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 38684.29 Day 32 No 381.06 91-180 Days S-6-Q 35192.97 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42983.05 Day 32 No 1709.78 91-180 Days S-7-Q 41003.59 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31272.78 Day 32 Yes 668.90 <7 Days E-1-Q 33334.00 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 8809.54 Day 32 No 624.44 <7 Days E-2-Q 9254.05 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 38902.08 Day 32 No 1652.06 91-180 Days IG-1-Q 42251.47 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13353.72 Day 32 Yes 851.16 31-90 Days IG-2-Q 14436.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8724.50 Day 32 No 96.93 <7 Days C-1 8411.71 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13057.81 Day 32 No 411.62 <7 Days CB-4 13523.01 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32336.59 Day 32 Yes 2409.85 <7 Days E-10 28603.64 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20245.00 Day 32 Yes 1484.06 31-90 Days E-3 21946.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23782.14 Day 32 No 1721.94 7-30 Days E-4 19105.58 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 16468.73 Day 32 Yes 1268.37 91-180 Days E-5 17396.86 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2032.03 Day 32 No 181.44 91-180 Days E-6 2197.03 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4309.09 Day 32 Yes 210.52 91-180 Days E-7 3570.72 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22176.40 Day 32 Yes 1880.31 91-180 Days E-8 18837.51 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35639.09 Day 32 Yes 2758.39 91-180 Days E-9 34717.67 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1015.30 Day 32 Yes 101.29 7-30 Days G-4 991.34 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6952.42 Day 32 Yes 632.67 91-180 Days IG-3 7016.96 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 3489.50 Day 32 Yes 243.67 31-90 Days IG-4 3726.41 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3339.77 Day 32 No 142.78 <7 Days IG-5 3606.00 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37899.38 Day 32 No 2494.27 7-30 Days IG-6 36699.16 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11424.69 Day 32 No 1074.88 91-180 Days IG-7 10600.51 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22575.99 Day 32 Yes 1599.65 7-30 Days IG-8 21674.72 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15914.10 Day 32 Yes 904.66 91-180 Days L-1 15295.10 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32871.14 Day 32 Yes 1878.18 <7 Days L-10 27326.87 Partial Yes Liberty International Finance Ltd. Capital Markets