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 20555.26 271 - 364 Days Yes 999.72 7-30 Days L-8 18866.54 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27748.29 271 - 364 Days Yes 606.78 31-90 Days L-9 25355.11 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27272.69 271 - 364 Days No 361.90 7-30 Days LC-1 25517.49 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13571.29 271 - 364 Days No 393.27 31-90 Days LC-2 16085.33 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4920.20 271 - 364 Days Yes 261.95 31-90 Days N-1 4003.26 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29497.99 271 - 364 Days Yes 1367.32 <7 Days N-2 28492.18 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 44114.60 271 - 364 Days No 898.42 <7 Days N-3 38257.63 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10205.81 271 - 364 Days Yes 482.34 31-90 Days N-4 10226.86 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13283.65 271 - 364 Days Yes 903.23 31-90 Days N-5 15859.59 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4648.02 271 - 364 Days No 54.07 7-30 Days N-6 5049.75 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19893.58 271 - 364 Days No 373.62 31-90 Days N-7 18273.87 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4724.35 271 - 364 Days Yes 119.72 31-90 Days P-1 4714.76 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24786.58 271 - 364 Days No 787.99 7-30 Days P-2 22251.02 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17341.74 271 - 364 Days No 1505.45 31-90 Days S-8 14472.33 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18998.57 271 - 364 Days No 974.16 31-90 Days Y-1 17234.27 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2693.46 271 - 364 Days Yes 164.74 <7 Days Y-2 2322.78 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 9879.13 271 - 364 Days No 383.46 7-30 Days Y-3 8297.93 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25480.64 271 - 364 Days No 780.37 <7 Days Y-4 28330.89 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 20654.28 271 - 364 Days Yes 594.42 <7 Days Z-1 23150.69 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9299.63 271 - 364 Days No 688.73 <7 Days A-2 10392.69 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42127.72 271 - 364 Days No 3669.39 <7 Days A-3 35335.31 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34776.74 271 - 364 Days No 872.65 7-30 Days A-4 38740.13 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41962.46 271 - 364 Days No 1458.47 7-30 Days A-5 45744.55 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2938.30 271 - 364 Days Yes 3.79 31-90 Days CB-1 3328.40 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34984.72 271 - 364 Days No 798.49 <7 Days CB-2 37541.30 None Yes Liberty Wealth Management LLC Wholesale Lending