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 22713.72 Day 26 No 1683.22 <7 Days E-2 19679.72 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18347.85 Day 26 Yes 781.62 31-90 Days G-1 14910.77 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36987.76 Day 26 No 3285.11 7-30 Days G-2 41686.97 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36515.79 Day 26 Yes 256.38 31-90 Days G-3 34922.15 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4886.89 Day 26 No 408.64 91-180 Days IG-1 5163.46 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43655.93 Day 26 No 1585.41 <7 Days IG-2 47532.34 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12556.82 Day 26 Yes 714.06 <7 Days S-1 13643.88 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38837.72 Day 26 Yes 365.88 7-30 Days S-2 41135.47 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9650.32 Day 26 No 959.92 <7 Days S-3 9439.35 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38411.76 Day 26 No 851.60 <7 Days S-4 32422.21 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22154.67 Day 26 No 2116.77 31-90 Days S-5 26191.14 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13083.87 Day 26 No 1216.74 31-90 Days S-6 14033.10 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22681.95 Day 26 No 2005.09 31-90 Days S-7 24049.32 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17927.67 Day 27 No 982.37 7-30 Days A-0-Q 18435.15 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1697.86 Day 27 No 149.18 <7 Days A-1-Q 1754.99 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31739.02 Day 27 Yes 1733.72 7-30 Days A-2-Q 32771.47 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 320.97 Day 27 Yes 29.17 91-180 Days A-3-Q 332.31 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9304.66 Day 27 No 716.48 91-180 Days A-4-Q 9040.45 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34951.90 Day 27 No 1246.55 31-90 Days A-5-Q 37914.74 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31955.77 Day 27 No 3159.48 91-180 Days CB-1-Q 37779.93 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40476.65 Day 27 Yes 1686.36 <7 Days CB-2-Q 37351.01 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5971.67 Day 27 Yes 24.57 91-180 Days S-1-Q 4981.42 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 32411.42 Day 27 Yes 122.17 91-180 Days S-2-Q 27594.04 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24650.32 Day 27 No 1235.82 <7 Days S-3-Q 21982.57 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33158.62 Day 27 No 2225.31 91-180 Days S-4-Q 34076.69 Full Yes Liberty Capital Markets Inc. Treasury