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 18753.21 Day 25 No 200.18 7-30 Days G-3-Q 16653.81 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17241.35 Day 25 Yes 1543.53 7-30 Days S-5-Q 19686.02 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11739.88 Day 25 No 1144.55 91-180 Days S-6-Q 11269.37 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33747.33 Day 25 Yes 428.79 <7 Days S-7-Q 35042.92 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15955.12 Day 25 No 536.96 <7 Days E-1-Q 16446.78 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9502.86 Day 25 No 76.10 31-90 Days E-2-Q 9161.18 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1631.10 Day 25 No 3.23 7-30 Days IG-1-Q 1862.49 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 12561.55 Day 25 Yes 4.60 7-30 Days IG-2-Q 14698.57 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4524.33 Day 25 No 317.00 31-90 Days C-1 4674.49 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 30621.74 Day 25 No 73.94 <7 Days CB-4 32024.23 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7351.89 Day 25 Yes 642.17 7-30 Days E-10 6637.10 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24914.49 Day 25 Yes 2349.20 7-30 Days E-3 28477.94 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29353.38 Day 25 Yes 1442.46 31-90 Days E-4 25330.41 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 4966.04 Day 25 No 425.96 <7 Days E-5 5629.33 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5151.48 Day 25 No 274.28 7-30 Days E-6 5861.36 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40710.44 Day 25 No 1490.67 91-180 Days E-7 42642.36 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12560.96 Day 25 Yes 489.90 91-180 Days E-8 13402.03 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15603.21 Day 25 No 609.56 31-90 Days E-9 13482.35 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23681.07 Day 25 No 8.71 31-90 Days G-4 21213.70 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21733.08 Day 25 No 906.29 7-30 Days IG-3 25063.66 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21656.10 Day 25 No 698.11 7-30 Days IG-4 25487.01 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28884.67 Day 25 No 642.50 31-90 Days IG-5 29215.69 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30742.10 Day 25 Yes 1896.30 7-30 Days IG-6 28935.94 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27169.04 Day 25 No 1646.31 7-30 Days IG-7 27468.82 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42960.50 Day 25 Yes 2524.84 <7 Days IG-8 47524.60 None Yes Liberty Wealth Management LLC Treasury