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 700.89 Day 50 No 22.94 31-90 Days L-1 638.60 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34365.01 Day 50 No 1532.62 7-30 Days L-10 33507.82 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23744.13 Day 50 No 1803.34 7-30 Days L-11 27004.19 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14241.94 Day 50 No 710.26 <7 Days L-2 15405.59 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16357.56 Day 50 No 48.67 <7 Days L-3 15725.59 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15684.83 Day 50 Yes 104.44 31-90 Days L-4 17796.60 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22637.86 Day 50 No 570.86 <7 Days L-5 21661.98 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 9800.33 Day 50 No 947.92 <7 Days L-6 11748.59 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26630.87 Day 50 Yes 1964.30 7-30 Days L-7 25721.29 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 10855.98 Day 50 No 285.49 7-30 Days L-8 10617.41 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1958.04 Day 50 Yes 106.77 <7 Days L-9 1898.01 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11636.05 Day 50 Yes 81.94 <7 Days LC-1 10428.23 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14010.42 Day 50 No 278.53 7-30 Days LC-2 14137.53 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7350.18 Day 50 Yes 253.52 <7 Days N-1 7054.12 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5871.59 Day 50 No 417.89 7-30 Days N-2 5449.84 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24593.80 Day 50 Yes 1086.90 7-30 Days N-3 22924.08 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30507.25 Day 50 Yes 642.24 31-90 Days N-4 34321.71 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23146.79 Day 50 Yes 1706.55 31-90 Days N-5 23909.90 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27058.93 Day 50 Yes 2053.07 7-30 Days N-6 31887.27 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40034.54 Day 50 Yes 114.42 91-180 Days N-7 42276.55 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28925.54 Day 50 No 23.34 91-180 Days P-1 31175.47 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11717.53 Day 50 Yes 936.41 7-30 Days P-2 10863.71 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2355.76 Day 50 No 169.52 <7 Days S-8 2462.31 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19342.66 Day 50 Yes 1182.34 91-180 Days Y-1 22979.72 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42870.79 Day 50 No 3366.54 <7 Days Y-2 39811.77 Partial Yes Liberty Wealth Management LLC Wholesale Lending