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 4359.33 Day 24 No 176.39 7-30 Days G-3 4069.47 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43573.87 Day 24 Yes 3659.50 91-180 Days IG-1 52103.89 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 31600.51 Day 24 No 1871.62 31-90 Days IG-2 30021.80 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19717.10 Day 24 Yes 655.30 <7 Days S-1 20633.21 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15371.13 Day 24 Yes 215.99 <7 Days S-2 16109.54 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39181.39 Day 24 Yes 2909.18 7-30 Days S-3 38759.31 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8076.54 Day 24 No 396.00 7-30 Days S-4 9005.23 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19647.04 Day 24 Yes 1109.30 91-180 Days S-5 16785.86 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 4180.56 Day 24 No 140.70 <7 Days S-6 4398.05 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20061.76 Day 24 Yes 1794.16 91-180 Days S-7 16947.96 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22642.73 Day 25 Yes 1415.96 <7 Days A-0-Q 23920.12 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6961.99 Day 25 Yes 316.73 <7 Days A-1-Q 5654.52 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26008.47 Day 25 No 1799.93 7-30 Days A-2-Q 21103.68 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16828.28 Day 25 Yes 970.59 <7 Days A-3-Q 18078.67 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1326.99 Day 25 Yes 117.83 7-30 Days A-4-Q 1108.64 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21353.63 Day 25 Yes 558.52 7-30 Days A-5-Q 21015.60 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1974.29 Day 25 No 24.19 31-90 Days CB-1-Q 2233.12 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28900.22 Day 25 Yes 2612.20 7-30 Days CB-2-Q 25422.81 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15823.09 Day 25 Yes 229.32 91-180 Days S-1-Q 15560.23 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6027.72 Day 25 No 470.51 7-30 Days S-2-Q 6918.18 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26556.21 Day 25 No 420.45 7-30 Days S-3-Q 22744.22 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11277.88 Day 25 Yes 231.41 31-90 Days S-4-Q 9408.10 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4940.03 Day 25 No 42.63 7-30 Days CB-3-Q 5333.18 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26780.40 Day 25 No 1745.67 7-30 Days G-1-Q 25369.39 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28883.57 Day 25 No 1328.39 <7 Days G-2-Q 34269.42 None No Investment Banking