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 7650.05 Day 45 Yes 437.92 7-30 Days IG-4 8305.38 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30195.52 Day 45 Yes 2451.28 31-90 Days IG-5 34597.33 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32871.66 Day 45 No 3224.60 7-30 Days IG-6 34997.22 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3506.41 Day 45 No 87.08 31-90 Days IG-7 3850.90 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5471.12 Day 45 Yes 212.43 91-180 Days IG-8 6366.88 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8200.16 Day 45 No 602.77 <7 Days L-1 8540.09 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11635.67 Day 45 Yes 604.87 <7 Days L-10 9610.57 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2295.40 Day 45 Yes 96.66 91-180 Days L-11 2028.72 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 239.92 Day 45 Yes 14.90 31-90 Days L-2 249.40 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 35571.07 Day 45 Yes 963.77 7-30 Days L-3 36455.21 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28617.06 Day 45 Yes 1146.62 31-90 Days L-4 31103.22 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28078.81 Day 45 Yes 811.49 7-30 Days L-5 29259.78 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42411.00 Day 45 Yes 2599.57 7-30 Days L-6 34325.69 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39238.67 Day 45 No 910.50 <7 Days L-7 38096.51 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41515.39 Day 45 Yes 1783.20 7-30 Days L-8 35709.09 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 380.09 Day 45 Yes 33.29 <7 Days L-9 425.07 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28146.26 Day 45 Yes 2347.02 31-90 Days LC-1 30145.47 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13512.08 Day 45 No 39.57 <7 Days LC-2 14512.22 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32608.94 Day 45 No 856.62 7-30 Days N-1 30889.96 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2611.26 Day 45 Yes 251.09 31-90 Days N-2 2659.02 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8305.82 Day 45 Yes 311.58 91-180 Days N-3 7905.76 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34639.51 Day 45 No 1857.55 <7 Days N-4 34955.51 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19631.00 Day 45 Yes 1494.82 <7 Days N-5 22258.06 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32445.26 Day 45 Yes 1927.79 <7 Days N-6 37046.49 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15360.11 Day 45 Yes 272.77 <7 Days N-7 13540.31 Partial Yes Liberty Capital Markets Inc. Treasury