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 10051.27 Day 54 No 702.55 31-90 Days S-3 10624.21 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31236.70 Day 54 No 2230.53 31-90 Days S-4 34101.71 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26432.89 Day 54 Yes 1016.88 91-180 Days S-5 27479.70 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32518.83 Day 54 Yes 2555.28 <7 Days S-6 38301.87 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34391.84 Day 54 Yes 1004.16 31-90 Days S-7 28780.78 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40833.01 Day 55 Yes 310.64 7-30 Days A-0-Q 38349.62 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43712.93 Day 55 No 3155.01 <7 Days A-1-Q 38914.46 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18877.80 Day 55 No 1493.14 7-30 Days A-2-Q 15570.52 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14038.26 Day 55 No 1097.14 <7 Days A-3-Q 12196.83 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17213.98 Day 55 No 797.00 91-180 Days A-4-Q 17892.26 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20712.43 Day 55 No 867.21 <7 Days A-5-Q 20257.96 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41383.08 Day 55 Yes 2845.06 7-30 Days CB-1-Q 35568.31 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27495.55 Day 55 Yes 1200.73 <7 Days CB-2-Q 25263.08 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43458.94 Day 55 No 1258.71 31-90 Days S-1-Q 39765.84 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1508.57 Day 55 Yes 121.09 31-90 Days S-2-Q 1575.82 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 506.07 Day 55 No 0.97 31-90 Days S-3-Q 592.26 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14833.47 Day 55 No 1134.77 91-180 Days S-4-Q 13442.12 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42676.87 Day 55 Yes 904.40 91-180 Days CB-3-Q 36033.30 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12270.16 Day 55 Yes 1036.25 7-30 Days G-1-Q 13513.59 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 8755.14 Day 55 Yes 204.93 <7 Days G-2-Q 7696.57 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42525.91 Day 55 Yes 1457.19 91-180 Days G-3-Q 41977.66 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 41334.54 Day 55 No 686.10 91-180 Days S-5-Q 38930.17 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 2931.81 Day 55 Yes 41.55 31-90 Days S-6-Q 3252.49 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22537.65 Day 55 No 772.18 31-90 Days S-7-Q 27016.97 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21755.97 Day 55 Yes 1460.68 7-30 Days E-1-Q 23038.22 None Yes Liberty Capital Markets Inc. Wholesale Lending