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 6175.37 Day 57 Yes 471.37 7-30 Days S-6-Q 7267.11 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24987.02 Day 57 No 2321.50 91-180 Days S-7-Q 21472.25 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40112.71 Day 57 No 3468.68 91-180 Days E-1-Q 43402.65 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34030.98 Day 57 No 1068.89 91-180 Days E-2-Q 32725.54 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29926.77 Day 57 No 1136.73 31-90 Days IG-1-Q 29601.23 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4724.27 Day 57 No 53.18 <7 Days IG-2-Q 5075.78 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13358.86 Day 57 No 516.91 31-90 Days C-1 14178.22 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9422.29 Day 57 Yes 606.80 7-30 Days CB-4 9584.77 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2751.25 Day 57 Yes 161.92 31-90 Days E-10 2983.33 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29625.10 Day 57 No 603.80 31-90 Days E-3 27075.01 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13032.89 Day 57 Yes 621.58 <7 Days E-4 12929.93 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13958.30 Day 57 No 1296.29 31-90 Days E-5 14888.58 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5080.08 Day 57 No 38.30 7-30 Days E-6 5940.22 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19101.94 Day 57 Yes 1465.53 7-30 Days E-7 21007.96 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6499.14 Day 57 No 432.34 91-180 Days E-8 5404.86 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7270.14 Day 57 Yes 168.78 91-180 Days E-9 8549.39 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8875.65 Day 57 Yes 454.42 7-30 Days G-4 8495.64 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20198.34 Day 57 No 1282.10 <7 Days IG-3 20457.79 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 12910.71 Day 57 Yes 56.31 91-180 Days IG-4 11602.81 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6441.07 Day 57 Yes 297.30 31-90 Days IG-5 5401.33 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37697.47 Day 57 No 1027.69 31-90 Days IG-6 41613.80 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 21139.70 Day 57 Yes 148.44 91-180 Days IG-7 19623.98 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1120.88 Day 57 Yes 14.30 91-180 Days IG-8 953.54 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41151.18 Day 57 No 1049.14 <7 Days L-1 43883.38 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27954.21 Day 57 Yes 220.43 <7 Days L-10 31054.57 Full Yes Liberty Wealth Management LLC Investment Banking