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 29961.93 Day 26 Yes 1072.23 91-180 Days LC-1 30750.74 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27648.10 Day 26 No 512.77 <7 Days LC-2 27012.30 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 9673.91 Day 26 Yes 905.12 7-30 Days N-1 10451.46 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35158.61 Day 26 Yes 2007.10 31-90 Days N-2 39217.71 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 4019.58 Day 26 Yes 225.23 91-180 Days N-3 3780.96 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20380.53 Day 26 No 1668.95 91-180 Days N-4 22741.82 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 19679.93 Day 26 Yes 766.18 31-90 Days N-5 20064.06 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6660.40 Day 26 No 421.28 <7 Days N-6 6641.54 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7599.09 Day 26 Yes 32.40 7-30 Days N-7 8844.14 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19729.48 Day 26 No 300.99 7-30 Days P-1 21347.72 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33066.33 Day 26 No 1362.15 31-90 Days P-2 35243.59 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1326.08 Day 26 No 83.53 <7 Days S-8 1470.71 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10457.66 Day 26 Yes 750.86 31-90 Days Y-1 9208.38 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13872.42 Day 26 No 443.63 <7 Days Y-2 13914.69 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2870.96 Day 26 No 189.31 91-180 Days Y-3 2543.14 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24828.06 Day 26 Yes 631.16 <7 Days Y-4 20648.10 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5632.07 Day 26 Yes 334.32 31-90 Days Z-1 4870.97 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 8714.57 Day 26 Yes 812.76 <7 Days A-2 9819.88 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27544.79 Day 26 No 2228.47 31-90 Days A-3 31121.64 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 22211.17 Day 26 Yes 33.23 31-90 Days A-4 20208.65 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17832.11 Day 26 No 1667.59 91-180 Days A-5 18200.47 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27261.30 Day 26 Yes 1210.46 91-180 Days CB-1 25058.68 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23648.17 Day 26 Yes 1511.27 31-90 Days CB-2 26530.77 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29371.32 Day 26 Yes 2460.30 31-90 Days CB-3 32542.60 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43724.75 Day 26 Yes 1103.65 7-30 Days E-1 35980.46 Partial No Capital Markets