084.17 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5629.27 Day 34 Yes 104.23 <7 Days IG-7 5747.79 None Yes Liberty Wealth Management LLC Capital Markets