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 10536.12 >4 Yr <= 5 Yr Yes 909.27 <7 Days L-2 12263.93 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5481.12 >4 Yr <= 5 Yr No 379.12 <7 Days L-3 4829.32 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15537.82 >4 Yr <= 5 Yr No 69.79 7-30 Days L-4 15142.75 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 8104.34 >4 Yr <= 5 Yr No 226.33 91-180 Days L-5 6799.92 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2169.11 >4 Yr <= 5 Yr Yes 133.16 31-90 Days L-6 2225.42 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37610.41 >4 Yr <= 5 Yr Yes 2647.04 7-30 Days L-7 30155.22 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22353.39 >4 Yr <= 5 Yr Yes 1928.86 31-90 Days L-8 23182.69 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15605.91 >4 Yr <= 5 Yr No 796.70 <7 Days L-9 18411.95 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 19939.32 >4 Yr <= 5 Yr No 1576.52 7-30 Days LC-1 16780.86 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4064.89 >4 Yr <= 5 Yr Yes 207.09 31-90 Days LC-2 4123.09 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24220.58 >4 Yr <= 5 Yr Yes 526.62 7-30 Days N-1 22624.96 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26784.00 >4 Yr <= 5 Yr Yes 1581.18 91-180 Days N-2 26555.23 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 20478.87 >4 Yr <= 5 Yr No 1687.75 7-30 Days N-3 18055.69 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5067.47 >4 Yr <= 5 Yr Yes 141.26 7-30 Days N-4 5524.71 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 3354.61 >4 Yr <= 5 Yr Yes 35.45 91-180 Days N-5 2821.82 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 825.32 >4 Yr <= 5 Yr No 67.49 91-180 Days N-6 666.13 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32542.51 >4 Yr <= 5 Yr No 29.62 <7 Days N-7 38873.06 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11359.10 >4 Yr <= 5 Yr Yes 162.65 91-180 Days P-1 11954.39 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19734.22 >4 Yr <= 5 Yr No 1501.35 31-90 Days P-2 17117.96 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7010.10 >4 Yr <= 5 Yr Yes 286.14 31-90 Days S-8 7781.35 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42220.95 >4 Yr <= 5 Yr Yes 1239.69 31-90 Days Y-1 45741.55 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42449.21 >4 Yr <= 5 Yr Yes 3713.96 <7 Days Y-2 46600.95 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12213.01 >4 Yr <= 5 Yr Yes 430.22 31-90 Days Y-3 10512.93 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 35549.00 >4 Yr <= 5 Yr No 705.00 91-180 Days Y-4 38882.75 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27428.97 >4 Yr <= 5 Yr Yes 233.00 7-30 Days Z-1 23325.60 Partial Yes Liberty Wealth Management LLC Trading