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 43858.79 >4 Yr <= 5 Yr Yes 1343.52 91-180 Days A-2 41087.24 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38392.60 >4 Yr <= 5 Yr Yes 1873.63 <7 Days A-3 34306.74 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15089.41 >4 Yr <= 5 Yr Yes 393.36 <7 Days A-4 16323.84 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1270.51 >4 Yr <= 5 Yr Yes 64.36 <7 Days A-5 1353.54 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33056.26 >4 Yr <= 5 Yr Yes 2571.15 7-30 Days CB-1 36153.44 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12177.60 >4 Yr <= 5 Yr No 1199.20 <7 Days CB-2 10707.01 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2370.52 >4 Yr <= 5 Yr Yes 50.75 91-180 Days CB-3 2579.25 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34738.68 >4 Yr <= 5 Yr Yes 1245.26 <7 Days E-1 33878.76 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19439.10 >4 Yr <= 5 Yr Yes 134.62 91-180 Days E-2 19392.37 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8368.84 >4 Yr <= 5 Yr Yes 820.13 7-30 Days G-1 8845.41 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14381.90 >4 Yr <= 5 Yr No 320.59 91-180 Days G-2 14367.56 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22680.90 >4 Yr <= 5 Yr Yes 1093.31 91-180 Days G-3 18998.70 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 29218.59 >4 Yr <= 5 Yr No 460.68 7-30 Days IG-1 24220.98 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8404.40 >4 Yr <= 5 Yr No 804.42 31-90 Days IG-2 8413.02 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23716.30 >4 Yr <= 5 Yr Yes 931.36 7-30 Days S-1 19430.20 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37579.63 >4 Yr <= 5 Yr Yes 3715.25 31-90 Days S-2 32899.10 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22305.48 >4 Yr <= 5 Yr No 625.01 <7 Days S-3 22510.68 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16901.20 >4 Yr <= 5 Yr Yes 399.95 <7 Days S-4 14400.50 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8114.65 >4 Yr <= 5 Yr Yes 23.27 7-30 Days S-5 8656.65 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4806.95 >4 Yr <= 5 Yr No 105.34 91-180 Days S-6 5734.61 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 28115.36 >4 Yr <= 5 Yr No 881.99 31-90 Days S-7 22668.46 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18386.95 >5 Yr No 1179.37 91-180 Days A-0-Q 19114.26 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3883.18 >5 Yr Yes 198.09 7-30 Days A-1-Q 4239.12 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9265.15 >5 Yr Yes 334.51 7-30 Days A-2-Q 10614.84 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 17064.84 >5 Yr Yes 1468.46 31-90 Days A-3-Q 17045.19 Full Yes Liberty Capital Markets Inc. Treasury