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 26584.79 151 - 179 Days No 362.08 <7 Days G-1 26992.04 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29588.30 151 - 179 Days Yes 315.53 31-90 Days G-2 24912.98 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21085.76 151 - 179 Days Yes 1139.13 91-180 Days G-3 25037.27 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36883.82 151 - 179 Days No 3057.35 7-30 Days IG-1 41271.90 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32302.76 151 - 179 Days No 77.97 31-90 Days IG-2 28498.82 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5274.37 151 - 179 Days No 374.83 7-30 Days S-1 5744.88 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5790.99 151 - 179 Days No 331.95 7-30 Days S-2 5827.92 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21214.58 151 - 179 Days No 13.26 91-180 Days S-3 24036.25 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4204.84 151 - 179 Days Yes 19.51 31-90 Days S-4 4524.23 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21983.75 151 - 179 Days Yes 946.30 31-90 Days S-5 21071.97 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5964.26 151 - 179 Days Yes 352.00 31-90 Days S-6 6020.87 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 34211.90 151 - 179 Days Yes 401.84 7-30 Days S-7 29999.61 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13260.20 180 - 270 Days Yes 1173.40 7-30 Days A-0-Q 15557.50 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4823.90 180 - 270 Days No 409.16 7-30 Days A-1-Q 4866.05 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7558.95 180 - 270 Days No 337.60 7-30 Days A-2-Q 6408.60 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39663.10 180 - 270 Days No 1868.18 <7 Days A-3-Q 47328.55 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41717.57 180 - 270 Days Yes 291.07 <7 Days A-4-Q 40564.67 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29103.69 180 - 270 Days No 1310.37 7-30 Days A-5-Q 30312.22 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33758.62 180 - 270 Days Yes 627.57 7-30 Days CB-1-Q 29781.59 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19517.01 180 - 270 Days Yes 1246.35 31-90 Days CB-2-Q 17839.22 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 19174.08 180 - 270 Days Yes 1538.57 91-180 Days S-1-Q 22266.89 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 12076.57 180 - 270 Days Yes 536.97 7-30 Days S-2-Q 12070.56 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25641.47 180 - 270 Days No 2199.43 31-90 Days S-3-Q 28407.67 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 23138.95 180 - 270 Days Yes 751.89 31-90 Days S-4-Q 21536.18 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13993.50 180 - 270 Days Yes 1191.53 31-90 Days CB-3-Q 16173.68 Partial Yes Liberty Mortgage Services Corp. Capital Markets