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 24110.62 Perpetual No 2264.25 31-90 Days G-3-Q 26651.16 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18742.55 Perpetual No 587.28 91-180 Days S-5-Q 22149.08 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34352.32 Perpetual Yes 889.12 7-30 Days S-6-Q 39709.35 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20980.68 Perpetual Yes 384.12 7-30 Days S-7-Q 23775.93 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31781.18 Perpetual Yes 678.04 91-180 Days E-1-Q 33862.75 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20575.47 Perpetual No 1158.03 <7 Days E-2-Q 23993.05 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43508.01 Perpetual No 2084.03 7-30 Days IG-1-Q 43700.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22271.46 Perpetual Yes 713.18 <7 Days IG-2-Q 25322.12 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40304.79 Perpetual Yes 2366.57 7-30 Days C-1 41429.68 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27067.02 Perpetual Yes 1686.32 7-30 Days CB-4 22653.81 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34065.31 Perpetual Yes 3328.31 7-30 Days E-10 37203.29 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28046.34 Perpetual No 519.38 31-90 Days E-3 24792.67 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19226.94 Perpetual Yes 712.43 91-180 Days E-4 20997.78 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21603.30 Perpetual No 8.09 7-30 Days E-5 23850.78 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43960.56 Perpetual Yes 3846.41 7-30 Days E-6 44226.73 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39356.73 Perpetual No 78.07 <7 Days E-7 33965.66 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 39492.93 Perpetual Yes 470.74 7-30 Days E-8 38982.45 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42206.32 Perpetual No 2649.90 7-30 Days E-9 46351.67 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37793.79 Perpetual Yes 198.66 31-90 Days G-4 39423.19 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3367.87 Perpetual No 127.20 <7 Days IG-3 3886.71 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11084.68 Perpetual No 1056.80 7-30 Days IG-4 12360.54 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43529.21 Perpetual Yes 3356.03 91-180 Days IG-5 38292.29 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38245.47 Perpetual No 702.72 91-180 Days IG-6 31125.38 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27422.82 Perpetual Yes 390.22 91-180 Days IG-7 23126.41 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9452.67 Perpetual Yes 891.03 7-30 Days IG-8 10253.96 None No Wholesale Lending