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 7648.50 >= 1 Yr <= 2 Yr No 364.06 <7 Days S-4 8903.13 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1038.52 >= 1 Yr <= 2 Yr No 68.29 31-90 Days S-5 913.77 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42550.75 >= 1 Yr <= 2 Yr No 1405.03 7-30 Days S-6 38805.44 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20747.20 >= 1 Yr <= 2 Yr No 1168.71 31-90 Days S-7 18246.35 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33983.43 >2 Yr <= 3 Yr Yes 2026.62 7-30 Days A-0-Q 32867.14 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8554.46 >2 Yr <= 3 Yr No 179.11 91-180 Days A-1-Q 7313.74 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21660.21 >2 Yr <= 3 Yr Yes 1051.43 31-90 Days A-2-Q 22347.12 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11815.33 >2 Yr <= 3 Yr No 626.08 91-180 Days A-3-Q 12376.41 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3220.36 >2 Yr <= 3 Yr No 41.00 <7 Days A-4-Q 3266.29 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40379.37 >2 Yr <= 3 Yr Yes 857.43 7-30 Days A-5-Q 44495.63 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25482.11 >2 Yr <= 3 Yr Yes 339.79 <7 Days CB-1-Q 29753.77 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22643.51 >2 Yr <= 3 Yr No 1824.51 91-180 Days CB-2-Q 25586.06 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32142.43 >2 Yr <= 3 Yr No 2292.81 91-180 Days S-1-Q 28577.02 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 19731.43 >2 Yr <= 3 Yr Yes 1648.45 31-90 Days S-2-Q 17076.35 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8218.76 >2 Yr <= 3 Yr Yes 292.28 7-30 Days S-3-Q 7944.11 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30292.65 >2 Yr <= 3 Yr Yes 2976.02 7-30 Days S-4-Q 25501.69 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 16760.97 >2 Yr <= 3 Yr No 1195.76 <7 Days CB-3-Q 16911.65 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42411.60 >2 Yr <= 3 Yr No 2169.01 7-30 Days G-1-Q 48229.29 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7816.50 >2 Yr <= 3 Yr No 650.71 91-180 Days G-2-Q 9058.73 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26024.44 >2 Yr <= 3 Yr Yes 183.35 7-30 Days G-3-Q 24292.31 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19176.87 >2 Yr <= 3 Yr Yes 1234.85 31-90 Days S-5-Q 18125.55 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31090.25 >2 Yr <= 3 Yr No 1106.95 7-30 Days S-6-Q 26122.33 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37752.90 >2 Yr <= 3 Yr No 892.19 31-90 Days S-7-Q 37206.99 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 22933.18 >2 Yr <= 3 Yr No 1678.59 91-180 Days E-1-Q 22082.22 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42469.24 >2 Yr <= 3 Yr Yes 1587.73 91-180 Days E-2-Q 48607.08 None No Trading