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 36845.78 Day 39 No 151.47 91-180 Days A-3 43645.08 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29980.10 Day 39 Yes 2289.40 31-90 Days A-4 32156.52 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15572.48 Day 39 No 282.37 <7 Days A-5 14813.22 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2911.84 Day 39 No 276.63 <7 Days CB-1 2706.08 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8087.87 Day 39 No 196.68 31-90 Days CB-2 8444.23 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38859.22 Day 39 Yes 1544.41 91-180 Days CB-3 32693.84 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42928.03 Day 39 No 694.87 31-90 Days E-1 46620.50 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 42352.47 Day 39 Yes 504.69 7-30 Days E-2 37276.34 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41978.63 Day 39 No 1967.35 7-30 Days G-1 37928.93 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23499.17 Day 39 Yes 224.62 7-30 Days G-2 28111.97 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42855.78 Day 39 No 532.06 31-90 Days G-3 37008.07 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5429.17 Day 39 Yes 383.19 91-180 Days IG-1 5337.55 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8642.06 Day 39 Yes 746.89 7-30 Days IG-2 10114.32 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43842.99 Day 39 No 2244.78 <7 Days S-1 43254.35 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25940.64 Day 39 Yes 639.12 7-30 Days S-2 22043.52 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28392.50 Day 39 No 1662.01 31-90 Days S-3 23340.85 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 40868.33 Day 39 Yes 223.62 7-30 Days S-4 32824.70 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34584.37 Day 39 No 325.09 91-180 Days S-5 34164.60 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 29983.01 Day 39 Yes 598.58 <7 Days S-6 34725.56 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33316.67 Day 39 Yes 2331.20 31-90 Days S-7 33423.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6781.66 Day 40 No 176.01 91-180 Days A-0-Q 7539.10 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26924.88 Day 40 No 410.19 <7 Days A-1-Q 22398.23 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14504.99 Day 40 No 1364.01 31-90 Days A-2-Q 12039.05 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38146.98 Day 40 No 2817.21 91-180 Days A-3-Q 45446.36 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15558.37 Day 40 No 565.06 <7 Days A-4-Q 16806.51 None No Wholesale Lending