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 2425.18 Day 33 No 121.93 91-180 Days G-2 2447.88 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16441.42 Day 33 No 1214.99 31-90 Days G-3 16879.84 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34737.60 Day 33 No 3095.70 <7 Days IG-1 28941.05 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 554.88 Day 33 No 41.37 91-180 Days IG-2 575.69 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9763.92 Day 33 No 728.09 31-90 Days S-1 7918.92 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12472.18 Day 33 No 1238.18 91-180 Days S-2 13962.50 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9782.98 Day 33 No 28.61 91-180 Days S-3 7966.50 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28971.12 Day 33 No 44.09 <7 Days S-4 24427.31 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1594.89 Day 33 No 26.60 <7 Days S-5 1782.12 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24975.50 Day 33 No 464.35 7-30 Days S-6 22666.04 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3181.61 Day 33 Yes 170.80 91-180 Days S-7 3206.79 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5445.09 Day 34 Yes 384.77 91-180 Days A-0-Q 5008.32 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14379.66 Day 34 No 1204.64 31-90 Days A-1-Q 16110.23 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24705.35 Day 34 Yes 1612.67 <7 Days A-2-Q 28966.28 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26403.46 Day 34 Yes 2298.33 91-180 Days A-3-Q 23245.55 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42795.49 Day 34 No 4214.68 31-90 Days A-4-Q 34729.34 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33376.57 Day 34 Yes 3153.01 <7 Days A-5-Q 29214.81 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9076.86 Day 34 Yes 472.80 91-180 Days CB-1-Q 10692.27 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2972.27 Day 34 Yes 155.79 <7 Days CB-2-Q 3394.35 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19322.67 Day 34 No 1624.33 31-90 Days S-1-Q 16721.77 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33608.47 Day 34 No 2803.45 <7 Days S-2-Q 28419.44 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37618.43 Day 34 No 3150.19 91-180 Days S-3-Q 41455.32 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16068.64 Day 34 Yes 680.41 <7 Days S-4-Q 18242.83 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30633.10 Day 34 No 900.96 91-180 Days CB-3-Q 29318.45 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24935.47 Day 34 No 1221.06 7-30 Days G-1-Q 29897.09 None Yes Liberty Capital Markets Inc. Trading