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 40743.40 Day 43 No 824.13 31-90 Days S-7 35337.55 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13420.97 Day 44 No 190.02 <7 Days A-0-Q 15623.83 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19081.70 Day 44 No 1176.13 <7 Days A-1-Q 15651.54 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 28342.10 Day 44 Yes 572.55 <7 Days A-2-Q 24636.91 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43767.42 Day 44 Yes 1699.26 91-180 Days A-3-Q 47396.24 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2719.30 Day 44 Yes 92.12 7-30 Days A-4-Q 3053.43 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7833.34 Day 44 No 277.88 31-90 Days A-5-Q 7912.92 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41869.90 Day 44 Yes 1830.75 31-90 Days CB-1-Q 45330.61 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39216.13 Day 44 Yes 679.18 91-180 Days CB-2-Q 42420.10 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26487.43 Day 44 No 1183.74 91-180 Days S-1-Q 26938.35 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 384.53 Day 44 No 22.95 91-180 Days S-2-Q 361.41 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15782.56 Day 44 No 1040.88 <7 Days S-3-Q 13388.57 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1935.89 Day 44 Yes 14.81 7-30 Days S-4-Q 1599.60 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40037.64 Day 44 No 1615.68 31-90 Days CB-3-Q 36394.43 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14317.97 Day 44 Yes 841.31 91-180 Days G-1-Q 11618.31 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10618.63 Day 44 No 781.67 7-30 Days G-2-Q 8610.91 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39643.86 Day 44 Yes 2757.52 31-90 Days G-3-Q 40536.03 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43679.44 Day 44 Yes 1415.05 31-90 Days S-5-Q 39616.48 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10362.23 Day 44 No 171.77 31-90 Days S-6-Q 11262.88 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36443.50 Day 44 No 820.17 7-30 Days S-7-Q 42873.99 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26630.39 Day 44 No 1540.98 91-180 Days E-1-Q 23794.31 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 6492.90 Day 44 Yes 637.42 7-30 Days E-2-Q 7423.94 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20819.32 Day 44 Yes 1710.26 31-90 Days IG-1-Q 24688.57 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39710.00 Day 44 No 129.92 <7 Days IG-2-Q 47466.74 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 17314.62 Day 44 Yes 1501.29 7-30 Days C-1 14865.62 Partial No Treasury