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 22760.43 >= 1 Yr <= 2 Yr No 1864.25 31-90 Days S-3-Q 27236.83 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29503.20 >= 1 Yr <= 2 Yr No 2264.31 91-180 Days S-4-Q 26098.61 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36675.60 >= 1 Yr <= 2 Yr Yes 2682.49 91-180 Days CB-3-Q 38262.71 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 7916.43 >= 1 Yr <= 2 Yr Yes 473.24 91-180 Days G-1-Q 6338.13 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7296.52 >= 1 Yr <= 2 Yr No 625.12 31-90 Days G-2-Q 7878.20 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24255.53 >= 1 Yr <= 2 Yr No 281.04 91-180 Days G-3-Q 26682.43 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19226.81 >= 1 Yr <= 2 Yr Yes 690.76 7-30 Days S-5-Q 21021.91 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24367.98 >= 1 Yr <= 2 Yr Yes 959.19 31-90 Days S-6-Q 21076.62 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36799.87 >= 1 Yr <= 2 Yr No 1290.08 <7 Days S-7-Q 33472.00 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29482.84 >= 1 Yr <= 2 Yr No 2215.01 31-90 Days E-1-Q 25903.05 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21832.67 >= 1 Yr <= 2 Yr Yes 1185.13 7-30 Days E-2-Q 19247.69 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7379.43 >= 1 Yr <= 2 Yr Yes 291.55 31-90 Days IG-1-Q 6275.78 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8119.53 >= 1 Yr <= 2 Yr Yes 219.16 <7 Days IG-2-Q 8183.78 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 36129.52 >= 1 Yr <= 2 Yr Yes 1344.50 91-180 Days C-1 29874.21 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6866.73 >= 1 Yr <= 2 Yr No 641.97 7-30 Days CB-4 6046.12 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13110.59 >= 1 Yr <= 2 Yr No 663.45 91-180 Days E-10 12380.58 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35222.63 >= 1 Yr <= 2 Yr No 832.77 7-30 Days E-3 31770.00 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22772.62 >= 1 Yr <= 2 Yr Yes 1219.33 7-30 Days E-4 19951.93 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23695.18 >= 1 Yr <= 2 Yr No 2252.83 <7 Days E-5 20881.49 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14308.76 >= 1 Yr <= 2 Yr Yes 31.00 31-90 Days E-6 15423.97 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38043.15 >= 1 Yr <= 2 Yr Yes 3614.17 91-180 Days E-7 32513.95 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36387.67 >= 1 Yr <= 2 Yr Yes 1750.65 7-30 Days E-8 40761.93 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28191.49 >= 1 Yr <= 2 Yr Yes 220.75 7-30 Days E-9 24162.36 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36584.98 >= 1 Yr <= 2 Yr No 2915.99 31-90 Days G-4 34340.39 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41188.20 >= 1 Yr <= 2 Yr No 495.44 7-30 Days IG-3 44429.66 Partial Yes Liberty International Finance Ltd. Trading