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 25688.46 >= 1 Yr <= 2 Yr Yes 384.57 91-180 Days P-1 30507.89 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29709.87 >= 1 Yr <= 2 Yr No 2297.84 31-90 Days P-2 24506.61 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13160.44 >= 1 Yr <= 2 Yr Yes 651.57 31-90 Days S-8 13465.06 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15721.61 >= 1 Yr <= 2 Yr Yes 1149.72 91-180 Days Y-1 18223.51 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 15052.16 >= 1 Yr <= 2 Yr No 976.49 7-30 Days Y-2 14382.05 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6771.10 >= 1 Yr <= 2 Yr Yes 457.03 <7 Days Y-3 6651.44 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3470.65 >= 1 Yr <= 2 Yr Yes 77.02 7-30 Days Y-4 3911.75 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 3096.30 >= 1 Yr <= 2 Yr Yes 228.49 <7 Days Z-1 3247.31 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22728.01 >= 1 Yr <= 2 Yr No 2182.92 <7 Days A-2 18429.08 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13612.94 >= 1 Yr <= 2 Yr No 5.68 91-180 Days A-3 16137.42 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13452.01 >= 1 Yr <= 2 Yr No 1157.43 7-30 Days A-4 14678.51 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36465.39 >= 1 Yr <= 2 Yr No 1147.50 7-30 Days A-5 41492.81 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38156.06 >= 1 Yr <= 2 Yr Yes 2350.42 91-180 Days CB-1 32736.54 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22123.45 >= 1 Yr <= 2 Yr No 1483.41 91-180 Days CB-2 21791.97 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6854.69 >= 1 Yr <= 2 Yr No 530.41 7-30 Days CB-3 8063.44 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11895.58 >= 1 Yr <= 2 Yr No 46.23 <7 Days E-1 11912.92 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28393.21 >= 1 Yr <= 2 Yr No 1184.12 91-180 Days E-2 24196.77 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 35423.48 >= 1 Yr <= 2 Yr No 1356.48 31-90 Days G-1 38093.54 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18669.33 >= 1 Yr <= 2 Yr No 660.84 7-30 Days G-2 20942.12 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2306.98 >= 1 Yr <= 2 Yr Yes 26.58 <7 Days G-3 2308.19 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28529.80 >= 1 Yr <= 2 Yr Yes 1224.60 7-30 Days IG-1 29172.30 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27470.27 >= 1 Yr <= 2 Yr Yes 2311.22 91-180 Days IG-2 26771.44 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11611.00 >= 1 Yr <= 2 Yr Yes 1137.29 7-30 Days S-1 10300.44 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29223.55 >= 1 Yr <= 2 Yr No 988.49 91-180 Days S-2 26407.03 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 18854.49 >= 1 Yr <= 2 Yr No 1590.46 7-30 Days S-3 16160.45 Full No Wholesale Lending