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 11991.23 Day 29 No 202.89 31-90 Days S-3 9703.11 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36967.09 Day 29 Yes 197.79 91-180 Days S-4 31510.85 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21243.41 Day 29 No 455.57 91-180 Days S-5 24673.08 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1250.00 Day 29 No 16.78 <7 Days S-6 1474.15 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14492.71 Day 29 Yes 1340.69 7-30 Days S-7 13323.59 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24746.75 Day 30 Yes 168.16 91-180 Days A-0-Q 28909.06 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43383.91 Day 30 Yes 1605.85 91-180 Days A-1-Q 47003.38 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34939.77 Day 30 Yes 272.16 7-30 Days A-2-Q 36361.60 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10756.20 Day 30 Yes 1001.36 <7 Days A-3-Q 8806.35 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35798.09 Day 30 Yes 1309.59 7-30 Days A-4-Q 36424.65 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43154.09 Day 30 No 3435.51 91-180 Days A-5-Q 39870.38 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 599.63 Day 30 Yes 48.75 7-30 Days CB-1-Q 622.84 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 37577.13 Day 30 No 3197.32 91-180 Days CB-2-Q 39313.38 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35336.78 Day 30 No 560.12 7-30 Days S-1-Q 42091.71 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12182.10 Day 30 Yes 240.46 <7 Days S-2-Q 11375.32 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 27176.11 Day 30 No 48.83 31-90 Days S-3-Q 27598.84 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24176.77 Day 30 Yes 2009.24 31-90 Days S-4-Q 28196.26 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18172.45 Day 30 Yes 369.59 31-90 Days CB-3-Q 15467.59 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18048.92 Day 30 Yes 1428.36 7-30 Days G-1-Q 20399.83 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13638.01 Day 30 No 1112.11 31-90 Days G-2-Q 12798.49 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24862.70 Day 30 Yes 469.00 31-90 Days G-3-Q 20215.15 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33577.12 Day 30 Yes 915.05 7-30 Days S-5-Q 37631.67 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42354.58 Day 30 Yes 1114.79 91-180 Days S-6-Q 49096.34 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39146.66 Day 30 No 1351.15 31-90 Days S-7-Q 36339.67 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11437.79 Day 30 No 1142.39 91-180 Days E-1-Q 10731.36 Partial No Trading