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 10067.38 >3 Yr <= 4 Yr No 91.29 31-90 Days S-1 9931.61 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14548.18 >3 Yr <= 4 Yr No 113.59 7-30 Days S-2 13001.01 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28375.16 >3 Yr <= 4 Yr Yes 918.09 91-180 Days S-3 24125.73 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19273.09 >3 Yr <= 4 Yr No 1628.08 <7 Days S-4 20859.56 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36062.65 >3 Yr <= 4 Yr Yes 1851.19 31-90 Days S-5 35782.12 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40380.00 >3 Yr <= 4 Yr Yes 1566.48 7-30 Days S-6 38884.32 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18162.90 >3 Yr <= 4 Yr Yes 569.60 91-180 Days S-7 18648.42 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39666.96 >4 Yr <= 5 Yr No 1528.20 <7 Days A-0-Q 43682.89 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42397.12 >4 Yr <= 5 Yr No 2981.23 31-90 Days A-1-Q 38166.32 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6880.26 >4 Yr <= 5 Yr Yes 19.17 91-180 Days A-2-Q 7211.31 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36702.44 >4 Yr <= 5 Yr No 3323.86 <7 Days A-3-Q 33132.98 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14796.89 >4 Yr <= 5 Yr No 706.31 7-30 Days A-4-Q 12816.19 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13348.42 >4 Yr <= 5 Yr Yes 1266.18 91-180 Days A-5-Q 12538.25 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1603.13 >4 Yr <= 5 Yr Yes 34.36 7-30 Days CB-1-Q 1768.07 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15514.01 >4 Yr <= 5 Yr Yes 393.70 31-90 Days CB-2-Q 15043.82 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21251.59 >4 Yr <= 5 Yr Yes 1047.62 7-30 Days S-1-Q 24039.15 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 649.05 >4 Yr <= 5 Yr Yes 40.32 31-90 Days S-2-Q 731.00 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3075.40 >4 Yr <= 5 Yr No 108.36 31-90 Days S-3-Q 3665.04 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11315.59 >4 Yr <= 5 Yr No 38.60 91-180 Days S-4-Q 12109.00 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35052.28 >4 Yr <= 5 Yr No 3470.22 <7 Days CB-3-Q 37708.62 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2977.37 >4 Yr <= 5 Yr Yes 161.02 7-30 Days G-1-Q 3455.92 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 38238.99 >4 Yr <= 5 Yr Yes 3741.58 7-30 Days G-2-Q 34441.55 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39302.21 >4 Yr <= 5 Yr Yes 2273.36 91-180 Days G-3-Q 45914.55 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 32541.99 >4 Yr <= 5 Yr Yes 793.52 7-30 Days S-5-Q 27309.48 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10954.83 >4 Yr <= 5 Yr Yes 952.13 91-180 Days S-6-Q 8764.13 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending