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 35465.70 >2 Yr <= 3 Yr No 1036.35 7-30 Days IG-1-Q 39406.35 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 991.26 >2 Yr <= 3 Yr No 13.58 31-90 Days IG-2-Q 1019.85 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15961.51 >2 Yr <= 3 Yr No 474.71 91-180 Days C-1 17057.66 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25164.04 >2 Yr <= 3 Yr No 252.28 7-30 Days CB-4 25736.35 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35848.53 >2 Yr <= 3 Yr No 3514.72 91-180 Days E-10 32162.07 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6703.90 >2 Yr <= 3 Yr No 369.28 7-30 Days E-3 5862.28 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15384.30 >2 Yr <= 3 Yr No 602.04 <7 Days E-4 13959.58 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19283.07 >2 Yr <= 3 Yr Yes 395.82 <7 Days E-5 16870.91 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23207.05 >2 Yr <= 3 Yr No 230.53 <7 Days E-6 26505.60 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11352.59 >2 Yr <= 3 Yr Yes 883.66 7-30 Days E-7 10569.14 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10331.32 >2 Yr <= 3 Yr Yes 30.05 <7 Days E-8 9906.40 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9308.87 >2 Yr <= 3 Yr No 530.01 91-180 Days E-9 8328.75 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 39595.37 >2 Yr <= 3 Yr No 2581.61 7-30 Days G-4 33661.29 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21206.40 >2 Yr <= 3 Yr Yes 1500.95 <7 Days IG-3 24363.70 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35340.74 >2 Yr <= 3 Yr Yes 719.51 <7 Days IG-4 33948.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16510.46 >2 Yr <= 3 Yr No 1117.08 31-90 Days IG-5 18992.24 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34710.37 >2 Yr <= 3 Yr Yes 1425.51 31-90 Days IG-6 37070.97 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35671.59 >2 Yr <= 3 Yr Yes 1020.84 7-30 Days IG-7 32514.30 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8035.95 >2 Yr <= 3 Yr Yes 472.53 7-30 Days IG-8 7757.29 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43156.69 >2 Yr <= 3 Yr No 1962.75 <7 Days L-1 37909.15 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15143.44 >2 Yr <= 3 Yr No 265.13 <7 Days L-10 12256.58 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3998.31 >2 Yr <= 3 Yr Yes 26.54 <7 Days L-11 4122.99 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11583.46 >2 Yr <= 3 Yr Yes 762.45 31-90 Days L-2 12479.86 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40050.88 >2 Yr <= 3 Yr Yes 3079.70 91-180 Days L-3 39901.18 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 526.09 >2 Yr <= 3 Yr No 8.42 31-90 Days L-4 480.19 Full Yes Liberty Mortgage Services Corp. Trading