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 12622.15 Day 35 Yes 790.19 91-180 Days A-0-Q 15047.09 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34481.82 Day 35 Yes 1909.06 7-30 Days A-1-Q 28469.69 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26792.16 Day 35 Yes 948.23 91-180 Days A-2-Q 28811.76 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37630.10 Day 35 Yes 2697.21 7-30 Days A-3-Q 42770.13 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7124.59 Day 35 Yes 612.64 91-180 Days A-4-Q 8510.89 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35969.04 Day 35 Yes 903.28 91-180 Days A-5-Q 29350.35 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2898.19 Day 35 Yes 230.03 7-30 Days CB-1-Q 3376.38 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6995.94 Day 35 No 591.75 7-30 Days CB-2-Q 7178.72 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4932.30 Day 35 No 203.09 91-180 Days S-1-Q 4947.10 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35664.52 Day 35 No 3403.81 7-30 Days S-2-Q 29977.09 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11713.33 Day 35 Yes 251.50 7-30 Days S-3-Q 11463.23 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22765.37 Day 35 Yes 937.44 91-180 Days S-4-Q 18883.85 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25834.77 Day 35 Yes 226.97 91-180 Days CB-3-Q 27031.18 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40064.89 Day 35 Yes 2872.16 91-180 Days G-1-Q 40932.89 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12805.87 Day 35 No 599.43 <7 Days G-2-Q 15147.81 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27834.63 Day 35 No 2049.74 7-30 Days G-3-Q 31034.87 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37428.90 Day 35 Yes 1411.22 <7 Days S-5-Q 37283.22 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2455.94 Day 35 No 36.09 91-180 Days S-6-Q 2926.23 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17279.94 Day 35 No 1545.78 <7 Days S-7-Q 17349.73 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4927.39 Day 35 No 103.63 7-30 Days E-1-Q 4888.54 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 20071.40 Day 35 Yes 1798.20 <7 Days E-2-Q 16483.58 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 8101.54 Day 35 Yes 48.38 <7 Days IG-1-Q 6905.73 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43720.09 Day 35 No 3653.28 7-30 Days IG-2-Q 39928.23 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14862.81 Day 35 No 691.49 7-30 Days C-1 13878.41 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 18110.23 Day 35 Yes 546.61 91-180 Days CB-4 17936.63 None Yes Liberty Mortgage Services Corp. Trading