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 16983.03 Day 27 No 747.23 31-90 Days S-6 19248.03 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35563.25 Day 27 Yes 1770.40 91-180 Days S-7 42339.86 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19478.82 Day 28 No 824.26 91-180 Days A-0-Q 17789.95 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 18112.31 Day 28 Yes 1465.20 <7 Days A-1-Q 18411.92 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5280.31 Day 28 Yes 24.38 91-180 Days A-2-Q 4761.13 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39026.51 Day 28 Yes 276.37 31-90 Days A-3-Q 35876.09 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27247.26 Day 28 No 1921.64 7-30 Days A-4-Q 28126.55 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24769.15 Day 28 No 441.07 91-180 Days A-5-Q 27307.66 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8870.07 Day 28 Yes 262.86 <7 Days CB-1-Q 8944.84 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3193.98 Day 28 Yes 44.97 <7 Days CB-2-Q 3548.66 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11694.19 Day 28 No 619.35 91-180 Days S-1-Q 10667.65 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 39002.91 Day 28 Yes 1227.10 7-30 Days S-2-Q 41881.91 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32246.47 Day 28 No 1717.18 31-90 Days S-3-Q 28634.02 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7815.64 Day 28 Yes 654.82 91-180 Days S-4-Q 8525.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20038.15 Day 28 Yes 1067.20 <7 Days CB-3-Q 21281.37 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26760.49 Day 28 No 774.40 7-30 Days G-1-Q 23542.61 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35363.49 Day 28 No 2951.84 91-180 Days G-2-Q 41106.97 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38231.51 Day 28 No 1486.29 <7 Days G-3-Q 42988.55 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20530.42 Day 28 No 225.00 7-30 Days S-5-Q 20696.42 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32529.19 Day 28 No 2435.40 91-180 Days S-6-Q 37230.60 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24342.66 Day 28 Yes 1130.94 7-30 Days S-7-Q 25687.52 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42420.12 Day 28 No 325.11 31-90 Days E-1-Q 45865.48 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18545.15 Day 28 No 1120.52 31-90 Days E-2-Q 21924.94 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14924.70 Day 28 Yes 767.33 91-180 Days IG-1-Q 14814.09 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17540.94 Day 28 No 1555.70 91-180 Days IG-2-Q 19391.45 None No Wholesale Lending