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 4325.34 Day 34 No 87.53 91-180 Days Y-2 3594.80 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23121.88 Day 34 Yes 164.88 7-30 Days Y-3 24737.25 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31090.95 Day 34 Yes 3009.35 7-30 Days Y-4 26260.40 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8714.09 Day 34 Yes 414.70 31-90 Days Z-1 7195.26 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22877.07 Day 34 No 1912.87 <7 Days A-2 21201.97 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24120.58 Day 34 No 217.49 7-30 Days A-3 27309.92 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43370.68 Day 34 Yes 4150.64 91-180 Days A-4 36359.83 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 425.22 Day 34 No 26.75 91-180 Days A-5 452.11 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20640.09 Day 34 Yes 190.43 31-90 Days CB-1 19370.22 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33582.26 Day 34 Yes 1725.32 7-30 Days CB-2 30553.61 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8384.14 Day 34 Yes 260.15 31-90 Days CB-3 9660.01 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 969.48 Day 34 No 7.17 91-180 Days E-1 989.26 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21696.68 Day 34 Yes 321.67 <7 Days E-2 21442.59 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43226.01 Day 34 No 3504.98 31-90 Days G-1 38580.79 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33437.40 Day 34 Yes 3203.24 <7 Days G-2 39824.20 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18305.31 Day 34 No 594.77 <7 Days G-3 20426.10 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18433.16 Day 34 Yes 1803.54 91-180 Days IG-1 20760.06 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4019.84 Day 34 Yes 103.95 31-90 Days IG-2 3642.22 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8798.26 Day 34 Yes 296.77 91-180 Days S-1 8433.06 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36890.73 Day 34 Yes 2566.99 31-90 Days S-2 42835.73 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15360.09 Day 34 No 857.50 31-90 Days S-3 13374.11 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33482.00 Day 34 No 254.96 91-180 Days S-4 31170.53 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21459.89 Day 34 Yes 1056.45 31-90 Days S-5 18139.56 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37186.95 Day 34 Yes 1071.85 31-90 Days S-6 37958.35 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14805.55 Day 34 Yes 276.82 91-180 Days S-7 17059.75 Partial Yes Liberty International Finance Ltd. Capital Markets