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 42795.99 >3 Yr <= 4 Yr No 4159.27 <7 Days E-9 41883.08 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13112.00 >3 Yr <= 4 Yr No 95.35 31-90 Days G-4 10961.57 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 16287.39 >3 Yr <= 4 Yr No 1126.42 31-90 Days IG-3 14950.39 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2896.72 >3 Yr <= 4 Yr Yes 289.50 7-30 Days IG-4 3128.65 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 23783.36 >3 Yr <= 4 Yr No 115.49 31-90 Days IG-5 28537.33 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 31762.82 >3 Yr <= 4 Yr Yes 988.45 7-30 Days IG-6 36518.07 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6357.70 >3 Yr <= 4 Yr Yes 171.47 7-30 Days IG-7 5741.76 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34364.87 >3 Yr <= 4 Yr No 2541.97 31-90 Days IG-8 32550.19 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 32485.39 >3 Yr <= 4 Yr Yes 1652.49 31-90 Days L-1 33193.40 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35979.14 >3 Yr <= 4 Yr No 556.45 91-180 Days L-10 28848.68 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11539.92 >3 Yr <= 4 Yr No 983.86 31-90 Days L-11 12618.73 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28236.14 >3 Yr <= 4 Yr No 2339.19 31-90 Days L-2 26713.00 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 39194.90 >3 Yr <= 4 Yr No 1244.57 31-90 Days L-3 37270.57 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26632.65 >3 Yr <= 4 Yr Yes 782.00 31-90 Days L-4 27271.25 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30642.96 >3 Yr <= 4 Yr Yes 1480.76 91-180 Days L-5 28893.35 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7439.47 >3 Yr <= 4 Yr Yes 225.17 91-180 Days L-6 6537.02 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 648.56 >3 Yr <= 4 Yr Yes 12.53 91-180 Days L-7 768.37 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 564.07 >3 Yr <= 4 Yr Yes 15.22 7-30 Days L-8 659.48 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31672.00 >3 Yr <= 4 Yr Yes 864.86 7-30 Days L-9 32809.15 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17804.60 >3 Yr <= 4 Yr No 1380.02 <7 Days LC-1 20641.01 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11386.27 >3 Yr <= 4 Yr No 42.60 31-90 Days LC-2 9516.50 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 34307.23 >3 Yr <= 4 Yr Yes 1046.81 91-180 Days N-1 30083.20 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41002.66 >3 Yr <= 4 Yr Yes 1207.70 7-30 Days N-2 47543.09 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9636.23 >3 Yr <= 4 Yr Yes 746.63 <7 Days N-3 11486.68 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37415.17 >3 Yr <= 4 Yr Yes 1830.54 31-90 Days N-4 32586.79 Partial Yes Liberty International Finance Ltd. Wholesale Lending