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 34922.86 151 - 179 Days Yes 534.38 <7 Days LC-2 32624.68 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9769.32 151 - 179 Days No 972.68 31-90 Days N-1 10312.65 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41124.10 151 - 179 Days Yes 2891.36 <7 Days N-2 38025.64 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39471.88 151 - 179 Days Yes 131.65 7-30 Days N-3 42172.42 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28309.68 151 - 179 Days No 286.70 7-30 Days N-4 31716.23 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14409.98 151 - 179 Days No 155.13 <7 Days N-5 15317.14 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 27639.19 151 - 179 Days No 904.14 31-90 Days N-6 31646.09 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43775.46 151 - 179 Days No 1331.60 91-180 Days N-7 46938.87 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25200.02 151 - 179 Days Yes 1367.56 <7 Days P-1 22883.83 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23321.32 151 - 179 Days No 1371.59 31-90 Days P-2 19268.78 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2375.30 151 - 179 Days Yes 175.99 91-180 Days S-8 2625.00 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22131.57 151 - 179 Days No 1727.33 91-180 Days Y-1 23891.73 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37239.93 151 - 179 Days No 2480.76 91-180 Days Y-2 43796.30 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17546.00 151 - 179 Days No 940.04 31-90 Days Y-3 16635.82 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41171.21 151 - 179 Days Yes 998.28 7-30 Days Y-4 47928.43 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1573.97 151 - 179 Days No 33.93 31-90 Days Z-1 1818.92 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29262.74 151 - 179 Days Yes 1834.45 31-90 Days A-2 27287.43 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32121.35 151 - 179 Days Yes 2304.52 <7 Days A-3 33561.70 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7037.47 151 - 179 Days No 282.34 <7 Days A-4 5988.13 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 21766.79 151 - 179 Days No 1395.52 31-90 Days A-5 21033.31 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8941.85 151 - 179 Days No 363.25 91-180 Days CB-1 10719.37 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37944.39 151 - 179 Days No 1700.77 7-30 Days CB-2 38664.86 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10876.50 151 - 179 Days No 235.68 7-30 Days CB-3 9001.83 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2442.30 151 - 179 Days Yes 194.38 31-90 Days E-1 2380.63 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40946.44 151 - 179 Days No 2491.49 31-90 Days E-2 39715.46 Full Yes Liberty International Finance Ltd. Trading