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 Yes 10085.05 151 - 179 Days Yes 483.72 <7 Days A-2-Q 11933.17 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32439.84 151 - 179 Days Yes 625.92 31-90 Days A-3-Q 28121.43 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4044.28 151 - 179 Days No 352.39 31-90 Days A-4-Q 3312.40 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 43285.85 151 - 179 Days Yes 3650.21 <7 Days A-5-Q 37174.96 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 889.02 151 - 179 Days Yes 29.06 91-180 Days CB-1-Q 718.99 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3302.77 151 - 179 Days No 324.81 <7 Days CB-2-Q 3377.74 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6695.94 151 - 179 Days No 469.73 7-30 Days S-1-Q 7940.81 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5639.99 151 - 179 Days Yes 418.12 31-90 Days S-2-Q 5129.22 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1467.60 151 - 179 Days No 40.98 7-30 Days S-3-Q 1227.33 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35839.47 151 - 179 Days No 3166.96 91-180 Days S-4-Q 35572.48 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41183.93 151 - 179 Days No 2430.07 <7 Days CB-3-Q 47111.18 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7726.07 151 - 179 Days No 549.14 91-180 Days G-1-Q 7563.59 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13736.30 151 - 179 Days Yes 1253.87 31-90 Days G-2-Q 14239.18 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32103.59 151 - 179 Days No 2939.16 <7 Days G-3-Q 33498.41 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35321.73 151 - 179 Days Yes 1009.63 7-30 Days S-5-Q 40852.31 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30949.47 151 - 179 Days Yes 2543.42 7-30 Days S-6-Q 28441.54 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31844.02 151 - 179 Days No 2275.22 7-30 Days S-7-Q 29298.67 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12902.82 151 - 179 Days No 655.60 31-90 Days E-1-Q 11704.86 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18471.71 151 - 179 Days No 1035.81 91-180 Days E-2-Q 19243.09 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9735.00 151 - 179 Days No 574.72 7-30 Days IG-1-Q 10274.23 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43657.83 151 - 179 Days Yes 3113.77 91-180 Days IG-2-Q 35724.58 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17140.10 151 - 179 Days No 319.26 31-90 Days C-1 18576.99 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8728.92 151 - 179 Days Yes 116.12 91-180 Days CB-4 9015.63 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4474.46 151 - 179 Days Yes 161.36 <7 Days E-10 3715.98 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36420.41 151 - 179 Days Yes 137.85 <7 Days E-3 34415.10 None Yes Liberty Capital Markets Inc. Capital Markets