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 32044.34 Day 60 No 3143.79 31-90 Days A-0-Q 26922.47 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19676.30 Day 60 Yes 64.80 <7 Days A-1-Q 17309.75 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11438.25 Day 60 Yes 1091.41 91-180 Days A-2-Q 12517.95 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6613.05 Day 60 No 546.39 <7 Days A-3-Q 6189.71 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 3283.38 Day 60 No 131.25 91-180 Days A-4-Q 3604.15 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12700.65 Day 60 No 200.16 <7 Days A-5-Q 14441.84 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6436.05 Day 60 Yes 30.19 31-90 Days CB-1-Q 6812.76 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40665.33 Day 60 No 1736.37 <7 Days CB-2-Q 42083.61 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12337.68 Day 60 Yes 366.18 <7 Days S-1-Q 13583.93 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 86.86 Day 60 Yes 8.19 <7 Days S-2-Q 70.65 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28235.12 Day 60 No 1726.37 91-180 Days S-3-Q 26332.21 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20007.00 Day 60 Yes 864.60 <7 Days S-4-Q 16926.66 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19766.81 Day 60 No 461.11 91-180 Days CB-3-Q 20518.45 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32894.24 Day 60 No 2378.25 7-30 Days G-1-Q 30885.09 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21815.23 Day 60 Yes 1106.44 91-180 Days G-2-Q 21850.40 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34671.15 Day 60 Yes 2922.04 91-180 Days G-3-Q 28577.65 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35071.80 Day 60 Yes 901.05 7-30 Days S-5-Q 28569.68 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43744.05 Day 60 No 3046.88 91-180 Days S-6-Q 49723.00 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15609.03 Day 60 No 55.77 7-30 Days S-7-Q 17870.14 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28869.40 Day 60 Yes 940.43 7-30 Days E-1-Q 31522.85 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23054.87 Day 60 Yes 215.28 7-30 Days E-2-Q 23682.24 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37886.72 Day 60 Yes 830.68 <7 Days IG-1-Q 36518.33 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10762.21 Day 60 No 719.54 <7 Days IG-2-Q 11592.74 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38161.77 Day 60 Yes 1277.03 <7 Days C-1 32009.40 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22538.30 Day 60 Yes 2133.16 <7 Days CB-4 23227.38 None No Wholesale Lending