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 37794.31 Day 55 Yes 1926.80 31-90 Days L-4 43594.08 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 935.04 Day 55 Yes 59.19 7-30 Days L-5 775.74 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8678.84 Day 55 Yes 791.27 91-180 Days L-6 9237.94 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11375.24 Day 55 No 654.44 7-30 Days L-7 9671.76 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17418.95 Day 55 Yes 1738.69 91-180 Days L-8 16863.27 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24332.79 Day 55 No 1957.06 7-30 Days L-9 26416.99 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 38821.57 Day 55 No 245.79 31-90 Days LC-1 42029.72 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20372.13 Day 55 No 1076.09 91-180 Days LC-2 23009.96 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14441.52 Day 55 No 466.23 31-90 Days N-1 13541.10 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39387.16 Day 55 Yes 209.92 31-90 Days N-2 33885.11 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8864.06 Day 55 No 138.59 <7 Days N-3 9935.43 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35018.22 Day 55 No 1229.49 7-30 Days N-4 33213.62 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36227.77 Day 55 No 2448.08 31-90 Days N-5 30012.73 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37981.66 Day 55 No 641.68 91-180 Days N-6 40149.38 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28497.88 Day 55 Yes 280.97 <7 Days N-7 31436.63 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32905.82 Day 55 No 2677.54 91-180 Days P-1 30795.85 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40417.83 Day 55 Yes 679.89 7-30 Days P-2 33913.89 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32359.87 Day 55 No 2099.81 91-180 Days S-8 27462.08 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14969.90 Day 55 Yes 531.22 31-90 Days Y-1 13728.83 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18983.06 Day 55 Yes 507.77 7-30 Days Y-2 21950.16 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29438.34 Day 55 Yes 986.05 <7 Days Y-3 25769.52 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15074.23 Day 55 No 1465.58 91-180 Days Y-4 17607.65 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4965.11 Day 55 No 133.76 91-180 Days Z-1 4880.31 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 33036.08 Day 55 Yes 170.66 31-90 Days A-2 29222.85 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11527.10 Day 55 No 1050.60 91-180 Days A-3 11343.87 Full Yes Liberty Capital Markets Inc. Capital Markets