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 19184.99 Day 35 Yes 1323.04 91-180 Days L-9 20524.19 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 44044.63 Day 35 Yes 1091.96 7-30 Days LC-1 47858.64 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14760.54 Day 35 No 1165.70 31-90 Days LC-2 14671.39 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30320.94 Day 35 No 213.62 <7 Days N-1 30895.27 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32797.80 Day 35 Yes 1108.00 <7 Days N-2 33404.75 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35340.45 Day 35 Yes 874.65 <7 Days N-3 38795.67 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 100.17 Day 35 No 0.34 7-30 Days N-4 105.04 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18346.70 Day 35 Yes 1642.15 7-30 Days N-5 15317.69 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8198.23 Day 35 No 423.25 <7 Days N-6 9043.35 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36816.39 Day 35 Yes 1107.49 91-180 Days N-7 40391.70 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30777.53 Day 35 No 788.66 <7 Days P-1 26785.63 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8609.52 Day 35 No 7.89 7-30 Days P-2 9244.66 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37431.36 Day 35 Yes 3029.60 7-30 Days S-8 32701.80 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43498.07 Day 35 Yes 1716.82 31-90 Days Y-1 35694.03 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25843.21 Day 35 No 1207.08 91-180 Days Y-2 25013.05 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12239.44 Day 35 Yes 1176.80 7-30 Days Y-3 12558.48 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13177.82 Day 35 Yes 682.43 <7 Days Y-4 15580.05 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 39482.16 Day 35 No 3554.69 7-30 Days Z-1 33026.91 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5962.85 Day 35 No 207.68 7-30 Days A-2 5674.85 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32665.49 Day 35 No 580.03 7-30 Days A-3 35195.66 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36875.28 Day 35 No 553.79 31-90 Days A-4 33684.78 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10555.50 Day 35 No 3.82 7-30 Days A-5 9311.66 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15625.20 Day 35 Yes 216.51 <7 Days CB-1 16864.48 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12098.35 Day 35 Yes 802.47 7-30 Days CB-2 10058.39 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32432.36 Day 35 Yes 3075.86 <7 Days CB-3 29414.97 Partial No Trading