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) Other Yes 41809.46 Day 34 Yes 2044.89 7-30 Days L-9 40897.43 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13144.48 Day 34 No 46.42 31-90 Days LC-1 10709.33 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1614.23 Day 34 Yes 20.97 91-180 Days LC-2 1434.70 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37847.90 Day 34 No 518.94 31-90 Days N-1 41459.42 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34355.82 Day 34 Yes 2286.97 7-30 Days N-2 38443.71 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6493.00 Day 34 Yes 145.40 91-180 Days N-3 7703.60 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16510.21 Day 34 Yes 1342.57 7-30 Days N-4 14513.37 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1958.64 Day 34 No 127.62 7-30 Days N-5 2314.52 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22303.66 Day 34 No 1051.20 <7 Days N-6 25432.92 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12689.46 Day 34 No 239.54 31-90 Days N-7 10447.18 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37317.34 Day 34 No 479.55 31-90 Days P-1 33048.09 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33781.92 Day 34 Yes 1489.10 <7 Days P-2 34889.45 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13620.02 Day 34 No 189.67 91-180 Days S-8 15636.62 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3887.85 Day 34 Yes 294.61 91-180 Days Y-1 3808.42 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11075.08 Day 34 No 513.83 31-90 Days Y-2 9457.34 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30320.87 Day 34 Yes 1408.02 31-90 Days Y-3 36113.93 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29640.00 Day 34 No 321.41 91-180 Days Y-4 24408.18 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15471.88 Day 34 Yes 1177.76 <7 Days Z-1 14929.32 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19056.96 Day 34 Yes 1616.71 31-90 Days A-2 21109.44 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14607.51 Day 34 No 1172.90 31-90 Days A-3 15434.21 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2329.61 Day 34 Yes 7.56 7-30 Days A-4 2049.61 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33735.75 Day 34 Yes 812.28 <7 Days A-5 31654.41 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5836.48 Day 34 Yes 73.95 91-180 Days CB-1 5239.44 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3420.14 Day 34 Yes 213.32 7-30 Days CB-2 2887.62 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21083.55 Day 34 Yes 1164.08 91-180 Days CB-3 24567.35 Full Yes Liberty Capital Markets Inc. Capital Markets