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 2325.39 >2 Yr <= 3 Yr Yes 200.53 31-90 Days L-5 2072.11 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2500.28 >2 Yr <= 3 Yr No 87.82 7-30 Days L-6 2104.23 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2832.32 >2 Yr <= 3 Yr No 77.38 31-90 Days L-7 3353.48 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1335.24 >2 Yr <= 3 Yr Yes 114.69 <7 Days L-8 1591.06 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2087.89 >2 Yr <= 3 Yr No 60.33 7-30 Days L-9 1762.71 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16358.88 >2 Yr <= 3 Yr No 1039.85 31-90 Days LC-1 13237.12 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1313.35 >2 Yr <= 3 Yr Yes 120.72 31-90 Days LC-2 1156.52 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 9291.13 >2 Yr <= 3 Yr Yes 703.30 <7 Days N-1 7871.46 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30685.59 >2 Yr <= 3 Yr No 2260.09 91-180 Days N-2 31766.01 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2298.23 >2 Yr <= 3 Yr No 128.95 91-180 Days N-3 2031.89 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 42331.17 >2 Yr <= 3 Yr Yes 655.03 91-180 Days N-4 46247.43 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36975.01 >2 Yr <= 3 Yr No 2533.15 7-30 Days N-5 39706.83 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30331.57 >2 Yr <= 3 Yr No 397.15 7-30 Days N-6 32732.48 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24433.53 >2 Yr <= 3 Yr No 1811.45 91-180 Days N-7 28650.60 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 21504.62 >2 Yr <= 3 Yr No 1060.01 31-90 Days P-1 23414.33 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29508.27 >2 Yr <= 3 Yr No 2188.31 91-180 Days P-2 26906.77 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3486.86 >2 Yr <= 3 Yr Yes 226.70 <7 Days S-8 3705.25 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2000.60 >2 Yr <= 3 Yr No 189.14 7-30 Days Y-1 1741.45 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21851.89 >2 Yr <= 3 Yr Yes 268.97 31-90 Days Y-2 19918.74 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20576.18 >2 Yr <= 3 Yr No 1141.92 <7 Days Y-3 24077.96 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39501.33 >2 Yr <= 3 Yr No 530.05 7-30 Days Y-4 40429.17 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22318.79 >2 Yr <= 3 Yr No 981.15 7-30 Days Z-1 23817.91 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 35459.98 >2 Yr <= 3 Yr Yes 2313.76 <7 Days A-2 32348.44 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 16579.23 >2 Yr <= 3 Yr No 265.06 <7 Days A-3 16134.91 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39972.04 >2 Yr <= 3 Yr Yes 2139.96 7-30 Days A-4 41194.70 Partial Yes Liberty Capital Markets Inc. Capital Markets