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 32001.69 >5 Yr No 639.32 31-90 Days G-3 34398.58 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25398.77 >5 Yr No 2230.12 <7 Days IG-1 21916.37 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25702.70 >5 Yr No 2307.17 7-30 Days IG-2 21220.73 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27201.17 >5 Yr Yes 994.98 7-30 Days S-1 28303.88 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29182.73 >5 Yr Yes 995.18 31-90 Days S-2 24854.93 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8249.62 >5 Yr Yes 486.18 31-90 Days S-3 7327.96 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8849.82 >5 Yr No 558.31 91-180 Days S-4 9813.13 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7844.13 >5 Yr No 36.51 7-30 Days S-5 7349.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5179.19 >5 Yr No 434.99 91-180 Days S-6 5991.43 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6876.37 >5 Yr No 686.16 7-30 Days S-7 7230.60 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6195.15 Perpetual Yes 412.22 31-90 Days A-0-Q 7349.61 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 2828.60 Perpetual Yes 263.31 <7 Days A-1-Q 2535.81 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2889.11 Perpetual Yes 53.35 <7 Days A-2-Q 2980.25 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7273.51 Perpetual No 654.06 31-90 Days A-3-Q 6988.22 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22571.12 Perpetual Yes 1283.52 <7 Days A-4-Q 18519.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17090.84 Perpetual No 763.80 7-30 Days A-5-Q 15956.24 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28997.60 Perpetual No 1025.59 7-30 Days CB-1-Q 26542.88 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22967.09 Perpetual Yes 2249.31 91-180 Days CB-2-Q 23174.70 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25232.56 Perpetual No 2233.35 91-180 Days S-1-Q 26178.43 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23532.20 Perpetual Yes 559.98 <7 Days S-2-Q 26171.87 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33211.42 Perpetual Yes 439.83 31-90 Days S-3-Q 37006.46 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9528.09 Perpetual No 298.23 91-180 Days S-4-Q 10774.02 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7488.59 Perpetual No 45.46 <7 Days CB-3-Q 6331.29 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 102.65 Perpetual Yes 4.84 7-30 Days G-1-Q 112.89 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4665.10 Perpetual No 454.16 91-180 Days G-2-Q 5149.60 Partial Yes Liberty Mortgage Services Corp. Capital Markets