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 3118.72 >3 Yr <= 4 Yr Yes 71.11 <7 Days N-5 3507.68 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22084.65 >3 Yr <= 4 Yr Yes 145.73 31-90 Days N-6 24980.29 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6933.00 >3 Yr <= 4 Yr No 624.82 91-180 Days N-7 6023.47 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15475.70 >3 Yr <= 4 Yr No 371.73 31-90 Days P-1 12846.57 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 942.35 >3 Yr <= 4 Yr No 63.59 91-180 Days P-2 1077.58 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22634.28 >3 Yr <= 4 Yr No 1150.40 91-180 Days S-8 23825.63 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10652.88 >3 Yr <= 4 Yr Yes 1022.07 7-30 Days Y-1 12722.17 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12566.51 >3 Yr <= 4 Yr Yes 561.24 7-30 Days Y-2 14536.16 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41445.57 >3 Yr <= 4 Yr Yes 2820.27 31-90 Days Y-3 44561.32 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33446.30 >3 Yr <= 4 Yr Yes 2404.01 31-90 Days Y-4 37662.04 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30046.60 >3 Yr <= 4 Yr Yes 1498.03 <7 Days Z-1 32901.31 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24215.28 >3 Yr <= 4 Yr Yes 1494.96 <7 Days A-2 28678.74 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2891.45 >3 Yr <= 4 Yr No 155.19 7-30 Days A-3 2972.62 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25888.56 >3 Yr <= 4 Yr No 1295.61 31-90 Days A-4 24728.08 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29083.04 >3 Yr <= 4 Yr Yes 2242.36 31-90 Days A-5 32011.43 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14336.74 >3 Yr <= 4 Yr No 167.50 31-90 Days CB-1 14949.51 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 43608.67 >3 Yr <= 4 Yr Yes 3367.00 7-30 Days CB-2 47709.79 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24323.91 >3 Yr <= 4 Yr No 2165.72 31-90 Days CB-3 24302.54 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33863.33 >3 Yr <= 4 Yr Yes 164.07 31-90 Days E-1 28349.69 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 970.59 >3 Yr <= 4 Yr Yes 69.19 <7 Days E-2 987.54 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 24544.69 >3 Yr <= 4 Yr No 2264.05 <7 Days G-1 22724.72 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23454.93 >3 Yr <= 4 Yr Yes 50.88 91-180 Days G-2 24732.57 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32623.98 >3 Yr <= 4 Yr Yes 687.26 91-180 Days G-3 27135.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29821.68 >3 Yr <= 4 Yr Yes 787.12 31-90 Days IG-1 34829.58 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3457.15 >3 Yr <= 4 Yr No 116.12 7-30 Days IG-2 2810.95 Full No Treasury