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 27246.24 >= 1 Yr <= 2 Yr No 215.62 91-180 Days IG-4 22851.29 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1563.97 >= 1 Yr <= 2 Yr No 40.39 7-30 Days IG-5 1351.24 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43343.98 >= 1 Yr <= 2 Yr No 2268.65 <7 Days IG-6 34944.74 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 11738.19 >= 1 Yr <= 2 Yr No 582.96 <7 Days IG-7 9907.45 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34671.61 >= 1 Yr <= 2 Yr No 1101.41 31-90 Days IG-8 31990.02 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9765.16 >= 1 Yr <= 2 Yr No 137.48 <7 Days L-1 9683.58 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3207.32 >= 1 Yr <= 2 Yr Yes 153.25 7-30 Days L-10 3515.40 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28206.47 >= 1 Yr <= 2 Yr Yes 1737.38 31-90 Days L-11 25804.49 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27980.63 >= 1 Yr <= 2 Yr Yes 1725.50 <7 Days L-2 29807.55 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36999.35 >= 1 Yr <= 2 Yr No 3168.88 7-30 Days L-3 32995.42 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27766.08 >= 1 Yr <= 2 Yr Yes 1352.64 7-30 Days L-4 29577.57 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 15055.67 >= 1 Yr <= 2 Yr Yes 1019.15 <7 Days L-5 14266.78 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 27266.36 >= 1 Yr <= 2 Yr Yes 843.91 91-180 Days L-6 27362.24 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 794.70 >= 1 Yr <= 2 Yr No 67.62 31-90 Days L-7 931.43 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22026.25 >= 1 Yr <= 2 Yr Yes 2070.96 91-180 Days L-8 26414.28 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18428.52 >= 1 Yr <= 2 Yr No 1026.44 31-90 Days L-9 19684.94 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32867.81 >= 1 Yr <= 2 Yr No 1076.82 31-90 Days LC-1 36830.30 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2121.45 >= 1 Yr <= 2 Yr No 27.87 91-180 Days LC-2 2524.21 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7290.78 >= 1 Yr <= 2 Yr No 379.68 91-180 Days N-1 6409.19 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10109.65 >= 1 Yr <= 2 Yr Yes 136.61 31-90 Days N-2 8989.56 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8330.19 >= 1 Yr <= 2 Yr No 157.64 <7 Days N-3 9810.01 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13124.66 >= 1 Yr <= 2 Yr Yes 564.98 7-30 Days N-4 11080.66 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17144.75 >= 1 Yr <= 2 Yr Yes 615.59 7-30 Days N-5 15014.58 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12667.24 >= 1 Yr <= 2 Yr Yes 273.60 31-90 Days N-6 10968.38 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26782.70 >= 1 Yr <= 2 Yr No 146.50 91-180 Days N-7 22271.59 Full No Capital Markets