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 42457.64 Day 23 No 1378.52 91-180 Days A-2 39933.44 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10793.36 Day 23 Yes 356.97 31-90 Days A-3 9798.57 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37208.72 Day 23 Yes 3006.63 31-90 Days A-4 42207.92 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6475.84 Day 23 Yes 16.59 7-30 Days A-5 5513.67 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27411.85 Day 23 Yes 1335.60 <7 Days CB-1 29658.27 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10157.29 Day 23 Yes 154.64 91-180 Days CB-2 10762.95 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23559.76 Day 23 No 1819.64 91-180 Days CB-3 22141.36 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30596.10 Day 23 No 2001.81 <7 Days E-1 29314.14 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5322.63 Day 23 Yes 10.50 <7 Days E-2 5188.03 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 10999.03 Day 23 No 291.34 <7 Days G-1 12829.72 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36157.34 Day 23 Yes 693.41 <7 Days G-2 37148.44 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 38021.24 Day 23 No 3134.85 7-30 Days G-3 43009.13 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31553.56 Day 23 No 767.10 91-180 Days IG-1 31129.92 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34617.62 Day 23 No 2668.09 <7 Days IG-2 30602.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11503.23 Day 23 Yes 742.60 <7 Days S-1 13025.76 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38537.98 Day 23 Yes 2784.27 31-90 Days S-2 39074.34 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36130.08 Day 23 No 2702.49 91-180 Days S-3 41026.63 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22791.63 Day 23 No 2027.25 7-30 Days S-4 21558.99 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1725.82 Day 23 Yes 10.52 7-30 Days S-5 1662.71 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20348.80 Day 23 No 910.10 7-30 Days S-6 18828.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6677.21 Day 23 No 516.40 31-90 Days S-7 5622.89 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13001.29 Day 24 Yes 155.12 91-180 Days A-0-Q 15596.69 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16202.06 Day 24 No 1401.54 <7 Days A-1-Q 18526.42 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24021.42 Day 24 No 97.92 31-90 Days A-2-Q 22532.78 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 571.50 Day 24 Yes 26.17 91-180 Days A-3-Q 679.80 Partial No Capital Markets