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 4406.76 Day 42 Yes 439.47 <7 Days A-2-Q 4434.18 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38744.67 Day 42 Yes 1323.79 7-30 Days A-3-Q 36737.14 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28671.39 Day 42 Yes 881.82 31-90 Days A-4-Q 24956.50 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12739.54 Day 42 Yes 1017.09 91-180 Days A-5-Q 13401.47 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3420.23 Day 42 No 282.26 7-30 Days CB-1-Q 4086.16 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12728.97 Day 42 Yes 229.63 <7 Days CB-2-Q 10977.53 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23903.76 Day 42 No 1485.56 91-180 Days S-1-Q 22985.04 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7314.05 Day 42 Yes 332.80 7-30 Days S-2-Q 8486.67 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 9884.91 Day 42 No 125.39 91-180 Days S-3-Q 11444.59 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7753.36 Day 42 Yes 267.92 31-90 Days S-4-Q 6438.91 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36147.04 Day 42 Yes 3490.96 7-30 Days CB-3-Q 30574.20 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17170.96 Day 42 No 1242.74 7-30 Days G-1-Q 15988.79 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42321.54 Day 42 No 917.77 <7 Days G-2-Q 43876.14 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35111.67 Day 42 No 3030.05 7-30 Days G-3-Q 41768.32 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2936.17 Day 42 Yes 71.02 <7 Days S-5-Q 3273.29 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27539.79 Day 42 Yes 2050.97 31-90 Days S-6-Q 32072.23 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43044.61 Day 42 Yes 4103.79 <7 Days S-7-Q 35884.32 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6014.64 Day 42 No 583.63 <7 Days E-1-Q 5294.48 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40862.08 Day 42 Yes 3582.25 <7 Days E-2-Q 48241.44 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19035.17 Day 42 Yes 813.20 7-30 Days IG-1-Q 16799.81 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 3376.30 Day 42 Yes 320.38 91-180 Days IG-2-Q 3671.05 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26311.61 Day 42 No 1676.56 91-180 Days C-1 28792.31 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43989.52 Day 42 Yes 67.76 91-180 Days CB-4 35747.30 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5842.22 Day 42 No 487.23 <7 Days E-10 6361.35 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37637.99 Day 42 No 484.77 31-90 Days E-3 44386.90 Full No Capital Markets