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 4515.70 >2 Yr <= 3 Yr Yes 394.39 31-90 Days A-5 4263.18 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 10259.24 >2 Yr <= 3 Yr Yes 510.32 91-180 Days CB-1 8955.20 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 6717.89 >2 Yr <= 3 Yr No 395.80 <7 Days CB-2 7033.14 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23210.98 >2 Yr <= 3 Yr Yes 1034.69 31-90 Days CB-3 25494.18 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42465.74 >2 Yr <= 3 Yr No 1339.67 7-30 Days E-1 36109.88 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8520.68 >2 Yr <= 3 Yr Yes 489.22 91-180 Days E-2 7659.49 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39593.34 >2 Yr <= 3 Yr Yes 1315.32 31-90 Days G-1 39625.48 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16509.98 >2 Yr <= 3 Yr No 1493.30 31-90 Days G-2 19719.43 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 13582.31 >2 Yr <= 3 Yr Yes 828.41 7-30 Days G-3 11892.49 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23087.60 >2 Yr <= 3 Yr Yes 2081.99 7-30 Days IG-1 18620.05 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22962.67 >2 Yr <= 3 Yr No 1471.61 7-30 Days IG-2 23214.06 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 4941.96 >2 Yr <= 3 Yr Yes 412.03 31-90 Days S-1 5713.26 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31602.25 >2 Yr <= 3 Yr Yes 1953.63 <7 Days S-2 30122.46 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20015.06 >2 Yr <= 3 Yr No 763.45 91-180 Days S-3 20368.33 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16254.29 >2 Yr <= 3 Yr Yes 180.92 91-180 Days S-4 13998.59 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34955.92 >2 Yr <= 3 Yr Yes 2153.97 91-180 Days S-5 34214.65 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10901.46 >2 Yr <= 3 Yr No 955.82 31-90 Days S-6 11844.27 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 43695.27 >2 Yr <= 3 Yr No 3297.69 <7 Days S-7 45395.81 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25662.78 >3 Yr <= 4 Yr Yes 1810.28 91-180 Days A-0-Q 23245.45 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 14429.08 >3 Yr <= 4 Yr Yes 524.47 <7 Days A-1-Q 12544.48 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39112.05 >3 Yr <= 4 Yr No 551.90 <7 Days A-2-Q 32170.01 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9856.96 >3 Yr <= 4 Yr Yes 193.15 <7 Days A-3-Q 10959.65 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38817.93 >3 Yr <= 4 Yr No 2410.20 <7 Days A-4-Q 38906.10 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34748.74 >3 Yr <= 4 Yr No 2441.65 7-30 Days A-5-Q 32813.91 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13638.85 >3 Yr <= 4 Yr No 1174.90 31-90 Days CB-1-Q 11330.37 Partial No Investment Banking