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 Yes 11128.34 Day 37 Yes 96.27 91-180 Days L-6 13255.39 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 27357.91 Day 37 Yes 1971.19 <7 Days L-7 24811.82 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2431.13 Day 37 Yes 54.76 7-30 Days L-8 2828.46 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13829.05 Day 37 Yes 12.30 91-180 Days L-9 16167.22 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24989.33 Day 37 No 2015.20 7-30 Days LC-1 25991.27 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43190.32 Day 37 No 2647.62 91-180 Days LC-2 42620.56 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40867.74 Day 37 Yes 3991.86 <7 Days N-1 46102.81 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25987.34 Day 37 Yes 1303.38 31-90 Days N-2 30655.90 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15858.92 Day 37 No 750.56 31-90 Days N-3 18617.06 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41761.48 Day 37 No 3940.22 <7 Days N-4 36383.93 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36917.60 Day 37 No 280.50 <7 Days N-5 36653.29 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17839.68 Day 37 Yes 71.99 <7 Days N-6 19566.24 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27295.06 Day 37 No 743.69 7-30 Days N-7 26139.74 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35434.19 Day 37 No 2556.87 <7 Days P-1 34786.48 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23085.55 Day 37 Yes 307.95 <7 Days P-2 24137.73 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17161.19 Day 37 No 1154.44 91-180 Days S-8 14062.89 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9512.65 Day 37 Yes 699.74 <7 Days Y-1 8647.92 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 16076.36 Day 37 Yes 1162.56 31-90 Days Y-2 18144.49 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14651.86 Day 37 Yes 867.18 31-90 Days Y-3 15406.45 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31480.10 Day 37 No 1522.74 7-30 Days Y-4 30970.51 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30839.63 Day 37 No 165.32 91-180 Days Z-1 25750.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2644.43 Day 37 No 10.52 31-90 Days A-2 2801.55 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3088.21 Day 37 No 220.32 31-90 Days A-3 2670.02 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25565.68 Day 37 No 792.23 7-30 Days A-4 30298.58 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1456.34 Day 37 No 124.86 7-30 Days A-5 1723.70 None Yes Liberty Capital Markets Inc. Trading